Publication:3515094

Publication date: 25 July 2008

stratification; importance sampling; random walks; Monte Carlo methods; Schrödinger equation; statistical physics; variance reduction; correlations; molecular dynamics; Metropolis algorithm; radiation transport; quantum-mechanical systems; singular integrands; rejection techniques; introductory book; Metropolis sampling method; sampling of random variables

Mathematics Subject Classification ID

65C05: Monte Carlo methods

81Q05: Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics

65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis

81-08: Computational methods for problems pertaining to quantum theory

65C10: Random number generation in numerical analysis

65D32: Numerical quadrature and cubature formulas

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