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Monte Carlo Integration

  1. Jan 23, 2014 #1
    First let me say I apologize for posting in the wrong subforum. But for some reason I am not allowed to post in Math and Science Learning materials, maybe a glitch? Please move this thread there if possible.

    I am looking for a good book that will teach me Monte Carlo Integration at a senior undergraduate level. I am in a second course in numerical analysis, and I would like to learn Monte Carlo Integration for one of my projects. Does anyone know of a good source that will teach me this method at an undergraduate level? All of the books I have seen it in are graduate textbooks and a little over my head.
  2. jcsd
  3. Jan 23, 2014 #2


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    Staff: Mentor

    The Learning Materials forums are for actual online materials written for PF, or for links to such materials on other sites; not for requests for them, or discussion about them.

    This is the appropriate forum to ask about books.
  4. Jan 23, 2014 #3
    The book Numerical Mathematics and Computing by Cheney & Kincaid contains a basic introduction to Monte Carlo methods.
  5. Jan 23, 2014 #4
    Statistical Mechanics: Algorithms and Computations by W. Krauth

    An Introduction to Computer Simulation Methods: Applications to Physical Systems by Gould /Tobochnik
  6. Jan 24, 2014 #5
    Interesting, I just signed up for a course on coursera that uses that first book. We'll see how it goes.
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