Multi-dimensional Monte Carlo Integrations Utilizing Mathematica - Tapa blanda

Chowdhury, Sujaul

 
9798337089232: Multi-dimensional Monte Carlo Integrations Utilizing Mathematica
Tapa blanda
ISBN 13: 9798337089232
Editorial: American Academic Press, 2025

Sinopsis

This book provides practical, hands-on demonstration of evaluation of multi-dimensional or high-dimensional definite integrals using Monte Carlo method. We have evaluated a large number of multi-dimensional definite integrals using Monte Carlo method. These are 2, 3, 5, 7 and 10 dimensional definite integrals. We have used mean value method for the evaluations. We have performed function evaluations at random values of the variables gathered as uniform random variates using inverse transform sampling method. We have performed symbolic computations using programs written in Mathematica. Very much smaller number of function evaluations is found to lead to much lower error compared to the case with uniform, non-random sampling i.e. without using Monte Carlo method. This is consistent with what we often hear about a virtue of Monte Carlo method in evaluating multi-dimensional or high-dimensional definite integrals.

"Sinopsis" puede pertenecer a otra edición de este libro.

Editorial
American Academic Press
Año de publicación
2025
Idioma
Inglés
ISBN 13 
9798337089232
Encuadernación
Tapa blanda
Número de páginas
122
Contacto del fabricante
no disponible
Persona responsable
no disponible