Exploring Monte Carlo Methods

Exploring Monte Carlo Methods

2nd Edition - July 22, 2022

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  • Authors: William Dunn, J. Kenneth Shultis
  • Paperback ISBN: 9780128197394

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Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning.

Key Features

  • Provides a comprehensive yet concise treatment of Monte Carlo methods
  • Uses the famous "Buffon’s needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods
  • Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions


Upper-level UG and graduate students (as well as researchers) in relevant courses across physics, math, engineering, and other areas

Table of Contents

  • 1. Introduction
    2. The Basis of Monte Carlo
    3. Pseudorandom Number Generators
    4. Sampling, Scoring, and Precision
    5. Variance Reduction Techniques
    6. Markov Chain Monte Carlo
    7. Inverse Monte Carlo
    8. Linear Operator Equations
    9. The Fundamentals of Neutral Particle Transport
    10. Monte Carlo Simulation of Neutral Particle Transport
    11. Monte Carlo Applications

Product details

  • No. of pages: 400
  • Language: English
  • Copyright: © Elsevier Science 2022
  • Published: July 22, 2022
  • Imprint: Elsevier Science
  • Paperback ISBN: 9780128197394

About the Authors

William Dunn

Dr. Bill Dunn graduated with a BS degree in Electrical Engineering from the University of Notre Dame and MS and PhD degrees in Nuclear Engineering from North Carolina State University (NCSU). He was employed by Carolina Power & Light Company for four years and then served on the faculty and staff of the Nuclear Engineering Department at NCSU for two years. From 1979 until 2002, Dr. Dunn was involved in contract research. From 1988 until 2002, he was President of Quantum Research Services. He is now Professor and former Department Head of the Mechanical and Nuclear Engineering Department at Kansas State University. He is an editor of the journal Radiation Physics and Chemistry and Treasurer of the International Radiation Physics Society. In 2015, Dr. Dunn was recognized with the Radiation Science and Technology Award by the American Nuclear Society.

Affiliations and Expertise

Professor and former Department Head of the Mechanical and Nuclear Engineering Department, Kansas State University, Department of Mechanical and Nuclear Engineering, Manhattan, USA

J. Kenneth Shultis

J. Kenneth Shultis, born in Toronto, Canada, graduated from the University of Toronto with a BASc degree in Engineering Physics (1964). He gained his MS (1965) and PhD (1968) degrees in Nuclear Science and Engineering from the University of Michigan. After a postdoctoral year at the Mathematics Institute of the University of Groningen, the Netherlands, he joined the Nuclear Engineering faculty at Kansas State University in 1969. He teaches and conducts research in radiation transport, radiation shielding, Monte Carlo methods, reactor physics, optimization of new type of radiation detectors, numerical analysis, particle combustion, remote sensing, and utility energy and economic analyses. He is a Fellow of the American Nuclear Society, and has received many awards for his teaching and research. Dr. Shultis is the author or co-author of 6 text books on radiation shielding, radiological assessment, nuclear science and technology, and Monte Carlo methods. He has written over 200 research papers and reports, and served as a consultant to many private and governmental organizations.

Affiliations and Expertise

Faculty Member, Kansas State University, Department of Mechanical and Nuclear Engineering, Manhattan, USA

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