Monte Carlo Methods for Applied Scientists
DOI10.1142/2813zbMath1140.65008OpenAlexW647800561MaRDI QIDQ5445122
Publication date: 3 March 2008
Full work available at URL: https://doi.org/10.1142/2813
computational complexityconvergencelinear systemsnumerical integrationFredholm integral equationimportance samplingnumerical exampleseigenvaluestextbookparallel computationerror analysisWigner equationBoltzmann equationsuperconvergenceelliptic equationscentral limit theoremvariance reductionB-splinessemiconductorsquasi-Monte Carlo methodsmatrix inversionquantum transportlinear boundary value problemGeometric MCMMarkov chains MC algorithmsMonte Carlo Methods (MCM)Plain MCM
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