Monte Carlo Methods Utilizing Mathematica®, 2023 Applications in Inverse Transform and Acceptance-Rejection Sampling Synthesis Lectures on Mathematics & Statistics Series
Auteur : Chowdhury Sujaul
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.
Date de parution : 02-2024
Ouvrage de 149 p.
16.8x24 cm
Date de parution : 02-2023
Ouvrage de 149 p.
16.8x24 cm
Thème de Monte Carlo Methods Utilizing Mathematica® :
Mots-clés :
Monte Carlo Methods; Mathematica; Inverse Transform Sampling; Acceptance-rejection Sampling; Definite Integrals; Uniform Distribution Functions; Linear Distribution Functions; Gaussian Distribution Functions; Exponential Probability Distribution Functions; Variational Quantum Monte Carlo Method; Simple Harmonic Oscillator; Textbook