11. Monte Carlo Applications

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Presentation transcript:

11. Monte Carlo Applications A Random Walk Radioactive Decay Implementation & Visualization Integration by Stone Throwing Integration by Rejection High-Dimensional Integration Integrating Rapidly Varying Functions

11.1. A Random Walk Examples processes characterised by random collisions: Brownian motion Transport Problem: Given rrms , find Ncoll ( R ).

Random Walk Simulation random motion Ex. 11.1. Do § 11.1.2.

11.2. Radioactive Decay

11.3. Implementation & Visualization

11.4. Integration by Stone Throwing

11.5. Integration by Rejection

11.6. High-Dimensional Integration

11.7. Integrating Rapidly Varying Functions