Chapman & Hall/CRC, 2009. — 449 p.
This book has two principal aims: to teach scientific programming and to introduce stochastic modelling. Stochastic modelling in particular, and mathematical modelling in general, are intimately linked to scientific programming because the numerical techniques of scientific programming enable the practical application of mathematical models to real-world problems. In the context of stochastic modelling, simulation is the numerical technique that enables us to analyse otherwise intractable models.