Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

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9780387878362: Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems.

Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics.

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About the Author:

Ronald Shonkwiler is also publishing Mathematical Biology: An Introduction with Maple and Matlab, that will will be available in 2008. He is professor emeritus at Georgia Institute of Technology School of Mathematics. He received his PhD in 1970. His areas of expertise include: stochastic processes, optimization, computer simulation, Monte Carlo numerical methods, mathematical biology, and reproducing Kernel Hilbert spaces.

Franklin Mendevil is a professor at Acadia University in Nova Scotia. He received his PhD in 1996 at Georgia Institute of Technology. He has co-authored numerous papers and publications, several of which were with Dr. Shonkwiler.

Review:

From the reviews:

"Explorations in Monte Carlo Methods by Ronald Shonkwiler and Franklin Mendivil is an undergraduate text that is both practical and accessible. ... Explorations would make a good text book and would also be suitable for independent study. ... It gives numerous applications of Monte Carlo methods including applications in electrical engineering, finance, optimization, and statistical mechanics. Each chapter has numerous exercises and the book concludes with an appendix listing several ideas for student projects applying Monte Carlo methods." (John D. Cook, The Mathematical Association of America, October, 2009)

“This undergraduate text explores the world of Monte Carlo methods under two premises: it shall be algorithmically oriented, and the students shall have fun with the subject. ... At the end of each chapter there are ... references, and more importantly, a large number of problems ... . The problems are clearly pointed out, and hence it is really fun to follow the text. There are not many undergraduate texts on Monte Carlo methods; this is one to recommend for use in a classroom.”­­­ (Peter Mathé, Mathematical Reviews, Issue 2010 i)

“This clearly presented, easy-to-understand book offers beginners a hands-on approach to Monte Carlo methods (MCM). These extensively used methods offer valuable computational tools together with very useful, efficient, and practical algorithms for resolving difficult, complex problems confronting researchers/investigators in numerous disciplines. Shonkwiler (emer., Georgia Institute of Technology) and Mendivil (Acadia Univ., Canada) present the material in five chapters, each ending with a carefully selected list of problems. ... Summing Up: Highly recommended. Academic libraries serving upper-division undergraduates; professionals/practitioners.” (D. V. Chopra, Choice, Vol. 47 (7), March, 2010)

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Ronald Shonkwiler, Franklin Mendivil
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ISBN 10: 038787836X ISBN 13: 9780387878362
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Descrizione libro Springer, 2009. Hardcover. Condizione libro: New. 2009. This item is printed on demand. Codice libro della libreria DADAX038787836X

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Descrizione libro Springer-Verlag New York Inc., United States, 2009. Hardback. Condizione libro: New. 2009 ed.. Language: English . Brand New Book. Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. Codice libro della libreria AAU9780387878362

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Ronald W. Shonkwiler, Franklin Mendivil
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Descrizione libro Springer-Verlag New York Inc., United States, 2009. Hardback. Condizione libro: New. 2009 ed.. Language: English . Brand New Book. Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. Codice libro della libreria AAU9780387878362

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Descrizione libro Springer New York 2009-08-21, Dordrecht |London, 2009. hardback. Condizione libro: New. Codice libro della libreria 9780387878362

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Descrizione libro Springer 2009-08-24, 2009. Hardback. Condizione libro: New. Codice libro della libreria NU-BER-00066544

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Descrizione libro Springer-Verlag New York Inc. Hardback. Condizione libro: new. BRAND NEW, Explorations in Monte Carlo Methods, Ronald W. Shonkwiler, Franklin Mendivil, Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. Codice libro della libreria B9780387878362

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Descrizione libro Springer-Verlag New York Inc., 2009. HRD. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780387878362

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Descrizione libro Springer, 2009. Condizione libro: New. Monte Carlo methods are among the most used and useful computational tools available, providing efficient and practical algorithms to solve a wide range of scientific and engineering problems. This book provides a hands-on approach to learning this subject. Series: Undergraduate Texts in Mathematics. Num Pages: 255 pages, 10 black & white tables, biography. BIC Classification: PBT; PBU; PBW. Category: (UU) Undergraduate. Dimension: 248 x 166 x 20. Weight in Grams: 506. . 2009. 2009th Edition. Hardcover. . . . . . Codice libro della libreria V9780387878362

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Descrizione libro Springer. Condizione libro: New. Monte Carlo methods are among the most used and useful computational tools available, providing efficient and practical algorithms to solve a wide range of scientific and engineering problems. This book provides a hands-on approach to learning this subject. Series: Undergraduate Texts in Mathematics. Num Pages: 255 pages, 10 black & white tables, biography. BIC Classification: PBT; PBU; PBW. Category: (UU) Undergraduate. Dimension: 248 x 166 x 20. Weight in Grams: 506. . 2009. 2009th Edition. Hardcover. . . . . Books ship from the US and Ireland. Codice libro della libreria V9780387878362

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Ronald W. Shonkwiler; Franklin Mendivil
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Descrizione libro Springer, 2009. Condizione libro: New. book. Codice libro della libreria ria9780387878362_rkm

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