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).
3 supplemental documents are available
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 specify the number of trials and the number of separate runs. The simulation allows the user to study the … 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 can input a 1D integrand and finite integration limits and specify the required Monte Carlo technique or … download 1862kb .jar Last Modified: March 8, 2014
2 source code documents are available
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 run this model using EjsS 5 or above. 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 workspace to compile and run this model using EjsS 5 or above. download 10kb .zip Last Modified: March 8, 2014
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Record Link
<a href="https://www.compadre.org/portal/items/detail.cfm?ID=13200">Wheaton, Spencer. "Computational Physics Resources: Monte Carlo Integration & Importance Sampling."</a>
AIP Format
S. Wheaton, Computer Program COMPUTATIONAL PHYSICS RESOURCES: MONTE CARLO INTEGRATION & IMPORTANCE SAMPLING (2014), WWW Document, (https://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755).
AJP/PRST-PER
S. Wheaton, Computer Program COMPUTATIONAL PHYSICS RESOURCES: MONTE CARLO INTEGRATION & IMPORTANCE SAMPLING (2014), <https://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755>.
APA Format
Wheaton, S. (2014). Computational Physics Resources: Monte Carlo Integration & Importance Sampling [Computer software]. Retrieved November 10, 2024, from https://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755
Chicago Format
Wheaton, Spencer. "Computational Physics Resources: Monte Carlo Integration & Importance Sampling." https://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755 (accessed 10 November 2024).
MLA Format
Wheaton, Spencer. Computational Physics Resources: Monte Carlo Integration & Importance Sampling. Computer software. 2014. Java (JRE) 1.6. 10 Nov. 2024 <https://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755>.
BibTeX Export Format
@misc{
Author = "Spencer Wheaton",
Title = {Computational Physics Resources: Monte Carlo Integration & Importance Sampling},
Year = {2014}
}
Refer Export Format
%A Spencer Wheaton %T Computational Physics Resources: Monte Carlo Integration & Importance Sampling %D 2014 %U https://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755 %O application/java
EndNote Export Format
%0 Computer Program %A Wheaton, Spencer %D 2014 %T Computational Physics Resources: Monte Carlo Integration & Importance Sampling %U https://www.compadre.org/Repository/document/ServeFile.cfm?ID=13200&DocID=3755 Disclaimer: ComPADRE offers citation styles as a guide only. We cannot offer interpretations about citations as this is an automated procedure. Please refer to the style manuals in the Citation Source Information area for clarifications.
Citation Source Information
The AIP Style presented is based on information from the AIP Style Manual. The APA Style presented is based on information from APA Style.org: Electronic References. The Chicago Style presented is based on information from Examples of Chicago-Style Documentation. The MLA Style presented is based on information from the MLA FAQ. Computational Physics Resources: Monte Carlo Integration & Importance Sampling:
Is Based On
Easy Java Simulations Modeling and Authoring Tool
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