Phng php Monte Carlo

Phng php Monte Carlo

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Cc phng php Monte Carlo l mt lp cc thut ton gii quyt nhiu bi ton
trn my tnh theo kiu khng tt nh, thng bng cch s dng cc s ngu nhin
(thng l cc s gi ngu nhin), ngc li vi cc thut ton tt nh. Mt ng dng
c in ca phng php ny l vic tnh tch phn xc nh, c bit l cc tch phn
nhiu chiu vi cc iu kin bin phc tp.
Phng php Monte Carlo c mt v tr ht sc quan trng trong vt l tnh ton v nhiu
ngnh khc, c ng dng bao trm nhiu lnh vc, t tnh ton trong sc ng lc hc
lng t, m phng h spin c tng tc mnh, n thit k v bc nhit hay hnh dng
kh ng lc hc. Cc phng php ny c bit hiu qu khi gii quyt cc phng
trnh vi-tch phn; v d nh trong m t trng bc x hay trng nh sng trong m
phng hnh nh 3 chiu trn my tnh, c ng dng trong tr chi in t, kin trc, thit
k, phim to t my tnh, cc hiu ng c bit trong in nh, hay trong nghin cu kh
quyn, v cc ng dng nghin cu vt liu bng laser...
Trong ton hc, thut ton Monte Carlo l phng php tnh bng s hiu qu cho nhiu
bi ton lin quan n nhiu bin s m khng d dng gii c bng cc phng php
khc, chng hn bng tnh tch phn. Hiu ca ca phng php ny, so vi cc phng
php khc, tng ln khi s chiu ca bi ton tng. Monte-Carlo cng c ng dng
cho nhiu lp bi ton ti u ha, nh trong ngnh ti chnh.
Nhiu khi, phng php Monte Carlo c thc hin hiu qu hn vi s gi ngu
nhin, thay cho s ngu nhin thc th, vn rt kh to ra c bi my tnh. Cc s gi
ngu nhin c tnh tt nh, to ra t chui gi ngu nhin c quy lut, c th s dng
chy th, hoc chy li m phng theo cng iu kin nh trc. Cc s gi ngu nhin
trong cc m phng ch cn t ra " mc ngu nhin", ngha l chng theo phn b u
hay theo mt phn b nh trc, khi s lng ca chng ln.
Phng php Monte Carlo thng thc hin lp li mt s lng rt ln cc bc n
gin, song song vi nhau; mt phng php ph hp cho my tnh. Kt qu ca phng
php ny cng chnh xc (tim cn v kt qu ng) khi s lng lp cc bc tng.

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Phng php Monte Carlo

Tnh tch phn

Ti u ha
Xem thm
Cc phng php kiu Monte-Carlo

Monte Carlo lng t

Phng php m phng Monte Carlo
Phng php ng hc Monte Carlo
Xch Markov

Ti u ha

ng ngu nhin (Stochastic tunneling)

M phng luyn thp (Simulated annealing)
Thut ton di truyn
Xo trn song song (Parallel tempering)

Tch phn

Tch phn Monte-Carlo

Ly mu c trng tm
Ly mu phn tng
Ly mu phn tng lp
Thut ton VEGAS
Bc ngu nhin Monte Carlo
Thut ton Metropolis-Hastings
Ly mu Gibbs

ng dng
Monte Carlo cho ti chnh
LURCH
Monte Carlo cho quan h nhiu lp

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