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Practical Guide to Monte Carlo | | S. Jadach
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29 Jun 1999 | | Subject: | Computational Physics; Data Analysis, Statistics and Probability | physics.comp-ph astro-ph hep-ph physics.data-an | | Abstract: | I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using graphical representation in which complicated graphs consist of only several elementary building blocks. In particular I discuss the equivalent algorithms, that is different MC algorithms, with different arrangements of the elementary building blocks, which generate the same final probability distribution. I also show how to transform a given MC algorithm into another equivalent one and discuss advantages of the various ``architectures’’. | | Source: | arXiv, physics/9906056 | | Services: | Forum | Review | PDF | Favorites | |
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