CE 530 Molecular Simulation
Monte Carlo Simulation
One-Dimensional Integrals
Monte Carlo Integration
Random Number Generation
Errors in Random vs. Methodical Sampling
Shape of High-Dimensional Regions
Integrate Over a Simple Shape? 1.
Integrate Over a Simple Shape? 2.
Importance Sampling
The Importance-Sampled Integral
Generating Nonuniform Random Deviates
Choosing a Good Weighting Function
Variance in Importance Sampling Integration
Summary
Email: kofke@eng.buffalo.edu
Home Page: http://www.cheme.buffalo.edu/courses/ce530
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