Convergence of Random Methods for a Reaction-Diffusion Equation PDF Download
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Author: Ole H. Hald
Publisher:
ISBN:
Category :
Languages : en
Pages : 10
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Book Description
Author: Ole H. Hald
Publisher:
ISBN:
Category :
Languages : en
Pages : 10
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Book Description
Author: Ludwig Arnold
Publisher: Springer
ISBN: 3540494154
Category : Mathematics
Languages : en
Pages : 336
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Book Description
This volume contains the lecture notes written by the four principal speakers at the C.I.M.E. session on Dynamical Systems held at Montecatini, Italy in June 1994. The goal of the session was to illustrate how methods of dynamical systems can be applied to the study of ordinary and partial differential equations. Topics in random differential equations, singular perturbations, the Conley index theory, and non-linear PDEs were discussed. Readers interested in asymptotic behavior of solutions of ODEs and PDEs and familiar with basic notions of dynamical systems will wish to consult this text.
Author: Karl E. Gustafson
Publisher: SIAM
ISBN: 0898712580
Category : Science
Languages : en
Pages : 226
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Book Description
Vortex methods have emerged as a new class of powerful numerical techniques to analyze and compute vortex motion. This book addresses the theoretical, numerical, computational, and physical aspects of vortex methods and vortex motion.
Author: University of Minnesota. Institute for Mathematics and Its Applications
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
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Book Description
Author: Pierre Del Moral
Publisher: CRC Press
ISBN: 1466504056
Category : Mathematics
Languages : en
Pages : 628
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Book Description
In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Markov chain Monte Carlo models; bootstrapping methods; ensemble Kalman filters; and interacting particle filters. Mean Field Simulation for Monte Carlo Integration presents the first comprehensive and modern mathematical treatment of mean field particle simulation models and interdisciplinary research topics, including interacting jumps and McKean-Vlasov processes, sequential Monte Carlo methodologies, genetic particle algorithms, genealogical tree-based algorithms, and quantum and diffusion Monte Carlo methods. Along with covering refined convergence analysis on nonlinear Markov chain models, the author discusses applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology. This book shows how mean field particle simulation has revolutionized the field of Monte Carlo integration and stochastic algorithms. It will help theoretical probability researchers, applied statisticians, biologists, statistical physicists, and computer scientists work better across their own disciplinary boundaries.
Author: G. Rodrigue
Publisher: SIAM
ISBN: 9780898712285
Category : Computers
Languages : en
Pages : 458
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Book Description
Mathematics of Computing -- Parallelism.
Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 174
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Book Description
Author: Lung-an Ying
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 366
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Book Description
This book aims to provide a comprehensive study of the mathematical theory of the vortex method, from its origins in the 1930s, through the developments of the '70s when the use of computers made advanced research possible, to current work on this subject in China and elsewhere. The five chapters treat vortex methods for the Euler and Navier-Stokes equations; mathematical theory for incompressible flows; convergence of vortex methods for the Euler equations; convergence of viscosity splitting; and convergence of the random vortex method. Audience: This volume will be of interest to researchers and graduate students of applied mathematics, scientists in fluid dynamics, and aviation engineers.
Author: Arnaud Debussche
Publisher: Springer
ISBN: 3319008285
Category : Mathematics
Languages : en
Pages : 175
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Book Description
This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.
Author: Kai-Tai Fang
Publisher: Springer Science & Business Media
ISBN: 3642560466
Category : Mathematics
Languages : en
Pages : 570
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Book Description
This book represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Hong Kong Baptist University in 2000. An important feature are invited surveys of the state-of-the-art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active field.
