没有合适的资源?快使用搜索试试~ 我知道了~
首页Explorations in Monte Carlo Methods-蒙特卡罗基础
Explorations in Monte Carlo Methods-蒙特卡罗基础
需积分: 10 21 下载量 154 浏览量
更新于2023-03-16
评论
收藏 3.73MB PDF 举报
非常好的蒙特卡罗方法基础书籍,深入浅出地讲解了方法背后的逻辑,帮助快速入门,书里面贴了好多matlab程序,可以直接复制使用
资源详情
资源评论
资源推荐
Undergraduate Texts in Mathematics
Editorial Board
S. Axler
K.A. Ribet
For other titles published in this series, go to
http://www.springer.com/series/666
Ronald W. Shonkwiler
Franklin Mendivil
Explorations in
Monte Carlo Methods
Ronald W. Shonkwiler Franklin Mendivil
Georgia Institute of Technology
Acadia University
School of Mathematics Department of Mathematics and Statistics
Atlanta, GA 30332-0160 Wolfville, NS B4P 2R6
USA Canada
shonkwiler@math.gatech.edu franklin.mendivil@acadiau.ca
Editorial Board
S. Axler K.A. Ribet
Mathematics Department Mathematics Department
San Francisco State University University of California at Berkeley
San Francisco, CA 94132 Berkeley, CA 94720-3840
USA USA
axler@sfsu.edu ribet@math.berkeley.edu
All rights reserved.
10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection
with any form of information storage and retrieval, electronic adaptation, computer software, or by similar
or dissimilar methodology now known or hereafter developed is forbidden.
The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are
not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject
to proprietary rights.
Printed on acid-free paper
This work may not be translated or copied in whole or in part without the written
permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY
Springer Dordrecht Heidelberg London New York
© Springer Science+Business Media, LLC 2009
Springer is part of Springer Science+Business Media (www.springer.com)
ISBN 978-0-387-87836-2 e-ISBN 978-0-387-87837-9
DOI 10.1007/978-0-387-87837-9
Library of Congress Control Number: 2009932312
Mathematics Subject Classification (2000): 65C05 (primary), 68T05, 60J20 (secondary), 60G40 (tertiary)
ISSN 0172-6056
Preface
The Monte Carlo method is a technique for analyzing phenomena by
means of computer algorithms that employ, in an essential way, the
generation of random numbers.
A solution by Monte Carlo methods was one of the very first uses
made of the newly invented digital computer. In a very real sense the
method was “born” with the computer. From the start, Monte Carlo
methods have been used to solve difficult problems for which no other
solution method was available at the time. This is still the case. In some
cases better methods arose and displaced Monte Carlo; as it should be.
Yet, in many applications Monte Carlo is unsurpassed. It still enjoys
almost exclusive dominion over its original application, simulating com-
plex interactions in any area where quantitative models are possible.
In the meantime Monte Carlo has moved ahead as well, finding new
areas of application and enjoying new resurgence in former areas as a
result of increased computer power. Today Monte Carlo methods are
more widespread than ever.
Monte Carlo methods originated in their modern form with, and
were named by, Stanislaw Ulam and John von Neumann. Later Ulam
went on to expand on the method and champion its use. He inspired
many subsequent adherent’s who themselves developed and extended
the method. To “Stan,” as he was known to his friends, Monte Carlo
was just one technique for performing mathematical experiments on
the computer, an idea in which he fervently believed.
In this book we show how Monte Carlo can be used to solve prob-
lems in science, engineering, business, and industry. But most of all,
we intend to have fun. We will use the computer to explore the hidden
and sometimes surprising nature of quantitative systems. From throw-
剩余248页未读,继续阅读
wingsofdove
- 粉丝: 0
- 资源: 13
上传资源 快速赚钱
- 我的内容管理 收起
- 我的资源 快来上传第一个资源
- 我的收益 登录查看自己的收益
- 我的积分 登录查看自己的积分
- 我的C币 登录后查看C币余额
- 我的收藏
- 我的下载
- 下载帮助
会员权益专享
最新资源
- 27页智慧街道信息化建设综合解决方案.pptx
- 计算机二级Ms-Office选择题汇总.doc
- 单链表的插入和删除实验报告 (2).docx
- 单链表的插入和删除实验报告.pdf
- 物联网智能终端项目设备管理方案.pdf
- 如何打造品牌的模式.doc
- 样式控制与页面布局.pdf
- 武汉理工Java实验报告(二).docx
- 2021线上新品消费趋势报告.pdf
- 第3章 Matlab中的矩阵及其运算.docx
- 基于Web的人力资源管理系统的必要性和可行性.doc
- 基于一阶倒立摆的matlab仿真实验.doc
- 速运公司物流管理模式研究教材
- 大数据与管理.pptx
- 单片机课程设计之步进电机.doc
- 大数据与数据挖掘.pptx
资源上传下载、课程学习等过程中有任何疑问或建议,欢迎提出宝贵意见哦~我们会及时处理!
点击此处反馈
安全验证
文档复制为VIP权益,开通VIP直接复制
信息提交成功
评论0