Primjena Monte Carlo metode u izračunu integrala i matematičkih konstanti

undergraduate thesis

• Title (english): Application of Monte Carlo Method for Calculating Integrals and Mathematical Constants
• Author: Marko Rezo
• Mentor: Tomislav Burić (mentor)
• Committee member: Tomislav Burić (predsjednik povjerenstva)
• Committee member: Josipa Pina Milišić (član povjerenstva)
• Committee member: Kristijan Kilassa Kvaternik (član povjerenstva)
• Granter: University of Zagreb; Faculty of Electrical Engineering and Computing; Zagreb
• Defense date and country: 2019-09-17, Croatia
• Scientific / art field, discipline and subdiscipline: TECHNICAL SCIENCES; Computing

Abstract

Monte Carlo metode su stohastički simulacijski algoritmi koji imaju široku primjenu u raznim područjima od matematike, fizike do ekonomije. U sklopu ovog rada implementirana je aplikacija koja koristi Monte Carlo metodu za izračun određenih integrala i matematičkih konstantni pi i e. Aplikacija omogućava unos proizvoljnog određenog integrala te broj uzoraka koji će se koristiti prilikom simulacije. Monte Carlo metoda može biti veoma moćan alat za rješavanje matematičkih problema koji nisu rješivi analitički ili se mogu koristiti za provjeru analitičkih rješenja.

Abstract (english)

Monte Carlo methods are stochastic simulation algorithms that have wide application in various fields from math, physics to economics. As part of this paper, an application using a Monte Carlo method for calculating definite integrals and mathematical constant pi and e, is implemented. The application allows the input of an arbitrary definite integral and the number of samples to be used during simulation. The Monte Carlo method can be a very powerful tool for solving mathematical problems that can not be solved analytically or can be used to test analytical solutions.

• Keywords: Monte Carlo metoda; aproksimacija integrala; konstanta pi; konstanta e
• Keywords (english): Monte Carlo method; approximating integrals; constant pi; constant e
• Language: croatian
• URN:NBN: urn:nbn:hr:168:330468
• Study programme: Title: Computing; Study programme type: university; Study level: undergraduate; Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka računarstva)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Closed access
• Created on: 2020-01-07 21:50:56