Monte Carlo Methods Utilizing Mathematica®: Applications in Inverse Transform and Acceptance-Rejection Sampling (Synthesis Lectures on Mathematics & Statistics)

Monte Carlo Methods Utilizing Mathematica®: Applications in Inverse Transform and Acceptance-Rejection Sampling (Synthesis Lectures on Mathematics & Statistics)
by: Sujaul Chowdhury (Author)
Publisher: Springer
Edition: 2023rd
Publication Date: 2023/2/25
Language: English
Print Length: 157 pages
ISBN-10: 3031232933
ISBN-13: 9783031232930
Book Description
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.
About the Author
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. Read more