M Thodes De Monte Carlo Pour Les Quations De Transport Et De Diffusion
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M Thodes De Monte Carlo Pour Les Quations De Transport Et De Diffusion
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Author : Bernard Lapeyre
language : fr
Publisher: Springer
Release Date : 1997-10-31
M Thodes De Monte Carlo Pour Les Quations De Transport Et De Diffusion written by Bernard Lapeyre and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-10-31 with Mathematics categories.
Le but de ce livre est de donner une introduction aux méthodes de Monte-Carlo orientée vers la résolution des équations aux dérivées partielles. Après des rappels sur les techniques de simulation, de réduction de variance et de suites à discrepance faible, les auteurs traitent en détail le cas des équations de transport, de l'équation de Boltzmann et des équations paraboliques de diffusion. Dans chaque cas ils introduisent les processus aléatoires associées et discutent les techniques d'implémentation.
Introduction To Monte Carlo Methods For Transport And Diffusion Equations
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Author : Bernard Lapeyre
language : en
Publisher: OUP Oxford
Release Date : 2003
Introduction To Monte Carlo Methods For Transport And Diffusion Equations written by Bernard Lapeyre and has been published by OUP Oxford 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.
Monte Carlo Particle Transport Methods
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Author : I. Lux
language : en
Publisher: CRC Press
Release Date : 2018-05-04
Monte Carlo Particle Transport Methods written by I. Lux and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-04 with Science categories.
With this book we try to reach several more-or-less unattainable goals namely: To compromise in a single book all the most important achievements of Monte Carlo calculations for solving neutron and photon transport problems. To present a book which discusses the same topics in the three levels known from the literature and gives us useful information for both beginners and experienced readers. It lists both well-established old techniques and also newest findings.
Monte Carlo Methods
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Author : Malvin H. Kalos
language : en
Publisher: John Wiley & Sons
Release Date : 2009-06-10
Monte Carlo Methods written by Malvin H. Kalos 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 2009-06-10 with Science categories.
This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial chapters provide a short treatment of the probability and statistics needed as background, enabling those without experience in Monte Carlo techniques to apply these ideas to their research. The book focuses on two basic themes: The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modeling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on this example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrödinger equation by random walks. The text includes sample problems that readers can solve by themselves to illustrate the content of each chapter. This is the second, completely revised and extended edition of the successful monograph, which brings the treatment up to date and incorporates the many advances in Monte Carlo techniques and their applications, while retaining the original elementary but general approach.
M Thodes De Monte Carlo Stratifi Es Pour La Simulation Des Chaines De Markov
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Author : Joseph El maalouf
language : fr
Publisher:
Release Date : 2016
M Thodes De Monte Carlo Stratifi Es Pour La Simulation Des Chaines De Markov written by Joseph El maalouf and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
Les méthodes de Monte Carlo sont des méthodes probabilistes qui utilisent des ordinateurs pour résoudre de nombreux problèmes de la science à l'aide de nombres aléatoires. Leur principal inconvénient est leur convergence lente. La mise au point de techniques permettant d'accélérer la convergence est un domaine de recherche très actif. C'est l'objectif principal des méthodes déterministes quasi-Monte Carlo qui remplacent les points pseudo-aléatoires de simulation par des points quasi-aléatoires ayant une excellente répartition uniforme. Ces méthodes ne fournissent pas d'intervalles de confiance permettant d'estimer l'erreur. Nous étudions dans ce travail des méthodes stochastiques qui permettent de réduire la variance des estimateurs Monte Carlo : ces techniques de stratification le font en divisant le domaine d'échantillonnageen sous-domaines. Nous examinons l'intérêt de ces méthodes pour l'approximation des chaînes de Markov, la simulation de la diffusion physique et la résolution numérique de la fragmentation.Dans un premier chapitre, nous présentons les méthodes de Monte Carlo pour l'intégration numérique. Nous donnons le cadre général des méthodes de stratification. Nous insistons sur deux techniques : la stratification simple (MCS) et la stratification Sudoku (SS), qui place les points sur des grilles analogues à celle du jeu. Nous pressentons également les méthodesquasi-Monte Carlo qui partagent avec les méthodes de stratification certaines propriétés d'équipartition des points d'échantillonnage.Le second chapitre décrit l'utilisation des méthodes de Monte Carlo stratifiées pour la simulation des chaînes de Markov. Nous considérons des chaînes homogènes uni-dimensionnelles à espace d'états discret ou continu. Dans le premier cas, nous démontrons une réduction de variance par rapport `a la méthode de Monte Carlo classique ; la variance des schémas MCSou SS est d'ordre 3/2, alors que celle du schéma MC est de 1. Les résultats d'expériences numériques, pour des espaces d'états discrets ou continus, uni- ou multi-dimensionnels montrent une réduction de variance liée à la stratification, dont nous estimons l'ordre.Dans le troisième chapitre, nous examinons l'intérêt de la méthode de stratification Sudoku pour la simulation de la diffusion physique. Nous employons une technique de marche aléatoire et nous examinons successivement la résolution d'une équation de la chaleur, d'une équation de convection-diffusion, de problèmes de réaction-diffusion (équations de Kolmogorov et équation de Nagumo) ; enfin nous résolvons numériquement l'équation de Burgers. Dans chacun de ces cas, des tests numériques mettent en évidence une réduction de la variance due à l'emploi de la méthode de stratification Sudoku.Le quatrième chapitre décrit un schéma de Monte Carlo stratifie permettant de simuler un phénomène de fragmentation. La comparaison des performances dans plusieurs cas permet de constater que la technique de stratification Sudoku réduit la variance d'une estimation Monte Carlo. Nous testons enfin un algorithme de résolution d'un problème inverse, permettant d'approcher le noyau de fragmentation, à partir de résultats de l'évolution d'une distribution ;nous utilisons dans ce cas des points quasi-Monte Carlo pour résoudre le problème direct.
