Introduction to Monte Carlo Methods for Transport and Diffusion Equations PDF Download
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Author: Bernard Lapeyre
Publisher: OUP Oxford
ISBN: 9780198525936
Category : Language Arts & Disciplines
Languages : en
Pages : 178
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Book Description
This text is used by for the resolution of partial differential equations, trasnport equations, the Boltzmann equation and the parabolic equations of diffusion.
Author: Bernard Lapeyre
Publisher: OUP Oxford
ISBN: 9780198525936
Category : Language Arts & Disciplines
Languages : en
Pages : 178
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Book Description
This text is used by for the resolution of partial differential equations, trasnport equations, the Boltzmann equation and the parabolic equations of diffusion.
Author: Dirk P. Kroese
Publisher: John Wiley & Sons
ISBN: 1118014952
Category : Mathematics
Languages : en
Pages : 627
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Book Description
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.
Author: Bruno Tuffin
Publisher: Springer Nature
ISBN: 3030434656
Category : Computers
Languages : en
Pages : 533
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Book Description
This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Author: Carl Graham
Publisher: Springer Science & Business Media
ISBN: 3642393632
Category : Mathematics
Languages : en
Pages : 264
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Book Description
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a result, the book is a self-contained and rigorous study of the numerical methods within a theoretical framework. After briefly reviewing the basics, the authors first introduce fundamental notions in stochastic calculus and continuous-time martingale theory, then develop the analysis of pure-jump Markov processes, Poisson processes, and stochastic differential equations. In particular, they review the essential properties of Itô integrals and prove fundamental results on the probabilistic analysis of parabolic partial differential equations. These results in turn provide the basis for developing stochastic numerical methods, both from an algorithmic and theoretical point of view. The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.
Author: Alireza Haghighat
Publisher: CRC Press
ISBN: 042958220X
Category : Mathematics
Languages : en
Pages : 279
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Book Description
Fully updated with the latest developments in the eigenvalue Monte Carlo calculations and automatic variance reduction techniques and containing an entirely new chapter on fission matrix and alternative hybrid techniques. This second edition explores the uses of the Monte Carlo method for real-world applications, explaining its concepts and limitations. Featuring illustrative examples, mathematical derivations, computer algorithms, and homework problems, it is an ideal textbook and practical guide for nuclear engineers and scientists looking into the applications of the Monte Carlo method, in addition to students in physics and engineering, and those engaged in the advancement of the Monte Carlo methods. Describes general and particle-transport-specific automated variance reduction techniques Presents Monte Carlo particle transport eigenvalue issues and methodologies to address these issues Presents detailed derivation of existing and advanced formulations and algorithms with real-world examples from the author’s research activities
Author: Valeria V. Krzhizhanovskaya
Publisher: Springer Nature
ISBN: 3030504336
Category : Computers
Languages : en
Pages : 679
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Book Description
The seven-volume set LNCS 12137, 12138, 12139, 12140, 12141, 12142, and 12143 constitutes the proceedings of the 20th International Conference on Computational Science, ICCS 2020, held in Amsterdam, The Netherlands, in June 2020.* The total of 101 papers and 248 workshop papers presented in this book set were carefully reviewed and selected from 719 submissions (230 submissions to the main track and 489 submissions to the workshops). The papers were organized in topical sections named: Part I: ICCS Main Track Part II: ICCS Main Track Part III: Advances in High-Performance Computational Earth Sciences: Applications and Frameworks; Agent-Based Simulations, Adaptive Algorithms and Solvers; Applications of Computational Methods in Artificial Intelligence and Machine Learning; Biomedical and Bioinformatics Challenges for Computer Science Part IV: Classifier Learning from Difficult Data; Complex Social Systems through the Lens of Computational Science; Computational Health; Computational Methods for Emerging Problems in (Dis-)Information Analysis Part V: Computational Optimization, Modelling and Simulation; Computational Science in IoT and Smart Systems; Computer Graphics, Image Processing and Artificial Intelligence Part VI: Data Driven Computational Sciences; Machine Learning and Data Assimilation for Dynamical Systems; Meshfree Methods in Computational Sciences; Multiscale Modelling and Simulation; Quantum Computing Workshop Part VII: Simulations of Flow and Transport: Modeling, Algorithms and Computation; Smart Systems: Bringing Together Computer Vision, Sensor Networks and Machine Learning; Software Engineering for Computational Science; Solving Problems with Uncertainties; Teaching Computational Science; UNcErtainty QUantIficatiOn for ComputationAl modeLs *The conference was canceled due to the COVID-19 pandemic.
