Explorations in Monte Carlo Methods

Monte Carlo methods remain till this day some of the most interesting and useful aspects of applied mathematics over the last century. Indeed, Monte Carlo methods are the poster boys for applications of mathematics beyond that of which they were first conceived. The use of  Monte Carlo methods have spread far and wide throughout out the physical sciences as well as to real world setting, predominantly in financial trading and analysis. Indeed, the accelerated influence of Monte Carlo methods owe their success much to the development of computer within the last 70 years.

This book is a joy to read cover to cover. Firstly, it is comprehensive in its treatment of the topics covered; containing interesting combination of techniques and encyclopaedic knowledge (on probability and number generators) that is hard to find in just (at an understandable level) one place elsewhere. 

The greatest strength of this text, which lends significantly to its overall commendability is its focus on applications. The book is littered with excellent, exciting and accessible; moreover, (and perhaps my favourite aspect) is that the books includes code (and pseudocode) of all the algorithms discussed within. The reader is then educated not only to gain a deep route understanding of the theoretical underpinning of the topic, but is also trained (to an excellent standard) to apply theses techniques to a whole host of interesting and applicable situations both within and outside of science.

It is rare in science to describe texts as page turner, but Shinkwiler and Mendivil manage to work magic into this text (much like those industries who first incorporated these techniques to real world problems).

Explorations in Monte Carlo Methods

by  Ronald W. Shonkwiler and Franklin Mendivil

ISBN: 9783031559631

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