Spectral Models Of Random Fields In Monte Carlo Methods
DOWNLOAD
Download Spectral Models Of Random Fields In Monte Carlo Methods PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Spectral Models Of Random Fields In 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
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.
Random Fields And Stochastic Lagrangian Models
DOWNLOAD
Author : Karl K. Sabelfeld
language : en
Publisher: Walter de Gruyter
Release Date : 2012-12-06
Random Fields And Stochastic Lagrangian Models written by Karl K. Sabelfeld and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The book presents advanced stochastic models and simulation methods for random flows and transport of particles by turbulent velocity fields and flows in porous media. Two main classes of models are constructed: (1) turbulent flows are modeled as synthetic random fields which have certain statistics and features mimicing those of turbulent fluid in the regime of interest, and (2) the models are constructed in the form of stochastic differential equations for stochastic Lagrangian trajectories of particles carried by turbulent flows. The book is written for mathematicians, physicists, and engineers studying processes associated with probabilistic interpretation, researchers in applied and computational mathematics, in environmental and engineering sciences dealing with turbulent transport and flows in porous media, as well as nucleation, coagulation, and chemical reaction analysis under fluctuation conditions. It can be of interest for students and post-graduates studying numerical methods for solving stochastic boundary value problems of mathematical physics and dispersion of particles by turbulent flows and flows in porous media.
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".
Random Fields For Spatial Data Modeling
DOWNLOAD
Author : Dionissios T. Hristopulos
language : en
Publisher: Springer Nature
Release Date : 2020-02-17
Random Fields For Spatial Data Modeling written by Dionissios T. Hristopulos and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-02-17 with Science categories.
This book provides an inter-disciplinary introduction to the theory of random fields and its applications. Spatial models and spatial data analysis are integral parts of many scientific and engineering disciplines. Random fields provide a general theoretical framework for the development of spatial models and their applications in data analysis. The contents of the book include topics from classical statistics and random field theory (regression models, Gaussian random fields, stationarity, correlation functions) spatial statistics (variogram estimation, model inference, kriging-based prediction) and statistical physics (fractals, Ising model, simulated annealing, maximum entropy, functional integral representations, perturbation and variational methods). The book also explores links between random fields, Gaussian processes and neural networks used in machine learning. Connections with applied mathematics are highlighted by means of models based on stochastic partial differential equations. An interlude on autoregressive time series provides useful lower-dimensional analogies and a connection with the classical linear harmonic oscillator. Other chapters focus on non-Gaussian random fields and stochastic simulation methods. The book also presents results based on the author’s research on Spartan random fields that were inspired by statistical field theories originating in physics. The equivalence of the one-dimensional Spartan random field model with the classical, linear, damped harmonic oscillator driven by white noise is highlighted. Ideas with potentially significant computational gains for the processing of big spatial data are presented and discussed. The final chapter concludes with a description of the Karhunen-Loève expansion of the Spartan model. The book will appeal to engineers, physicists, and geoscientists whose research involves spatial models or spatial data analysis. Anyone with background in probability and statistics can read at least parts of the book. Some chapters will be easier to understand by readers familiar with differential equations and Fourier transforms.
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".
Stochastic Systems
DOWNLOAD
Author : Mircea Grigoriu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-05-15
Stochastic Systems written by Mircea Grigoriu 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 2012-05-15 with Technology & Engineering categories.
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis Probabilistic models for random variables and functions needed to formulate stochastic equations describing realistic problems in engineering and applied sciences Practical methods for quantifying the uncertain parameters in the definition of stochastic equations, solving approximately these equations, and assessing the accuracy of approximate solutions Stochastic Systems provides key information for researchers, graduate students, and engineers who are interested in the formulation and solution of stochastic problems encountered in a broad range of disciplines. Numerous examples are used to clarify and illustrate theoretical concepts and methods for solving stochastic equations. The extensive bibliography and index at the end of the book constitute an ideal resource for both theoreticians and practitioners.
Monte Carlo Methods And Parallel Algorithms International Youth Workshop
DOWNLOAD
Author : I Dimov
language : en
Publisher: World Scientific
Release Date : 1991-01-31
Monte Carlo Methods And Parallel Algorithms International Youth Workshop written by I Dimov and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-01-31 with categories.
These proceedings present recent advances in the Monte Carlo methods, covering theoretical aspects, a wide range of applications in solving problems, and parallel algorithms for Monte Carlo computations.
Simulation Of Stochastic Processes With Given Accuracy And Reliability
DOWNLOAD
Author : Yuriy V. Kozachenko
language : en
Publisher: Elsevier
Release Date : 2016-11-22
Simulation Of Stochastic Processes With Given Accuracy And Reliability written by Yuriy V. Kozachenko and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-22 with Mathematics categories.
Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. - Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes - Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic - Provides methods and tools in measuring accuracy and reliability in functional spaces
Algorithms For Approximation
DOWNLOAD
Author : Armin Iske
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-12-13
Algorithms For Approximation written by Armin Iske 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 2006-12-13 with Mathematics categories.
Approximation methods are vital in many challenging applications of computational science and engineering. This is a collection of papers from world experts in a broad variety of relevant applications, including pattern recognition, machine learning, multiscale modelling of fluid flow, metrology, geometric modelling, tomography, signal and image processing. It documents recent theoretical developments which have lead to new trends in approximation, it gives important computational aspects and multidisciplinary applications, thus making it a perfect fit for graduate students and researchers in science and engineering who wish to understand and develop numerical algorithms for the solution of their specific problems. An important feature of the book is that it brings together modern methods from statistics, mathematical modelling and numerical simulation for the solution of relevant problems, with a wide range of inherent scales. Contributions of industrial mathematicians, including representatives from Microsoft and Schlumberger, foster the transfer of the latest approximation methods to real-world applications.
Slope Stochastic Dynamics
DOWNLOAD
Author : Yu Huang
language : en
Publisher: Springer Nature
Release Date : 2022-02-02
Slope Stochastic Dynamics written by Yu Huang and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-02 with Science categories.
This book provides a new framework for analysis of slope nonlinear stochastic seismic dynamic response based on the new theoretical tool of stochastic dynamics. The coupling effects of uncertainty of geological parameters, strong dynamic nonlinearity, and randomness of ground motion are considered in the process of the seismic dynamic stability assessment of slope. In this book, an intensity frequency non-stationary stochastic ground motion model based on time-domain stochastic process description is preliminarily established to characterize the randomness of earthquakes. The spatial distribution random field model of geotechnical parameters is established to describe the time-space variability of geotechnical parameters. Based on the basic theory of stochastic dynamics, the seismic stability performance evaluation method of slope is established. The slope seismic dynamic model test based on large complex shaking table is performed to verify and modify the proposed framework and method. This book sheds new light on the development of nonlinear seismic stochastic dynamics and seismic design of slope engineering.