Monte Carlo Methods Utilizing Mathematica® : Applications in Inverse Transform and Acceptance-Rejection Sampling

Sujaul Chowdhury, Chowdhury

ISBN 10: 303123295X / ISBN 13: 9783031232954

Published by Springer, 2023

About this Item

Seller Inventory # 45668381-n

Bibliographic Details

• Title: Monte Carlo Methods Utilizing Mathematica® : Applications in Inverse Transform and Acceptance-Rejection Sampling
• Publisher: Springer
• Publication Date: 2023
• Language: English
• ISBN 10: 303123295X
• ISBN 13: 9783031232954
• Binding: Soft cover
• Condition: New

About this title

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.