Monte Carlo Integration

[Hercuflea]

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.

 

[jtbell]

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.

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.

 

[Xiuh]

The book Numerical Mathematics and Computing by Cheney & Kincaid contains a basic introduction to Monte Carlo methods.

 

[jesse73]

Statistical Mechanics: Algorithms and Computations by W. Krauth

or
An Introduction to Computer Simulation Methods: Applications to Physical Systems by Gould /Tobochnik

 

[Hercuflea]

Statistical Mechanics: Algorithms and Computations by W. Krauth

or
An Introduction to Computer Simulation Methods: Applications to Physical Systems by Gould /Tobochnik

Interesting, I just signed up for a course on coursera that uses that first book. We'll see how it goes.