Minimization Of Computational Costs Of Non Analogue Monte Carlo Methods

DOWNLOAD
Download Minimization Of Computational Costs Of Non Analogue Monte Carlo Methods PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Minimization Of Computational Costs Of Non Analogue Monte Carlo Methods book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Minimization Of Computational Costs Of Non Analogue Monte Carlo Methods
DOWNLOAD
Author : G A Mikhailov
language : en
Publisher: World Scientific
Release Date : 1992-01-10
Minimization Of Computational Costs Of Non Analogue Monte Carlo Methods written by G A Mikhailov and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-01-10 with Mathematics categories.
Non-analogue Monte Carlo methods are useful when the direct simulation techniques are insufficient. To use the additional discretization, Monte Carlo estimates are biased and it is desirable to optimize the connection between discretization parameters and the sample size. In this connection, the book investigates variances of non-analogue Monte Carlo estimates, uniform minimization of variances by choosing a computational model and the minimization of computational cost of non-analogue Monte Carlo methods.This book is essentially new with respect to previous monographs on the Monte Carlo methods.
New Monte Carlo Methods With Estimating Derivatives
DOWNLOAD
Author : G. A. Mikhailov
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2022-12-19
New Monte Carlo Methods With Estimating Derivatives written by G. A. Mikhailov and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-19 with Mathematics categories.
No detailed description available for "New Monte Carlo Methods With Estimating Derivatives".
Parametric Estimates By The Monte Carlo Method
DOWNLOAD
Author : G. A. Mikhailov
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2018-11-05
Parametric Estimates By The Monte Carlo Method written by G. A. Mikhailov and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-05 with Mathematics categories.
No detailed description available for "Parametric Estimates by the Monte Carlo Method".
Computational Methods For Linear Integral Equations
DOWNLOAD
Author : Prem Kythe
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-28
Computational Methods For Linear Integral Equations written by Prem Kythe 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 2011-06-28 with Mathematics categories.
This book presents numerical methods and computational aspects for linear integral equations. Such equations occur in various areas of applied mathematics, physics, and engineering. The material covered in this book, though not exhaustive, offers useful techniques for solving a variety of problems. Historical information cover ing the nineteenth and twentieth centuries is available in fragments in Kantorovich and Krylov (1958), Anselone (1964), Mikhlin (1967), Lonseth (1977), Atkinson (1976), Baker (1978), Kondo (1991), and Brunner (1997). Integral equations are encountered in a variety of applications in many fields including continuum mechanics, potential theory, geophysics, electricity and mag netism, kinetic theory of gases, hereditary phenomena in physics and biology, renewal theory, quantum mechanics, radiation, optimization, optimal control sys tems, communication theory, mathematical economics, population genetics, queue ing theory, and medicine. Most of the boundary value problems involving differ ential equations can be converted into problems in integral equations, but there are certain problems which can be formulated only in terms of integral equations. A computational approach to the solution of integral equations is, therefore, an essential branch of scientific inquiry.
Adaptive Methods Of Computing Mathematics And Mechanics
DOWNLOAD
Author : Dmitrij G. Arsen'ev
language : en
Publisher: World Scientific
Release Date : 1999
Adaptive Methods Of Computing Mathematics And Mechanics written by Dmitrij G. Arsen'ev and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Mathematics categories.
This book describes adaptive methods of statistical numerical analysis using evaluation of integrals, solution of integral equations, boundary value problems of the theory of elasticity and heat conduction as examples. The results and approaches provided in this book are different from those available in the literature as detailed descriptions of the mechanisms of adaptation of statistical evaluation procedures, which accelerate their convergence, are given.
Spectral Models Of Random Fields In Monte Carlo Methods
DOWNLOAD
Author : Serge M. Prigarin
language : en
Publisher: VSP
Release Date : 2001
Spectral Models Of Random Fields In Monte Carlo Methods written by Serge M. Prigarin and has been published by VSP this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Science categories.
Spectral models were developed in the 1970s and have appeared to be very promising for various applications. Nowadays, spectral models are extensively used for stochastic simulation in atmosphere and ocean optics, turbulence theory, analysis of pollution transport for porous media, astrophysics, and other fields of science. The spectral models presented in this monograph represent a new class of numerical methods aimed at simulation of random processes and fields. The book is divided into four chapters, which deal with scalar spectral models and some of their applications, vector-valued spectral models, convergence of spectral models, and problems of optimisation and convergence for functional Monte Carlo methods. Furthermore, the monograph includes four appendices, in which auxiliary information is presented and additional problems are discussed. The book will be of value and interest to experts in Monte Carlo methods, as well as to those interested in the theory and applications of stochastic simulation.
Large Scale Scientific Computing
DOWNLOAD
Author : Svetozar D. Margenov
language : en
Publisher: Springer
Release Date : 2003-06-30
Large Scale Scientific Computing written by Svetozar D. Margenov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-30 with Computers categories.
This book constitutes the thoroughly refereed post-proceedings of the Third International Conference on Large-Scale Scientific Computing, LSSC 2001, held in Sozopol, Bulgaria, in June 2001. The 7 invited full papers and 45 selected revised papers were carefully reviewed for inclusion in the book. The papers are organized in topical sections on robust preconditioning algorithms, Monte-Carlo methods, advanced programming environments for scientific computing, large-scale computations in air pollution modeling, large-scale computations in mechanical engineering, and numerical methods for incompressible flow.
Numerical Modelling Of Random Processes And Fields
DOWNLOAD
Author : V. A. Ogorodnikov
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2018-11-05
Numerical Modelling Of Random Processes And Fields written by V. A. Ogorodnikov and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-05 with Mathematics categories.
No detailed description available for "Numerical Modelling of Random Processes and Fields".
Siam Journal On Scientific Computing
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2009
Siam Journal On Scientific Computing written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematical statistics categories.
Doklady
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1994
Doklady written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Mathematics categories.