Monte Carlo Methods Utilizing Mathematica®

Applications in Inverse Transform and Acceptance-Rejection Sampling

Gebonden Engels 2023 9783031232930
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This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathematica.  Random variates are sampled by the inverse transform method and the acceptance-rejection method using uniform, linear, Gaussian, and exponential probability distribution functions.  A chapter on the application of the Variational Quantum Monte Carlo method to a simple harmonic oscillator is included. These topics are all essential for students of mathematics and physics. The author includes thorough background on each topic covered within the book in order to help readers understand the subject. The book also contains many examples to show how the methods can be applied.  

Specificaties

ISBN13:9783031232930
Taal:Engels
Bindwijze:gebonden
Uitgever:Springer Nature Switzerland

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Inhoudsopgave

Introduction for Part I.- Evaluation of Definite Integrals Using Inverse Transform Sampling Utilizing Mathematica.- Introduction for Part II.- Evaluation of Definite Integrals Using Acceptance-rejection Sampling Utilizing Matematica.- Variational Monte Carlo Method Applied to Ground State of Simple Harmonic Oscillator Using Acceptance-rejection Sampling Utilizing Mathematica.<p></p>

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€ 48,99
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        Monte Carlo Methods Utilizing Mathematica®