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Monte Carlo Simulation Techniques

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 نشر من قبل J. Qiang
 تاريخ النشر 2020
  مجال البحث فيزياء
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 تأليف Ji Qiang




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Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection method, and Markov chain Monte Carlo to sample a probability distribution function, and methods for variance reduction to evaluate numerical integrals using the Monte Carlo simulation. We will also briefly introduce the quasi-Monte Carlo sampling at the end of this lecture.



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