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

Sujaul Chowdhury, Chowdhury

Softcover

ISBN 10: 303123295X ISBN 13: 9783031232954

Publisher: Springer, 2023

Synopsis

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.  

Edition details

• Publisher: Springer
• Publication date: 2023
• Language: English
• ISBN 10: 303123295X
• ISBN 13: 9783031232954
• Binding: Paperback
• Number of pages: 160