Computational Physics Resources: Monte Carlo Integration & Importance Sampling

written by
Spencer Wheaton

This website contains a set of 2 simulations and accompanying worksheets that introduce the techniques of sample mean, hit and miss and importance sampling Monte Carlo integration.

Please note that this resource requires
at least version 1.6 of
Java (JRE).

Hit and Miss and Sample Mean Methods Worksheet
A worksheet to accompany the EJS simulation MCIntegration No1 1DHitMissSampleMean.jar download 151kb .pdf
Last Modified: March 8, 2014

Hit & Miss Sample Mean Model
The Hit & Miss Sample Mean Model investigates Monte Carlo integration techniques. The user is able to input a 1D integrand and finite integration limits and… more... download 1852kb .jar
Last Modified: March 8, 2014

Monte Carlo Integration wiht Importance Sampling Model
The Monte Carlo Integration wiht Importance Sampling Model implements the sample mean and importance sampling techniques of Monte Carlo integration. The user… more... download 1862kb .jar
Last Modified: March 8, 2014

Hit & Miss Sample Mean Source Code
The source code zip archive contains an XML representation of the Hit & Miss Sample Mean Model. Unzip this archive in your EjsS 5 workspace to compile and… more... download 12kb .zip
Last Modified: March 8, 2014

Monte Carlo Integration wiht Importance Sampling Source Code
The source code zip archive contains an XML representation of the Monte Carlo Integration wiht Importance Sampling Model. Unzip this archive in your EjsS 5… more... download 10kb .zip
Last Modified: March 8, 2014

S. Wheaton, Computer Program COMPUTATIONAL PHYSICS RESOURCES: MONTE CARLO INTEGRATION & IMPORTANCE SAMPLING (2014), WWW Document, (http://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755).

S. Wheaton, Computer Program COMPUTATIONAL PHYSICS RESOURCES: MONTE CARLO INTEGRATION & IMPORTANCE SAMPLING (2014), <http://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755>.

Wheaton, S. (2014). Computational Physics Resources: Monte Carlo Integration & Importance Sampling [Computer software]. Retrieved October 9, 2015, from http://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755

%0 Computer Program %A Wheaton, Spencer %D 2014 %T Computational Physics Resources: Monte Carlo Integration & Importance Sampling %U http://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755

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