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Monte Carlo Simulation (II) 黄世萍 Monte Carlo Integration: Review Stochastic evaluation of integrals sum integrand evaluated at randomly generated points most appropriate for high-dimensional integrals error vanishes more quickly (1/n1/2) better suited for complex-shaped domains of integration Monte Carlo simulation Monte Carlo integration for ensemble averages Importance Sampling emphasizes sampling in domain where integrand is largest it is easy to generate points according to a simple distribution ? distributions are too complex for direct sampling need an approach to generate random multid
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