Author: J. Hammersley
Publisher: Springer Science & Business Media
ISBN: 9400958196
Category : Science
Languages : en
Pages : 184
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Book Description
This monograph surveys the present state of Monte Carlo methods. we have dallied with certain topics that have interested us Although personally, we hope that our coverage of the subject is reasonably complete; at least we believe that this book and the references in it come near to exhausting the present range of the subject. On the other hand, there are many loose ends; for example we mention various ideas for variance reduction that have never been seriously appli(:d in practice. This is inevitable, and typical of a subject that has remained in its infancy for twenty years or more. We are convinced Qf:ver theless that Monte Carlo methods will one day reach an impressive maturity. The main theoretical content of this book is in Chapter 5; some readers may like to begin with this chapter, referring back to Chapters 2 and 3 when necessary. Chapters 7 to 12 deal with applications of the Monte Carlo method in various fields, and can be read in any order. For the sake of completeness, we cast a very brief glance in Chapter 4 at the direct simulation used in industrial and operational research, where the very simplest Monte Carlo techniques are usually sufficient. We assume that the reader has what might roughly be described as a 'graduate' knowledge of mathematics. The actual mathematical techniques are, with few exceptions, quite elementary, but we have freely used vectors, matrices, and similar mathematical language for the sake of conciseness.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Guy Deutscher
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 520
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Author: Nicolas Bacaër
Publisher: Springer Science & Business Media
ISBN: 0857291157
Category : Mathematics
Languages : en
Pages : 160
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Book Description
As Eugene Wigner stressed, mathematics has proven unreasonably effective in the physical sciences and their technological applications. The role of mathematics in the biological, medical and social sciences has been much more modest but has recently grown thanks to the simulation capacity offered by modern computers. This book traces the history of population dynamics---a theoretical subject closely connected to genetics, ecology, epidemiology and demography---where mathematics has brought significant insights. It presents an overview of the genesis of several important themes: exponential growth, from Euler and Malthus to the Chinese one-child policy; the development of stochastic models, from Mendel's laws and the question of extinction of family names to percolation theory for the spread of epidemics, and chaotic populations, where determinism and randomness intertwine. The reader of this book will see, from a different perspective, the problems that scientists face when governments ask for reliable predictions to help control epidemics (AIDS, SARS, swine flu), manage renewable resources (fishing quotas, spread of genetically modified organisms) or anticipate demographic evolutions such as aging.
Author: Geoffrey R. Grimmett
Publisher: Springer Science & Business Media
ISBN: 3662039818
Category : Mathematics
Languages : en
Pages : 459
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Book Description
Percolation theory is the study of an idealized random medium in two or more dimensions. The emphasis of this book is upon core mathematical material and the presentation of the shortest and most accessible proofs. Much new material appears in this second edition including dynamic and static renormalization, strict inequalities between critical points, a sketch of the lace expansion, and several essays on related fields and applications.
Author: K.S. Alexander
Publisher: Springer Science & Business Media
ISBN: 1461204518
Category : Mathematics
Languages : en
Pages : 265
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Book Description
This volume has been created in honor of the seventieth birthday of Ted Harris, which was celebrated on January 11th, 1989. The papers rep resent the wide range of subfields of probability theory in which Ted has made profound and fundamental contributions. This breadth in Ted's research complicates the task of putting together in his honor a book with a unified theme. One common thread noted was the spatial, or geometric, aspect of the phenomena Ted investigated. This volume has been organized around that theme, with papers covering four major subject areas of Ted's research: branching processes, percola tion, interacting particle systems, and stochastic flows. These four topics do not· exhaust his research interests; his major work on Markov chains is commemorated in the standard technology "Harris chain" and "Harris recurrent" . The editors would like to take this opportunity to thank the speakers at the symposium and the contributors to this volume. Their enthusi astic support is a tribute to Ted Harris. We would like to express our appreciation to Annette Mosley for her efforts in typing the manuscripts and to Arthur Ogawa for typesetting the volume. Finally, we gratefully acknowledge the National Science Foundation and the University of South ern California for their financial support.
Author: Sergio Albeverio
Publisher: World Scientific
ISBN: 981454969X
Category :
Languages : en
Pages : 758
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Book Description
As was already evident from the previous two meetings, the theory of stochastic processes, the study of geometrical structures, and the investigation of certain physical problems are inter-related. In fact the trend in recent years has been towards stronger interactions between these areas. As a result, a large component of the contributions is concerned with the theory of stochastic processes, quantum theory, and their relations.
Author: C.C. Barton
Publisher: Springer Science & Business Media
ISBN: 1461518156
Category : Technology & Engineering
Languages : en
Pages : 338
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Book Description
In this unique volume, renowned experts discuss the applications of fractals in petroleum research-offering an excellent introduction to the subject. Contributions cover a broad spectrum of applications from petroleum exploration to production. Papers also illustrate how fractal geometry can quantify the spatial heterogeneity of different aspects of geology and how this information can be used to improve exploration and production results.
Author: Muhammad Sahimi
Publisher: John Wiley & Sons
ISBN: 3527636706
Category : Science
Languages : en
Pages : 635
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Book Description
In this standard reference of the field, theoretical and experimental approaches to flow, hydrodynamic dispersion, and miscible displacements in porous media and fractured rock are considered. Two different approaches are discussed and contrasted with each other. The first approach is based on the classical equations of flow and transport, called 'continuum models'. The second approach is based on modern methods of statistical physics of disordered media; that is, on 'discrete models', which have become increasingly popular over the past 15 years. The book is unique in its scope, since (1) there is currently no book that compares the two approaches, and covers all important aspects of porous media problems; and (2) includes discussion of fractured rocks, which so far has been treated as a separate subject. Portions of the book would be suitable for an advanced undergraduate course. The book will be ideal for graduate courses on the subject, and can be used by chemical, petroleum, civil, environmental engineers, and geologists, as well as physicists, applied physicist and allied scientists that deal with various porous media problems.
Author: Petre Tautu
Publisher: Springer
ISBN: 3540470530
Category : Mathematics
Languages : en
Pages : 320
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Book Description
Proceedings of a Conference held in Heidelberg, September 10 - 14, 1984
