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

Chowdhury, Sujaul

Hardcover

ISBN 10: 3031232933 ISBN 13: 9783031232930

Verlag: Springer-Verlag GmbH, 2023

Inhaltsangabe

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.  

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Über die Autorin bzw. den Autor

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.

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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. 

Details zur Ausgabe

• Verlag: Springer-Verlag GmbH
• Erscheinungsdatum: 2023
• ISBN 10: 3031232933
• ISBN 13: 9783031232930
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 160
• Kontakt zum Hersteller: Nicht verfügbar