# Fundamentals of Monte Carlo

## Abstract

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.

- Authors:

- Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

- Publication Date:

- Research Org.:
- Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

- Sponsoring Org.:
- USDOE National Nuclear Security Administration (NNSA)

- OSTI Identifier:
- 1258353

- Report Number(s):
- LA-UR-16-24304

TRN: US1601509

- DOE Contract Number:
- AC52-06NA25396

- Resource Type:
- Technical Report

- Country of Publication:
- United States

- Language:
- English

- Subject:
- 97 MATHEMATICS AND COMPUTING; 73 NUCLEAR PHYSICS AND RADIATION PHYSICS; MONTE CARLO METHOD; LECTURES; SAMPLING; RADIATION TRANSPORT

### Citation Formats

```
Wollaber, Allan Benton.
```*Fundamentals of Monte Carlo*. United States: N. p., 2016.
Web. doi:10.2172/1258353.

```
Wollaber, Allan Benton.
```*Fundamentals of Monte Carlo*. United States. doi:10.2172/1258353.

```
Wollaber, Allan Benton. Thu .
"Fundamentals of Monte Carlo". United States. doi:10.2172/1258353. https://www.osti.gov/servlets/purl/1258353.
```

```
@article{osti_1258353,
```

title = {Fundamentals of Monte Carlo},

author = {Wollaber, Allan Benton},

abstractNote = {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.},

doi = {10.2172/1258353},

journal = {},

number = ,

volume = ,

place = {United States},

year = {Thu Jun 16 00:00:00 EDT 2016},

month = {Thu Jun 16 00:00:00 EDT 2016}

}

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