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Monte Carlo Methods Utilizing Mathematica®

Name: Monte Carlo Methods Utilizing Mathematica®
Brand: Springer, Berlin
SKU: 44751007
Price: 40.45 EUR
Availability: InStock
Author: Sujaul Chowdhury
ISBN: 9783031232961

Applications in Inverse Transform and Acceptance-Rejection Sampling

Sujaul Chowdhury

Language

English

Book Paperback

Libristo code: 44751007

Publishers Springer, Berlin, March 2024

This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo... Full description

Libristo code: 44751007

98 b

40.45 €

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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.