Monte Carlo Methods

The only good Monte Carlo
is a dead Monte Carlo

H.F Trotter & J.W. Tukey (1954)

Here is a list of various books and papers on Monte Carlo Methods

Binder, K. and D.W. Heerman, 1992; Monte Carlo Simulation in Statistical Physics, An Introduction, Springer-Verlag, Berlin, 129 pages

Carter, L. L. and E. D. Cashwell, 1975; Particle-Transport Simulation with the Monte Carlo Method, ERDA Critical Review Series, National Technical Information Service, TID-26607

Chorin, A.J., 1971; Hermite Expansions in Monte-Carlo Computation, Jour. Comp. Phys., V. 8, pp. 472-482

Clark, Francis H., 1966; The Exponential Transform as an Importance Sampling Device - A Review, Oak Ridge National Laboratory Report ORNL-RSIC-14 (Jan.)

Dhar, D., and P.M. Lam, 1986; A Monte Carlo Method for series expansions, J. Phys. A: Math. Gen., V. 19, pp. 1057 - 1061

Dickens, J.K., 1989; Use of Monte Carlo techniques to derive yields for n+12C multibody breakup reactions: Programming the computer to simulate collisions by fast neutrons, Computers in Physics, V. 3, No. 6, pp. 62 - 68

Ferrenberg, A.M. and R.H. Swendsen, 1989; Optimized Monte Carlo Data analysis, Computers in Physics, V. 3, No. 5, pp. 101 - 104

Gentile, J.E., 1998;Random Number Generation and Monte Carlo Methods, Springer Verlag

Gould, H., and J. Tobochnik, 1989; Overcoming Critical Slowing Down, Computers in Physics, V. 3, No. 4, pp. 82 - 86

Halton, J.H., 1970; A Retrospective and Perspective Survey of the Monte Carlo Method, SIAM Review, V. 12, N. 1, pp. 1 - 63

Hammersly, J.M., and D.C. Handscomb, 1964; Monte Carlo Methods, John Wiley & Sons

Kahn, Herman, 1956; Applications of Monte Carlo, AECU-3259 (April).

Kalos, M.H., and P.A. Whitlock, 1986;Monte Carlo Methods, Volume 1: Basics, John Wiley & Sons

Lee, M.A. and K.E. Schmidt, 1992; Green's function Monte Carlo, Computers in Physics, V. 6, No. 2, pp. 192 - 197

Lux, I. and Laszlo Koblinger,1991; Monte Carlo Particle Transport Methods: Neutron and Photon Calculations, CRC Press, Inc.

McCracken, D.D., 1955, The Monte Carlo Method, Scientific American, May, pp. 90 - 96

Metropolis, N., A.W. Rosenbluth, M.N. Rosenbluth, A.H. Teller, and E. Teller, 1953; Equation of State Calculations by Fast Computing Machines, Jour. Chemical Physics, V. 21, No. 6, pp. 1087 - 1092

Mezei, M., 1981; On the Selection of the Particle to be Perturbed in the Monte Carlo Method, Jour. Comp. Phys., V. 39, pp. 128-136

Morgan, M. Granger, and M. Henrion, 1990; Uncertainty - A guide to dealing with uncertainty in Qualitative Risk and Policy Analysis, Cambridge University Press

Peskun, P.H, 1981; Guidelines for Choosing the Transition Matrix in Monte Carlo Methods using Markov Chains, Jour. Comp. Phys., V. 40, pp. 327-344

Rao, M., C. Pangali and B.J. Berne; On the force bias Monte Carlo simulation of water: methodology, optimization and comparison with molecular dynamics, Molecular Physics

Reynolds, P.J., J. Tobochnik, and H. Gould, 1990; Diffusion Quantum Monte Carlo, Computers in Physics, V. 4, N. 6, pp. 662 - 668

Rubinstein, R.Y., 1981; Simulation and the Monte Carlo Method, John Wiley & Sons, New York, 278 pages

Sabelfeld, K.K., 1991; Monte Carlo Methods in Boundary Value problems, Springer-Verlag, Berlin, 283 pages

Somsky, W.R., and J.E. Gubernatis, 1992; A Massively parallel implementation of the worldline quantum Monte Carlo method, Computers in Physics, V. 6, No. 2, pp. 178 - 187

Spanier, Jerome and Ely M. Gelbard, 1969; Monte Carlo Principles and Neutron Transport Problems, Addison-Wesley Publishing Company

Tobochnik, J., H. Gould, and K. Mulder, 1990; An Introduction to Quantum Monte Carlo, Computers in Physics, V. 4, N. 4, pp. 431 - 435

Trotter, H.F. and J.W. Tukey, 1956; Conditional Monte Carlo for normal samples, Symposium on Monte Carlo Methods (University of Florida, 1954), H.A. Meyer, ed., John Wiley, New York, pp. 64 - 79

Wagner, W., 1987; Unbiased Monte Carlo Evaluation of Certain Functional Integrals, J. Computational Physics, V 71, pp. 21 - 33

Wagner, W., 1988; Unbiased Multi-Step Estimators for the Monte Carlo Evaluation of Certain Functional Integrals, J. of Computational Physics, V 79, pp. 336 - 352

Wagner, W., 1988; Monte Carlo Evaluation of Functionals of solutions of Stochastic Differential Equations, Variance Reduction and Numerical Examples, Stochastic Analysis and Applications, V. 6, No. 4, pp. 447-468

Everett (Skip) Carter
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