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BELARUSIAN STATE UNIVERSITY
MECHANICAL-MATHEMATICAL FACULTY
Department of nonlinear analysis and analytical economics
Annotation for the graduate work
“Monte-Carlo methods”
Vasyukevich Darya Alexandrovna
Leader:
Lebedev Andrey Vladimirovich
Minsk, 2017
The graduate work consists of
– 30 pages;
– 15 illustrations (drawings);
– 3 sources used.
Keywords: Statistical tests, random variable, discrete random variable, mathematical
expectation, variance, generation of random numbers, quasi-random sequence.
In the thesis, the methods of applying the Monte Carlo method for solving various types of
problems are studied.
The purpose of the thesis is to implement and test the effectiveness of the Monte Carlo
method when applied to various examples, to obtain experimental data that will help in determining the advantages and disadvantages.
The following was used to achieve the set goal:
• Generating random numbers;
• Obtaining a uniformly distributed random variable;
• Generating random numbers.
In the thesis the following results were obtained:
1) an example of the formation of quasi-random sequences of the first order is constructed and generated;
2) the areas of some figures are calculated;
The degree work is of a theoretical (practical) nature. Its results can be used in various
problems of geometry and the theory of differential equations.
The graduate work was performed by author’s own account.