Computational Physics Resources: Monte Carlo Integration & Importance Sampling DocumentsThis material has 6 associated documents. Select a document title to view a document's information. Main DocumentComputational 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.
Last Modified March 8, 2014
This file is included in the fulltext index. Supplemental Documents (3)Hit and Miss and Sample Mean Methods WorksheetA worksheet to accompany the EJS simulation MCIntegration No1 1DHitMissSampleMean.jar
Last Modified March 8, 2014
This file is included in the fulltext index. Hit & Miss Sample Mean ModelThe Hit & Miss Sample Mean Model investigates Monte Carlo integration techniques. The user is able to input a 1D integrand and finite integration limits and specify the number of trials and the number of separate runs. The simulation allows the user to study the dependence of the uncertainty/error on the number of trials.
Last Modified March 8, 2014
Monte Carlo Integration wiht Importance Sampling ModelThe Monte Carlo Integration wiht Importance Sampling Model implements the sample mean and importance sampling techniques of Monte Carlo integration. The user can input a 1D integrand and finite integration limits and specify the required Monte Carlo technique or techniques.
Last Modified March 8, 2014
Source Code Documents (2)Hit & Miss Sample Mean Source CodeThe 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 run this model using EjsS 5 or above.
Last Modified March 8, 2014
Monte Carlo Integration wiht Importance Sampling Source CodeThe source code zip archive contains an XML representation of the Monte Carlo Integration wiht Importance Sampling Model. Unzip this archive in your EjsS 5 workspace to compile and run this model using EjsS 5 or above.
Last Modified March 8, 2014
