Chowdhury, Sujaul.
Monte Carlo Methods Utilizing Mathematica® Applications in Inverse Transform and Acceptance-Rejection Sampling / [electronic resource] : by Sujaul Chowdhury. - 1st ed. 2023. - VIII, 149 p. 46 illus., 25 illus. in color. online resource. - Synthesis Lectures on Mathematics & Statistics, 1938-1751 . - Synthesis Lectures on Mathematics & Statistics, .
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.
This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathematica and using random variates sampled by the inverse transform method. The author covers the acceptance-rejection method using uniform, linear, Gaussian, and exponential probability distribution functions. This book also contains a chapter applying the Variational Quantum Monte Carlo method to a simple harmonic oscillator. 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 information can be applied. .
9783031232947
10.1007/978-3-031-23294-7 doi
Mathematics.
Statistics .
Mathematics--Data processing.
Computer science--Mathematics.
Engineering mathematics.
Mathematics.
Statistics.
Computational Mathematics and Numerical Analysis.
Mathematics of Computing.
Applications of Mathematics.
Engineering Mathematics.
QA1-939
510
Monte Carlo Methods Utilizing Mathematica® Applications in Inverse Transform and Acceptance-Rejection Sampling / [electronic resource] : by Sujaul Chowdhury. - 1st ed. 2023. - VIII, 149 p. 46 illus., 25 illus. in color. online resource. - Synthesis Lectures on Mathematics & Statistics, 1938-1751 . - Synthesis Lectures on Mathematics & Statistics, .
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.
This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathematica and using random variates sampled by the inverse transform method. The author covers the acceptance-rejection method using uniform, linear, Gaussian, and exponential probability distribution functions. This book also contains a chapter applying the Variational Quantum Monte Carlo method to a simple harmonic oscillator. 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 information can be applied. .
9783031232947
10.1007/978-3-031-23294-7 doi
Mathematics.
Statistics .
Mathematics--Data processing.
Computer science--Mathematics.
Engineering mathematics.
Mathematics.
Statistics.
Computational Mathematics and Numerical Analysis.
Mathematics of Computing.
Applications of Mathematics.
Engineering Mathematics.
QA1-939
510