Monte Carlo Methods for Applied Scientists

DOI10.1142/2813zbMath1140.65008MaRDI QIDQ5445122

Ivan T. Dimov

Publication date: 3 March 2008

Full work available at URL: https://doi.org/10.1142/2813

zbMATH Keywords

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

60F05: Central limit and other weak theorems

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65C20: Probabilistic models, generic numerical methods in probability and statistics

65C05: Monte Carlo methods

65R20: Numerical methods for integral equations

35J25: Boundary value problems for second-order elliptic equations

45G10: Other nonlinear integral equations

65C40: Numerical analysis or methods applied to Markov chains

65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis

82D37: Statistical mechanics of semiconductors

81S30: Phase-space methods including Wigner distributions, etc. applied to problems in quantum mechanics

65C10: Random number generation in numerical analysis

65C30: Numerical solutions to stochastic differential and integral equations

82C40: Kinetic theory of gases in time-dependent statistical mechanics

00A06: Mathematics for nonmathematicians (engineering, social sciences, etc.)

65F05: Direct numerical methods for linear systems and matrix inversion

11K36: Well-distributed sequences and other variations

11K45: Pseudo-random numbers; Monte Carlo methods

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