Accelerating the Least-squares Monte Carlo Methodwith Parallel Computing

Accelerating the Least-squares Monte Carlo Methodwith Parallel Computing PDF Author: 陳鏡文
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Accelerating Markov Chain Monte Carlo Simulation Through Sequential Updating and Parallel Computing

Accelerating Markov Chain Monte Carlo Simulation Through Sequential Updating and Parallel Computing PDF Author: Ruichao Ren
Publisher:
ISBN: 9780549318095
Category :
Languages : en
Pages : 208

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Book Description
Monte Carlo simulation is a statistical sampling method used in studies of physical systems with properties that cannot be easily obtained analytically. The phase behavior of the Restricted Primitive Model of electrolyte solutions on the simple cubic lattice is studied using grand canonical Monte Carlo simulations and finite-size scaling techniques. The transition between disordered and ordered, NaCl-like structures is continuous, second-order at high temperatures and discrete, first-order at low temperatures. The line of continuous transitions meets the line of first-order transitions at a tricritical point. A new algorithm-Random Skipping Sequential (RSS) Monte Carl---is proposed, justified and shown analytically to have better mobility over the phase space than the conventional Metropolis algorithm satisfying strict detailed balance. The new algorithm employs sequential updating, and yields greatly enhanced sampling statistics than the Metropolis algorithm with random updating. A parallel version of Markov chain theory is introduced and applied in accelerating Monte Carlo simulation via cluster computing. It is shown that sequential updating is the key to reduce the inter-processor communication or synchronization which slows down parallel simulation with increasing number of processors. Parallel simulation results for the two-dimensional lattice gas model show substantial reduction of simulation time by the new method for systems of large and moderate sizes.

Monte Carlo Methods for Applied Scientists

Monte Carlo Methods for Applied Scientists PDF Author: Ivan T. Dimov
Publisher: World Scientific
ISBN: 9810223293
Category : Science
Languages : en
Pages : 308

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Book Description
The Monte Carlo method is inherently parallel and the extensive and rapid development in parallel computers, computational clusters and grids has resulted in renewed and increasing interest in this method. At the same time there has been an expansion in the application areas and the method is now widely used in many important areas of science including nuclear and semiconductor physics, statistical mechanics and heat and mass transfer.This book attempts to bridge the gap between theory and practice concentrating on modern algorithmic implementation on parallel architecture machines. Although a suitable text for final year postgraduate mathematicians and computational scientists it is principally aimed at the applied scientists: only a small amount of mathematical knowledge is assumed and theorem proving is kept to a minimum, with the main focus being on parallel algorithms development often to applied industrial problems.A selection of algorithms developed both for serial and parallel machines are provided.

Acceleration of Monte Carlo Shielding Calculations with an Automated Variance Reduction Technique and Parallel Processing

Acceleration of Monte Carlo Shielding Calculations with an Automated Variance Reduction Technique and Parallel Processing PDF Author: John Charles Wagner
Publisher:
ISBN:
Category :
Languages : en
Pages : 149

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Introducing Monte Carlo Methods with R

Introducing Monte Carlo Methods with R PDF Author: Christian Robert
Publisher: Springer Science & Business Media
ISBN: 1441915753
Category : Computers
Languages : en
Pages : 297

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Book Description
This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 702

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Computational Science and Its Applications - ICCSA 2011

Computational Science and Its Applications - ICCSA 2011 PDF Author: Beniamino Murgante
Publisher: Springer Science & Business Media
ISBN: 3642218865
Category : Computers
Languages : en
Pages : 765

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Book Description
The five-volume set LNCS 6782 - 6786 constitutes the refereed proceedings of the International Conference on Computational Science and Its Applications, ICCSA 2011, held in Santander, Spain, in June 2011. The five volumes contain papers presenting a wealth of original research results in the field of computational science, from foundational issues in computer science and mathematics to advanced applications in virtually all sciences making use of computational techniques. The topics of the fully refereed papers are structured according to the five major conference themes: geographical analysis, urban modeling, spatial statistics; cities, technologies and planning; computational geometry and applications; computer aided modeling, simulation, and analysis; and mobile communications.

American Doctoral Dissertations

American Doctoral Dissertations PDF Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 872

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Bayesian Filtering and Smoothing

Bayesian Filtering and Smoothing PDF Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 110703065X
Category : Computers
Languages : en
Pages : 255

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Book Description
A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.

Many-Body Methods in Chemistry and Physics

Many-Body Methods in Chemistry and Physics PDF Author: Isaiah Shavitt
Publisher: Cambridge University Press
ISBN: 052181832X
Category : Science
Languages : en
Pages : 547

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Book Description
This book describes the mathematical and diagrammatic techniques employed in the popular many-body methods to determine molecular structure, properties and interactions.