Introduction To Monte Carlo Methods For Transport And Diffusion Equations
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Introduction To Monte Carlo Methods For Transport And Diffusion Equations
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Author : Bernard Lapeyre
language : en
Publisher: Oxford University Press, USA
Release Date : 2003
Introduction To Monte Carlo Methods For Transport And Diffusion Equations written by Bernard Lapeyre and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Language Arts & Disciplines categories.
This text is used by for the resolution of partial differential equations, trasnport equations, the Boltzmann equation and the parabolic equations of diffusion.
Handbook Of Monte Carlo Methods
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Author : Dirk P. Kroese
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-06
Handbook Of Monte Carlo Methods written by Dirk P. Kroese and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-06 with Mathematics categories.
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.
Monte Carlo And Quasi Monte Carlo Methods
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Author : Bruno Tuffin
language : en
Publisher: Springer Nature
Release Date : 2020-05-01
Monte Carlo And Quasi Monte Carlo Methods written by Bruno Tuffin and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-01 with Computers categories.
This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Stochastic Simulation And Monte Carlo Methods
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Author : Carl Graham
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-07-16
Stochastic Simulation And Monte Carlo Methods written by Carl Graham and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-16 with Mathematics categories.
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a result, the book is a self-contained and rigorous study of the numerical methods within a theoretical framework. After briefly reviewing the basics, the authors first introduce fundamental notions in stochastic calculus and continuous-time martingale theory, then develop the analysis of pure-jump Markov processes, Poisson processes, and stochastic differential equations. In particular, they review the essential properties of Itô integrals and prove fundamental results on the probabilistic analysis of parabolic partial differential equations. These results in turn provide the basis for developing stochastic numerical methods, both from an algorithmic and theoretical point of view. The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.
Computational Many Particle Physics
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Author : Holger Fehske
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-12-07
Computational Many Particle Physics written by Holger Fehske and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-07 with Science categories.
Looking for the real state of play in computational many-particle physics? Look no further. This book presents an overview of state-of-the-art numerical methods for studying interacting classical and quantum many-particle systems. A broad range of techniques and algorithms are covered, and emphasis is placed on their implementation on modern high-performance computers. This excellent book comes complete with online files and updates allowing readers to stay right up to date.
Monte Carlo Methods For Particle Transport
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Author : Alireza Haghighat
language : en
Publisher: CRC Press
Release Date : 2020-08-09
Monte Carlo Methods For Particle Transport written by Alireza Haghighat and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-09 with Mathematics categories.
Fully updated with the latest developments in the eigenvalue Monte Carlo calculations and automatic variance reduction techniques and containing an entirely new chapter on fission matrix and alternative hybrid techniques. This second edition explores the uses of the Monte Carlo method for real-world applications, explaining its concepts and limitations. Featuring illustrative examples, mathematical derivations, computer algorithms, and homework problems, it is an ideal textbook and practical guide for nuclear engineers and scientists looking into the applications of the Monte Carlo method, in addition to students in physics and engineering, and those engaged in the advancement of the Monte Carlo methods. Describes general and particle-transport-specific automated variance reduction techniques Presents Monte Carlo particle transport eigenvalue issues and methodologies to address these issues Presents detailed derivation of existing and advanced formulations and algorithms with real-world examples from the author’s research activities
Computational Science Iccs 2020
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Author : Valeria V. Krzhizhanovskaya
language : en
Publisher: Springer Nature
Release Date : 2020-06-19
Computational Science Iccs 2020 written by Valeria V. Krzhizhanovskaya and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-19 with Computers categories.
