Simulation Using The Monte Carlo Method
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Simulation Using The Monte Carlo Method
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Author : Rocco F. Iuorno
language : en
Publisher:
Release Date : 1969
Simulation Using The Monte Carlo Method written by Rocco F. Iuorno and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Monte Carlo method categories.
Rare Event Simulation Using Monte Carlo Methods
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Author : Gerardo Rubino
language : en
Publisher: John Wiley & Sons
Release Date : 2009-03-18
Rare Event Simulation Using Monte Carlo Methods written by Gerardo Rubino 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 2009-03-18 with Mathematics categories.
In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.
Monte Carlo Simulation In Statistical Physics
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Author : Kurt Binder
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-08-17
Monte Carlo Simulation In Statistical Physics written by Kurt Binder 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 2010-08-17 with Science categories.
Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body systems in condensed-matter physics and related fields of physics, chemistry and beyond, to traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, probability distributions are calculated, allowing the estimation of the thermodynamic properties of various systems. This book describes the theoretical background to several variants of these Monte Carlo methodsand gives a systematic presentation from which newcomers can learn to perform such simulations and to analyze their results. The fifth edition covers Classical as well as Quantum Monte Carlo methods. Furthermore a new chapter on the sampling of free energy landscapes has been added. To help students in their work a special web server has been installed to host programs and discussion groups (http://wwwcp.tphys.uni-heidelberg.de). Prof. Binder was the winner of the Berni J. Alder CECAM Award for Computational Physics 2001 as well as the Boltzmann Medal in 2007.
Essentials Of Monte Carlo Simulation
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Author : Nick T. Thomopoulos
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-19
Essentials Of Monte Carlo Simulation written by Nick T. Thomopoulos 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 2012-12-19 with Mathematics categories.
Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in this text deal with systems that are too complex to solve analytically. As a result, readers are given a system of interest and constructs using computer code, as well as algorithmic models to emulate how the system works internally. After the models are run several times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.
Simulation Using The Monte Carlo Method
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Author :
language : en
Publisher:
Release Date : 1963
Simulation Using The Monte Carlo Method written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1963 with categories.
An investigation of the effectiveness of the Monte Carlo method as a simulation technique to be used with a digital computer is conducted. The problem of communications in a jamming environment is used to illustrate the use of the Monte Carlo method. Two mathematical models, each representing a different jamming communication configuration, are constructed and solved using the Monte Carlo method. The first of these models has a known solution which is used to check the Monte Carlo solution. There are two main conclusions discussed. First, the Monte Carlo method with the aid of a digital computer can be used to obtain solutions to complex problems quickly and with little effort; second, the use of the Monte Carlo method does not require the difficult analysis needed for standard or closed techniques. A description of the Monte Carlo Method is presented including examples, techniques for generating random numbers, and elements of game theory as applied to jamming communications problems.
Monte Carlo Simulation Based Statistical Modeling
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Author : Ding-Geng (Din) Chen
language : en
Publisher: Springer
Release Date : 2017-02-01
Monte Carlo Simulation Based Statistical Modeling written by Ding-Geng (Din) Chen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-01 with Medical categories.
This book brings together expert researchers engaged in Monte-Carlo simulation-based statistical modeling, offering them a forum to present and discuss recent issues in methodological development as well as public health applications. It is divided into three parts, with the first providing an overview of Monte-Carlo techniques, the second focusing on missing data Monte-Carlo methods, and the third addressing Bayesian and general statistical modeling using Monte-Carlo simulations. The data and computer programs used here will also be made publicly available, allowing readers to replicate the model development and data analysis presented in each chapter, and to readily apply them in their own research. Featuring highly topical content, the book has the potential to impact model development and data analyses across a wide spectrum of fields, and to spark further research in this direction.
A Guide To Monte Carlo Simulations In Statistical Physics
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Author : David P. Landau
language : en
Publisher: Cambridge University Press
Release Date : 2000-08-17
A Guide To Monte Carlo Simulations In Statistical Physics written by David P. Landau 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 2000-08-17 with Mathematics categories.
This book describes all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics, as well as in related fields, such as polymer science and lattice gauge theory. The authors give a succinct overview of simple sampling methods and develop the importance sampling method. In addition they introduce quantum Monte Carlo methods, aspects of simulations of growth phenomena and other systems far from equilibrium, and the Monte Carlo Renormalization Group approach to critical phenomena. The book includes many applications, examples, and current references, and exercises to help the reader.
The Monte Carlo Method
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Author : Yu.A. Shreider
language : en
Publisher: Elsevier
Release Date : 2014-05-16
The Monte Carlo Method written by Yu.A. Shreider and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-16 with Mathematics categories.
The Monte Carlo Method: The Method of Statistical Trials is a systematic account of the fundamental concepts and techniques of the Monte Carlo method, together with its range of applications. Some of these applications include the computation of definite integrals, neutron physics, and in the investigation of servicing processes. This volume is comprised of seven chapters and begins with an overview of the basic features of the Monte Carlo method and typical examples of its application to simple problems in computational mathematics. The next chapter examines the computation of multi-dimensional integrals using the Monte Carlo method. Some examples of statistical modeling of integrals are analyzed, together with the accuracy of the computations. Subsequent chapters focus on the applications of the Monte Carlo method in neutron physics; in the investigation of servicing processes; in communication theory; and in the generation of uniformly distributed random numbers on electronic computers. Methods for organizing statistical experiments on universal digital computers are discussed. This book is designed for a wide circle of readers, ranging from those who are interested in the fundamental applications of the Monte Carlo method, to those who are concerned with comparatively limited problems of the peculiarities of simulating physical processes.
Simulation And The Monte Carlo Method
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Author : Reuven Y. Rubinstein
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-20
Simulation And The Monte Carlo Method written by Reuven Y. Rubinstein 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 2011-09-20 with Mathematics categories.
This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo Variance reduction techniques such as the transform likelihood ratio method and the screening method The score function method for sensitivity analysis The stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization The cross-entropy method to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB programs. Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method.
The Monte Carlo Method For Semiconductor Device Simulation
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Author : Carlo Jacoboni
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Monte Carlo Method For Semiconductor Device Simulation written by Carlo Jacoboni 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 Technology & Engineering categories.
This volume presents the application of the Monte Carlo method to the simulation of semiconductor devices, reviewing the physics of transport in semiconductors, followed by an introduction to the physics of semiconductor devices.