An Introduction to Monte Carlo Methods in Statistical Physics.
An Introduction to Monte Carlo Methods in Statistical Physics.
An Introduction to Monte Carlo Methods in Statistical Physics.
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Us<strong>in</strong>g <strong>Monte</strong> <strong>Carlo</strong> for Numerical Integration<br />
•Our goal is <strong>to</strong> estimate:<br />
b<br />
y = ∫ f ( x )<br />
a<br />
dx<br />
Acceptance - rejection ("hit and miss") method<br />
Draw a box from a <strong>to</strong> b and from 0 <strong>to</strong> y o where y o > f(x)<br />
Drop N po<strong>in</strong>ts randomly <strong>in</strong><strong>to</strong> the box; N o fall below f(x).