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Monte Carlo theory and practice
Open accessAbstract
The Monte Carlo method has long been recognised as a powerful technique for performing certain calculations, generally those too complicated for a more classical approach. Since the use of high-speed computers became widespread in the 1950s, a great deal of theoretical investigation has been undertaken and practical experience has been gained in the Monte Carlo approach. The author tries to lay a theoretical basis for both the 'traditional' Monte Carlo and quasi-Monte Carlo methods, and, to present some practical aspects of when and how to use them. An important theme is the comparison of Monte Carlo, quasi-Monte Carlo and numerical quadrature for the integration of functions, especially in many dimensions.
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Citations
Cited by
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Peres, A. (1985) · Physical Review A · doi:10.1103/physreva.32.3266 · Cited by 892
Relevance of accurate Monte Carlo modeling in nuclear medical imaging
Zaidi, H. (1999) · Medical Physics · doi:10.1118/1.598559 · Cited by 279
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Ichimaru, S. (1993) · Reviews of Modern Physics · doi:10.1103/revmodphys.65.255 · Cited by 269
Wang, Z., Zhang, H., Ji, Z., Yang, Y., & Wang, H. (2023) · Brain Science Advances · doi:10.26599/bsa.2023.9050013 · Cited by 9
Metadata
- Authors
- James, F.
- Venue
- Reports on Progress in Physics
- Publisher
- IOP Publishing
- Published
- 1980-09-01
- Volume
- 43
- Issue
- 9
- Pages
- 1145-1189
- ISSN
- 0034-4885 (ISSN-L)
- 1361-6633
- OpenAlex
- W2131695829
- Cited by
- 544
- References
- 0
- FWCI
- 7.37
- Type
- journal article
- Language
- en
- Open access
- bronze
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- James, F. (1980). Monte Carlo theory and practice. Reports on Progress in Physics. https://doi.org/10.1088/0034-4885/43/9/002
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