The seven-volume set LNCS 12137, 12138, 12139, 12140, 12141, 12142, and 12143 constitutes the proceedings of the 20th International Conference on Computational Science, ICCS 2020, held in Amsterdam, The Netherlands, in June 2020.* The total of 101 papers and 248 workshop papers presented in this book set were carefully reviewed and selected from 719 submissions (230 submissions to the main track and 489 submissions to the workshops). The papers were organized in topical sections named: Part I: ICCS Main Track Part II: ICCS Main Track Part III: Advances in High-Performance Computational Earth Sciences: Applications and Frameworks; Agent-Based Simulations, Adaptive Algorithms and Solvers; Applications of Computational Methods in Artificial Intelligence and Machine Learning; Biomedical and Bioinformatics Challenges for Computer Science Part IV: Classifier Learning from Difficult Data; Complex Social Systems through the Lens of Computational Science; Computational Health; Computational Methods for Emerging Problems in (Dis-)Information Analysis Part V: Computational Optimization, Modelling and Simulation; Computational Science in IoT and Smart Systems; Computer Graphics, Image Processing and Artificial Intelligence Part VI: Data Driven Computational Sciences; Machine Learning and Data Assimilation for Dynamical Systems; Meshfree Methods in Computational Sciences; Multiscale Modelling and Simulation; Quantum Computing Workshop Part VII: Simulations of Flow and Transport: Modeling, Algorithms and Computation; Smart Systems: Bringing Together Computer Vision, Sensor Networks and Machine Learning; Software Engineering for Computational Science; Solving Problems with Uncertainties; Teaching Computational Science; UNcErtainty QUantIficatiOn for ComputationAl modeLs *The conference was canceled due to the COVID-19 pandemic.
Foundations Of Computational Mathematics Santander 2005
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Author : Society for the Foundation of Computational Mathematics
language : en
Publisher: Cambridge University Press
Release Date : 2006-06-29
Foundations Of Computational Mathematics Santander 2005 written by Society for the Foundation of Computational Mathematics and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06-29 with Mathematics categories.
Surveys and summaries of latest research in numerical analysis, optimization, computer algebra and scientific computing.
Handbook Of Alternative Fuel Technologies Second Edition
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Author : Sunggyu Lee
language : en
Publisher: CRC Press
Release Date : 2014-07-08
Handbook Of Alternative Fuel Technologies Second Edition written by Sunggyu Lee and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-08 with Nature categories.
While strides are being made in the research and development of environmentally acceptable and more sustainable alternative fuels—including efforts to reduce emissions of air pollutants associated with combustion processes from electric power generation and vehicular transportation—fossil fuel resources are limited and may soon be on the verge of depletion in the near future. Measuring the correlation between quality of life, energy consumption, and the efficient utilization of energy, the Handbook of Alternative Fuel Technologies, Second Edition thoroughly examines the science and technology of alternative fuels and their processing technologies. It focuses specifically on environmental, technoeconomic, and socioeconomic issues associated with the use of alternative energy sources, such as sustainability, applicable technologies, modes of utilization, and impacts on society. Written with research and development scientists and engineers in mind, the material in this handbook provides a detailed description and an assessment of available and feasible technologies, environmental health and safety issues, governmental regulations, and issues and agendas for R&D. It also includes alternative energy networks for production, distribution, and consumption. What’s New in This Edition: Contains several new chapters of emerging interest and updates various chapters throughout Includes coverage of coal gasification and liquefaction, hydrogen technology and safety, shale fuel by hydraulic fracturing, ethanol from lignocellulosics, biodiesel, algae fuels, and energy from waste products Covers statistics, current concerns, and future trends A single-volume complete reference, the Handbook of Alternative Fuel Technologies, Second Edition contains relevant information on chemistry, technology, and novel approaches, as well as scientific foundations for further enhancements and breakthroughs. In addition to its purposes as a handbook for practicing scientists and engineers, it can also be used as a textbook or as a reference book on fuel science and engineering, energy and environment, chemical process design, and energy and environmental policy.
Computational Methods For Two Phase Flow And Particle Transport With Cd Rom
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Author : Wen Ho Lee
language : en
Publisher: World Scientific Publishing Company
Release Date : 2013-03-22
Computational Methods For Two Phase Flow And Particle Transport With Cd Rom written by Wen Ho Lee and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-22 with Technology & Engineering categories.
This book describes mathematical formulations and computational methods for solving two-phase flow problems with a computer code that calculates thermal hydraulic problems related to light water and fast breeder reactors. The physical model also handles the particle and gas flow problems that arise from coal gasification and fluidized beds. The second part of this book deals with the computational methods for particle transport.