Monte Carlo Methods Utilizing Mathematica(R)

£34.99

Monte Carlo Methods Utilizing Mathematica(R)

Applications in Inverse Transform and Acceptance-Rejection Sampling

Mathematics Numerical analysis Probability and statistics Applied mathematics Maths for engineers Maths for computer scientists

Author: Sujaul Chowdhury

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Collection: Synthesis Lectures on Mathematics & Statistics

Language: English

Published by: Springer

Published on: 23rd February 2023

Format: LCP-protected ePub

ISBN: 9783031232947


Introduction

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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