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Descriptions and Comparisons of Monte Carlo Algorithms
November/December 2009 (vol. 11 no. 6)
pp. 103
| ASCII Text | x | ||
| Larry Engelhardt, "Descriptions and Comparisons of Monte Carlo Algorithms," Computing in Science and Engineering, vol. 11, no. 6, pp. 103, November/December, 2009. | |||
| BibTex | x | ||
| @article{ 10.1109/MCSE.2009.192, author = {Larry Engelhardt}, title = {Descriptions and Comparisons of Monte Carlo Algorithms}, journal ={Computing in Science and Engineering}, volume = {11}, number = {6}, issn = {0740-7475}, year = {2009}, pages = {103}, doi = {http://doi.ieeecomputersociety.org/10.1109/MCSE.2009.192}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - MGZN JO - Computing in Science and Engineering TI - Descriptions and Comparisons of Monte Carlo Algorithms IS - 6 SN - 0740-7475 SP EP EPD - 103 A1 - Larry Engelhardt, PY - 2009 KW - Monte Carlo methods KW - theory of Monte Carlo methods KW - Monte Carlo algorithms VL - 11 JA - Computing in Science and Engineering ER - | |||
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MCSE.2009.192
Complex and highly interdisciplinary by nature, MC methods have been written about extensively over the years. This review of Jun S. Liu's book, Monte Carlo Strategies in Scientific Computing (Springer, 2nd printing, 2008), notes that it focuses heavily on theory, but also describes a wide variety of algorithms.
Index Terms:
Monte Carlo methods, theory of Monte Carlo methods, Monte Carlo algorithms
Citation:
Larry Engelhardt, "Descriptions and Comparisons of Monte Carlo Algorithms," Computing in Science and Engineering, vol. 11, no. 6, pp. 103, Nov.-Dec. 2009, doi:10.1109/MCSE.2009.192
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