1. 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

2. 11.1. A Random Walk
Examples processes characterised by random collisions:
Brownian motion
Transport
Problem:
Given rrms , find Ncoll ( R ).

3. Random Walk Simulation
random motion
Ex Do §

4. 11.2. Radioactive Decay

5. 11.3. Implementation & Visualization

6. 11.4. Integration by Stone Throwing

7. 11.5. Integration by Rejection

8. 11.6. High-Dimensional Integration

9. 11.7. Integrating Rapidly Varying Functions