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Title: Fundamentals of Monte Carlo

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:
OSTI Identifier:
1258353
Report Number(s):
LA-UR--16-24304
TRN: US1601509
DOE Contract Number:
AC52-06NA25396
Resource Type:
Technical Report
Research Org:
Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
Sponsoring Org:
USDOE National Nuclear Security Administration (NNSA)
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