Monte Carlo Algorithm

This textbook explains the fundamentals of Markov Chain Monte Carlo (MCMC) without assuming advanced knowledge of mathematics and programming. MCMC is a powerful technique that can be used to integrate complicated functions or to handle complicated probability distributions. MCMC is frequently used in diverse fields where statistical methods are important – e.g. Bayesian statistics, quantum physics, machine learning, computer science, computational biology, and mathematical economics. This book aims to equip readers with a sound understanding of MCMC and enable them to write simulation codes by themselves.

The application of the Monte Carlo method to the simulation of semiconductor devices is presented. A review of the physics of transport in semiconductors is given, followed by an introduction to the physics of semiconductor devices. The Monte Carlo algorithm is discussed in great details, and specific applications to the modelling of semiconductor devices are given. A comparison with traditional simulators is also presented.

Solve Business Problems with MCTS: Hands-on, and Spelled out Approach

Solve Business Problems with MCTS: Hands-on, and Spelled out Approach

Learn Monte Carlo methods for finance, data science, and engineering.

Learn Monte Carlo methods for finance, data science, and engineering.