Monte Carlo Methods Utilizing Mathematica® : Applications in Inverse Transform and Acceptance-Rejection Sampling

Sujaul Chowdhury

ISBN 10: 3031232933 / ISBN 13: 9783031232930

Verlag: Springer Nature Switzerland, 2023

Beschreibung

Druck auf Anfrage Neuware - Printed after ordering - 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.

Bestandsnummer des Verkäufers 9783031232930

Bibliografische Details

• Titel: Monte Carlo Methods Utilizing Mathematica® : Applications in Inverse Transform and Acceptance-Rejection Sampling
• Verlag: Springer Nature Switzerland
• Erscheinungsjahr: 2023
• Sprache: Englisch
• ISBN-10: 3031232933
• ISBN-13: 9783031232930
• Einband: Buch
• Zustand: Neu
• Abmessungen: 246B x 173 H x 15 T Millimeter Breite: 246 mm, Höhe: 173 mm, Tiefe: 15 mm
• Gewicht: 456 Gramm

Über diesen Titel

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.  

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.