Author: T.M. Jenkins
Publisher: Springer Science & Business Media
ISBN: 1461310598
Category : Science
Languages : en
Pages : 637
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Book Description
For ten days at the end of September, 1987, a group of about 75 scientists from 21 different countries gathered in a restored monastery on a 750 meter high piece of rock jutting out of the Mediterranean Sea to discuss the simulation of the transport of electrons and photons using Monte Carlo techniques. When we first had the idea for this meeting, Ralph Nelson, who had organized a previous course at the "Ettore Majorana" Centre for Scientific Culture, suggested that Erice would be the ideal place for such a meeting. Nahum, Nelson and Rogers became Co-Directors of the Course, with the help of Alessandro Rindi, the Director of the School of Radiation Damage and Protection, and Professor Antonino Zichichi, Director of the "Ettore Majorana" Centre. The course was an outstanding success, both scientifically and socially, and those at the meeting will carry the marks of having attended, both intellectually and on a personal level where many friendships were made. The scientific content of the course was at a very high caliber, both because of the hard work done by all the lecturers in preparing their lectures (e. g. , complete copies of each lecture were available at the beginning of the course) and because of the high quality of the "students", many of whom were accomplished experts in the field. The outstanding facilities of the Centre contributed greatly to the success. This volume contains the formal record of the course lectures.
Author: Holger Fehske
Publisher: Springer Science & Business Media
ISBN: 3540746854
Category : Science
Languages : en
Pages : 774
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Book Description
Looking for the real state of play in computational many-particle physics? Look no further. This book presents an overview of state-of-the-art numerical methods for studying interacting classical and quantum many-particle systems. A broad range of techniques and algorithms are covered, and emphasis is placed on their implementation on modern high-performance computers. This excellent book comes complete with online files and updates allowing readers to stay right up to date.
Author: Daniel Thomas Gillespie
Publisher: OUP Oxford
ISBN: 0191641537
Category : Science
Languages : en
Pages : 336
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Book Description
Brownian diffusion is the motion of one or more solute molecules in a sea of very many, much smaller solvent molecules. Its importance today owes mainly to cellular chemistry, since Brownian diffusion is one of the ways in which key reactant molecules move about inside a living cell. This book focuses on the four simplest models of Brownian diffusion: the classical Fickian model, the Einstein model, the discrete-stochastic (cell-jumping) model, and the Langevin model. The authors carefully develop the theories underlying these models, assess their relative advantages, and clarify their conditions of applicability. Special attention is given to the stochastic simulation of diffusion, and to showing how simulation can complement theory and experiment. Two self-contained tutorial chapters, one on the mathematics of random variables and the other on the mathematics of continuous Markov processes (stochastic differential equations), make the book accessible to researchers from a broad spectrum of technical backgrounds.
Author: Sunggyu Lee
Publisher: CRC Press
ISBN: 146659456X
Category : Nature
Languages : en
Pages : 706
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Book Description
While strides are being made in the research and development of environmentally acceptable and more sustainable alternative fuels—including efforts to reduce emissions of air pollutants associated with combustion processes from electric power generation and vehicular transportation—fossil fuel resources are limited and may soon be on the verge of depletion in the near future. Measuring the correlation between quality of life, energy consumption, and the efficient utilization of energy, the Handbook of Alternative Fuel Technologies, Second Edition thoroughly examines the science and technology of alternative fuels and their processing technologies. It focuses specifically on environmental, technoeconomic, and socioeconomic issues associated with the use of alternative energy sources, such as sustainability, applicable technologies, modes of utilization, and impacts on society. Written with research and development scientists and engineers in mind, the material in this handbook provides a detailed description and an assessment of available and feasible technologies, environmental health and safety issues, governmental regulations, and issues and agendas for R&D. It also includes alternative energy networks for production, distribution, and consumption. What’s New in This Edition: Contains several new chapters of emerging interest and updates various chapters throughout Includes coverage of coal gasification and liquefaction, hydrogen technology and safety, shale fuel by hydraulic fracturing, ethanol from lignocellulosics, biodiesel, algae fuels, and energy from waste products Covers statistics, current concerns, and future trends A single-volume complete reference, the Handbook of Alternative Fuel Technologies, Second Edition contains relevant information on chemistry, technology, and novel approaches, as well as scientific foundations for further enhancements and breakthroughs. In addition to its purposes as a handbook for practicing scientists and engineers, it can also be used as a textbook or as a reference book on fuel science and engineering, energy and environment, chemical process design, and energy and environmental policy.
