Term Application of Monte Carlo

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Uploaded: 23.06.2015
Content: Kurs_Primenenie_metodov_monte-karlo (1).docx (62,21 kB)
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Description

TABLE OF CONTENTS

INTRODUCTION 3
Chapter 1. Theoretical basis of the Monte-Carlo 5
1.1.Suschnost and the concept of the Monte-Carlo 5
1.2. The history of the Monte Carlo method and its application in mathematics and physics 7
1.3.Chislennye methods 9
Chapter 2. Application of the Monte Carlo method for numerical solution of problems 13
2.1.Primenenie bisection method (the method of dichotomy) and Newton 13
2.1.Primenenie Monte Carlo 19
CONCLUSION 21
REFERENCES 23

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