Monte Carlo Principles And Neutron Transport Problems
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Author : Jerome Spanier
language : en
Publisher: Courier Corporation
Release Date : 2008-01-01
Monte Carlo Principles And Neutron Transport Problems written by Jerome Spanier and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-01 with Mathematics categories.
This two-part treatment introduces the general principles of the Monte Carlo method within a unified mathematical point of view, applying them to problems in neutron transport. It describes several efficiency-enhancing approaches, including the method of superposition and simulation of the adjoint equation based on reciprocity. The first half of the book presents an exposition of the fundamentals of Monte Carlo methods, examining discrete and continuous random walk processes and standard variance reduction techniques. The second half of the text focuses directly on the methods of superposition and reciprocity, illustrating their applications to specific neutron transport problems. Topics include the computation of thermal neutron fluxes and the superposition principle in resonance escape computations.
New Monte Carlo Methods With Estimating Derivatives
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Author : Gennadij A. Michajlov
language : en
Publisher: VSP
Release Date : 1995-01-01
New Monte Carlo Methods With Estimating Derivatives written by Gennadij A. Michajlov and has been published by VSP this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-01-01 with Science categories.
It is possible to use weighted Monte Carlo methods for solving many problems of mathematical physics (boundary value problems for elliptic equations, the Boltzmann equation, radiation transfer and diffusion equations). Weight estimates make it possible to evaluate special functionals, for example, derivatives with respect to parameters of a problem. In this book new weak conditions are presented under which the corresponding vector Monte Carlo estimates are unbiased and their variances are finite. The author has also constructed new Monte Carlo methods for solving the Helmholz equation with a nonconstant parameter, including the stationary Schrodinger equation. New results for linear and nonlinear problems are also presented. Some methods of random function simulation are considered in the special appendix. A new method of substantiating and optimizing the reccurent Monte Carlo estimates without using the Neumann series is presented in the introduction.
Nonlinear Analysis Differential Equations And Control
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Author : F.H. Clarke
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Nonlinear Analysis Differential Equations And Control written by F.H. Clarke 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 2012-12-06 with Mathematics categories.
Recent years have witnessed important developments in those areas of the mathematical sciences where the basic model under study is a dynamical system such as a differential equation or control process. Many of these recent advances were made possible by parallel developments in nonlinear and nonsmooth analysis. The latter subjects, in general terms, encompass differential analysis and optimization theory in the absence of traditional linearity, convexity or smoothness assumptions. In the last three decades it has become increasingly recognized that nonlinear and nonsmooth behavior is naturally present and prevalent in dynamical models, and is therefore significant theoretically. This point of view has guided us in the organizational aspects of this ASI. Our goals were twofold: We intended to achieve "cross fertilization" between mathematicians who were working in a diverse range of problem areas, but who all shared an interest in nonlinear and nonsmooth analysis. More importantly, it was our goal to expose a young international audience (mainly graduate students and recent Ph. D. 's) to these important subjects. In that regard, there were heavy pedagogical demands placed upon the twelve speakers of the ASI, in meeting the needs of such a gathering. The talks, while exposing current areas of research activity, were required to be as introductory and comprehensive as possible. It is our belief that these goals were achieved, and that these proceedings bear this out. Each of the twelve speakers presented a mini-course of four or five hours duration.
A Primer For The Monte Carlo Method
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Author : Ilya M. Sobol
language : en
Publisher: CRC Press
Release Date : 2018-04-24
A Primer For The Monte Carlo Method written by Ilya M. Sobol and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-24 with Mathematics categories.
The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.
Multiscale Methods In Science And Engineering
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Author : Björn Engquist
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-03-30
Multiscale Methods In Science And Engineering written by Björn Engquist 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 2006-03-30 with Technology & Engineering categories.
Multiscale problems naturally pose severe challenges for computational science and engineering. The smaller scales must be well resolved over the range of the larger scales. Challenging multiscale problems are very common and are found in e.g. materials science, fluid mechanics, electrical and mechanical engineering. Homogenization, subgrid modelling, heterogeneous multiscale methods, multigrid, multipole, and adaptive algorithms are examples of methods to tackle these problems. This volume is an overview of current mathematical and computational methods for problems with multiple scales with applications in chemistry, physics and engineering.