蒙特卡罗方法我要分享

Monte Carlo method

matlab 蒙特卡罗 方法

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中文说明:应用背景蒙特卡罗方法(或蒙特卡罗实验)是一种广泛的类的计算算法,依赖于重复随机抽样,以获得数值结果。他们经常使用在物理和数学问题,是最有用的,当它是困难或不可能使用其他数学方法。蒙特卡罗方法主要应用在三个不同的问题类:优化,数值积分,并从一个概率分布的生成。关键技术用蒙特卡罗方法计算了近似值。该项目包含蒙特卡洛功能,以及完整的程序与数字和图。


English Description:

Application background Monte Carlo methods (or Monte Carlo experiments) are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other mathematical methods. Monte Carlo methods are mainly used in three distinct problem classes: optimization, numerical integration, and generating draws from a probability distribution. Key Technology Here Monte Carlo Method is used to calculate the approximate value of Pi. The project contains monte carlo function as well as full program with figures and plots.


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