The Monte Carlo method provides approximate solutions to mathematical problems through statistical sampling experiments performed on a computer. It can be applied to problems both with and without inherent probabilistic structure. The method involves generating random numbers uniformly distributed between values a and b, then using those random numbers to estimate solutions.

1. Sesions#10Metode monte-carlo BambangHeruIswantoDr.rer.natM.Si JurusanFisika FakultasMatematikadanIlmuPengetahuanAlam

2. Outline Metode Monte-carlo Penyelesaian Integral dengan monte-carlo Simulasi statistik dengan montecarlo 20/01/2011 © 2010 Universitas Negeri Jakarta | www.unj.ac.id | 2

3. Metode monte-carlo The Monte Carlo method provides approximate solutions to a variety of mathematical problems by performing statistical sampling experiments on a computer. The method applies to problems with no probabilistic content as well as to those with inherent probabilistic structure. 20/01/2011 © 2010 Universitas Negeri Jakarta | www.unj.ac.id | 3

4. Let x1, . . . , xn be uniformly distributed random numbers between a and b. Then 20/01/2011 © 2010 Universitas Negeri Jakarta | www.unj.ac.id | 4

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6. Hasil 20/01/2011 © 2010 Universitas Negeri Jakarta | www.unj.ac.id | 6

7. TERIMA KASIH 20/01/2011 © 2010 Universitas Negeri Jakarta | www.unj.ac.id | 7