蒙特卡罗法在计算机仿真中的应用研究 毕业设计论文 .docVIP

本科毕业论文（设计、创作） 题目： 蒙特卡罗法在计算机仿真中的应用研究 学生姓名： 学号： 所在院系：信息与通信技术系专业：电子信息工程 入学时间： 2010 年 9 月 导师姓名： 职称/学位： 副教授/硕士//讲师/硕士 导师所在单位： 完成时间： 2014 年 5 月 安徽三联学院教务处 制  蒙特卡罗法在计算机仿真中的应用研究 摘要: 在运用蒙特卡罗法计算求解问题的过程中会遇到一系列的问题：比如如何构造或描述概率过程、。　esearch of the Monte carlo method in the application of computer simulation Abstract: Process calculation problem in using the Monte Carlo method will encounter a series of problems: such as how to structure or a probabilistic description of process, and from the known probability distribution of sampling and estimation. Among them, structure or describing the probability is actually a process of a random test model, construct probabilistic process is to the deterministic problem,describing the probability of random process is the problem in terms of the model of random test, different problems need to establish each are not identical. This problem will be the key point of the paper. The so-called from the known probability distribution of sample is a random process, the necessary simulation contains some known probability distribution of random variables or random process as input, the sample function of the random testing is the process of the samples of random variables or random process as the input and output process, it is often referred to as the known probability the sampling distribution. How to produce a known distribution of the random variables or random process is a key problem of Monte Carlo method, also is the key of this paper. Always, the main issues in this paper to set including how to generate random numbers, how to describe the probability process and how to use the computer Clanguage program to simulate the Monte Carlo method. Keywords:Monte Carlo method； simulation； probability ；random number； definite integral