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商品詳細
Monte Carlo Methods Utilizing Mathematica (R) : Applications in Inverse Transform and Acceptance-Rejection Sampling.
・ISBN 978-3-031-23293-0 hard EUR 39.99
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| 著者・編者 | Chowdhury, Sujaul, |
|---|---|
| シリーズ | Synthesis Lectures on Mathematics & Statistics |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2023 |
| ページ数 | 149 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-4523＞ |
解説
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.