Monte Carlo方法及应用

JIMI

论文编号:WLX136  字数:4418,页数:11Monte Carlo方法及应用 摘要 随着电脑技术的进步和普及,Monte Carlo方法的应用越来越明显。随着可信随机数发生器的出现以及使用我们能够对复杂的问题进行调查研究,至少可以给出实际应用的近似解。Monte Carlo方法在核物理、大气科学、管理科学、数学金融等科学工程计算中有着重要的应用。此外,在环境模拟以及各种电子游戏中也离不开随机数。本文将会看到Monte Carlo方法在某些具体问题中应用。关键字： Monte Carlo  随机数 Ising模型 Monte Carlo Methods and ApplicationsAbstract  With the advancement and popularization of the computer technology, the application of Monte Carlo method is more and more used.  It is widely use in the areas of science and engineering computing such as Nuclear Physics, Atmospheric Science, Management Science, Mathematics finance and so on, and plays an important part. With the appearance and employ of the credible random number generator we can investigate the complex issues; at least we can work out approximate solution of practical application. Besides, the environment simulation and various electronic games are inseparable from the random number. The paper will discuss the application of the Monte Carlo method in certain specific issues   Keywords ：Monte Carlo   Random Number   Ising Model 目  录中文摘要 i英文摘要 ii目录 iii第一章  绪论 1    1.1  Monte Carlo方法产生的历史背景 1    1.2  Monte Carlo方法的使用 1第二章  Monte Carlo方法的基础 2    2.1   Monte Carlo方法的基本原理 2 2.2   Monte Carlo方法的基本思想 2  2.2.1  Monte Carlo思想 2  2.2.2  随机化的方法 2  2.2.3  Monte Carlo方法的工作方法 3  2.2.4  Monte Carlo方法求解 3 Monte Carlo方法的主要算法   4 3.1  重要抽样的Monte Carlo方法 4  3.1.1 重要抽样的Monte Carlo方法 4  3.1.2 Markov过程 5    3.2  Metropolis算法 5    3.3  Heat-bath 算法 6第四章  Monte Carlo方法的应用与展望 7    4.1  Monte Carlo方法的应用 7    4.2  Monte Carlo方法的展望 8第五章  总结 9参考文献 10致谢 11