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Monte Carlo Methods Utilizing Mathematica® [electronic resource] : Applications in Inverse Transform and Acceptance-Rejection Sampling / by Sujaul Chowdhury.

By: Chowdhury, Sujaul [author.].
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Synthesis Lectures on Mathematics & Statistics: Publisher: Cham : Springer Nature Switzerland : Imprint: Springer, 2023Edition: 1st ed. 2023.Description: VIII, 149 p. 46 illus., 25 illus. in color. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783031232947.Subject(s): Mathematics | Statistics  | Mathematics -- Data processing | Computer science -- Mathematics | Engineering mathematics | Mathematics | Statistics | Computational Mathematics and Numerical Analysis | Mathematics of Computing | Applications of Mathematics | Engineering MathematicsAdditional physical formats: Printed edition:: No title; Printed edition:: No title; Printed edition:: No titleDDC classification: 510 Online resources: Click here to access online
Contents:
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.
In: Springer Nature eBookSummary: 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. .
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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. .

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