Fundamentals of Monte Carlo
- Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
This is a powerpoint presentation which serves as lecture material for the Parallel Computing summer school. It goes over the fundamentals of the Monte Carlo calculation method. The material is presented according to the following outline: Introduction (background, a simple example: estimating π), Why does this even work? (The Law of Large Numbers, The Central Limit Theorem), How to sample (inverse transform sampling, rejection), and An example from particle transport.
- Research Organization:
- Los Alamos National Laboratory (LANL), Los Alamos, NM (United States)
- Sponsoring Organization:
- USDOE National Nuclear Security Administration (NNSA)
- DOE Contract Number:
- AC52-06NA25396
- OSTI ID:
- 1258353
- Report Number(s):
- LA-UR-16-24304; TRN: US1601509
- Country of Publication:
- United States
- Language:
- English
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