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Title: 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:
 [1]
  1. 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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