Monte Carlo Methods Utilizing Mathematica®
Applications in Inverse Transform and Acceptance-Rejection Sampling
Published on 26. February 2024
Book
Paperback/Softback
VIII, 149 pages
978-3-031-23296-1 (ISBN)
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.
More details
Series
Edition
2023 ed.
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Illustrations
21 s/w Abbildungen, 25 farbige Abbildungen
VIII, 149 p. 46 illus., 25 illus. in color.
Dimensions
Height: 240 mm
Width: 168 mm
Thickness: 9 mm
Weight
281 gr
ISBN-13
978-3-031-23296-1 (9783031232961)
DOI
10.1007/978-3-031-23294-7
Schweitzer Classification
Other editions
Additional editions
Sujaul Chowdhury
Monte Carlo Methods Utilizing Mathematica®
Applications in Inverse Transform and Acceptance-Rejection Sampling
Book
02/2023
Springer
€42.79
Shipment within 15-20 days
Person
Sujaul Chowdhury, Ph.D., is a Professor in Department of Physics at Shahjalal University of Science and Technology. He also received his B.Sc. and M.Sc. in Physics from Shahjalal University of Science and Technology, before earning his Ph.D. at The University of Glasgow. After completing his Ph.D., Dr. Chowdhury was a Humboldt Research Fellow for one year at The Max Planck Institute. He is the author of many books, including
Monte Carlo Methods: A Hands-On Computational Introduction Utilizing Excel
, which is also in the Synthesis Lectures on Mathematics & Statistics series published by SpringerNature. His research interests include nanoelectronics, magnetotransport in semiconductor nanostructures, and nanostructure physics.
Content
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.