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portada Monte Carlo Methods Utilizing Mathematica(r): Applications in Inverse Transform and Acceptance-Rejection Sampling
Type
Physical Book
Author
Publisher
Language
English
Pages
149
Format
Hardcover
Dimensions
23.6x16.2x1 cm
Weight
0.41 kg.
ISBN13
9783031232930
Edition No.
2023rd
Categories

Monte Carlo Methods Utilizing Mathematica(r): Applications in Inverse Transform and Acceptance-Rejection Sampling

Sujaul Chowdhury (Author) · Springer · Hardcover

Monte Carlo Methods Utilizing Mathematica(r): Applications in Inverse Transform and Acceptance-Rejection Sampling - Chowdhury, Sujaul

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Synopsis "Monte Carlo Methods Utilizing Mathematica(r): Applications in Inverse Transform and Acceptance-Rejection Sampling"

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.

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