1) Monte-Carlo-Integration, J. Kersten, 1998
Insbesondere:
Paper zum Vortrag vom 7. Juli 1998
2) The Basics of Monte Carlo Simulations, Joy Woller, University of Nebraska-Lincoln Physical Chemistry Lab (Chem 484), Spring 1996
3) Monte Carlo Methods and Simulation, Angus MacKinnon, Computational Physics, Imperial College of Science, Technology and Medicine
4) Numerical Recipes in C, The Art of Scientific Computing - Second Edition, W.H. Press, S.A. Teukolsky, W.T. Vetterling, B. P. Flannery, Cambridge University Press, 1997
Insbesondere: 4 Integration of Functions
4.5 Gaussian Quadratures and Orthogonal Polynomials
7 Random Numbers
7.6 Simple Monte Carlo Integration
1) P.L. DeVries: A First Course in Computational Physics, John Wiley 1994
2) M. Kalos, P. Whitlok: Monte-Carlo-Methods, John Wiley 1986
4.6 Multidimensional Integrals
7.7 Quasi- (that is, Sub-) Random Sequences
7.8 Adaptive and Recursive Monte Carlo Methods
Verwendete Literatur: