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Author: Abdo Abou Jaoudé
Publisher: Cambridge Scholars Publishing
ISBN: 1527524264
Category : Mathematics
Languages : en
Pages : 306
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Book Description
This book includes algorithms that illustrate the famous Monté Carlo Methods and the computer simulation of stochastic experiments in the areas of random numbers generation, the simulation of random phenomena, the computation of Pi and e (the base of logarithms), both simple and multiple integration, the computation of areas and volumes, probability and statistical distributions, in addition to an introduction to the novel Complex Probability Paradigm. As such, it will be of interest to all scholars, researchers, and undergraduate and graduate students in mathematics, computer science, and science in general.
Author: Abdo Abou Jaoudé
Publisher: Cambridge Scholars Publishing
ISBN: 1527524264
Category : Mathematics
Languages : en
Pages : 306
Get Book Here
Book Description
This book includes algorithms that illustrate the famous Monté Carlo Methods and the computer simulation of stochastic experiments in the areas of random numbers generation, the simulation of random phenomena, the computation of Pi and e (the base of logarithms), both simple and multiple integration, the computation of areas and volumes, probability and statistical distributions, in addition to an introduction to the novel Complex Probability Paradigm. As such, it will be of interest to all scholars, researchers, and undergraduate and graduate students in mathematics, computer science, and science in general.
Author: Kurt Binder
Publisher: Springer Science & Business Media
ISBN: 366230273X
Category : Science
Languages : en
Pages : 201
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Book Description
When learning very formal material one comes to a stage where one thinks one has understood the material. Confronted with a "realiife" problem, the passivity of this understanding sometimes becomes painfully elear. To be able to solve the problem, ideas, methods, etc. need to be ready at hand. They must be mastered (become active knowledge) in order to employ them successfully. Starting from this idea, the leitmotif, or aim, of this book has been to elose this gap as much as possible. How can this be done? The material presented here was born out of a series of lectures at the Summer School held at Figueira da Foz (Portugal) in 1987. The series of lectures was split into two concurrent parts. In one part the "formal material" was presented. Since the background of those attending varied widely, the presentation of the formal material was kept as pedagogic as possible. In the formal part the general ideas behind the Monte Carlo method were developed. The Monte Carlo method has now found widespread appli cation in many branches of science such as physics, chemistry, and biology. Because of this, the scope of the lectures had to be narrowed down. We could not give a complete account and restricted the treatment to the ap plication of the Monte Carlo method to the physics of phase transitions. Here particular emphasis is placed on finite-size effects.
Author: Abdo Abou Jaoudé
Publisher: BoD – Books on Demand
ISBN: 1839687592
Category : Science
Languages : en
Pages : 234
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Book Description
In applied mathematics, the name Monte Carlo is given to the method of solving problems by means of experiments with random numbers. This name, after the casino at Monaco, was first applied around 1944 to the method of solving deterministic problems by reformulating them in terms of a problem with random elements, which could then be solved by large-scale sampling. But, by extension, the term has come to mean any simulation that uses random numbers. Monte Carlo methods have become among the most fundamental techniques of simulation in modern science. This book is an illustration of the use of Monte Carlo methods applied to solve specific problems in mathematics, engineering, physics, statistics, and science in general.
Author: Kurt Binder
Publisher: Springer Science & Business Media
ISBN: 3662028557
Category : Science
Languages : en
Pages : 406
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Book Description
The Monte Carlo method is now widely used and commonly accepted as an important and useful tool in solid state physics and related fields. It is broadly recognized that the technique of "computer simulation" is complementary to both analytical theory and experiment, and can significantly contribute to ad vancing the understanding of various scientific problems. Widespread applications of the Monte Carlo method to various fields of the statistical mechanics of condensed matter physics have already been reviewed in two previously published books, namely Monte Carlo Methods in Statistical Physics (Topics Curro Phys. , Vol. 7, 1st edn. 1979, 2ndedn. 1986) and Applications of the Monte Carlo Method in Statistical Physics (Topics Curro Phys. , Vol. 36, 1st edn. 1984, 2nd edn. 1987). Meanwhile the field has continued its rapid growth and expansion, and applications to new fields have appeared that were not treated at all in the above two books (e. g. studies of irreversible growth phenomena, cellular automata, interfaces, and quantum problems on lattices). Also, new methodic aspects have emerged, such as aspects of efficient use of vector com puters or parallel computers, more efficient analysis of simulated systems con figurations, and methods to reduce critical slowing down at i>hase transitions. Taken together with the extensive activity in certain traditional areas of research (simulation of classical and quantum fluids, of macromolecular materials, of spin glasses and quadrupolar glasses, etc.
Author: Sheldon M. Ross
Publisher: Academic Press
ISBN: 0124158250
Category : Computers
Languages : en
Pages : 326
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Book Description
"In formulating a stochastic model to describe a real phenomenon, it used to be that one compromised between choosing a model that is a realistic replica of the actual situation and choosing one whose mathematical analysis is tractable. That is, there did not seem to be any payoff in choosing a model that faithfully conformed to the phenomenon under study if it were not possible to mathematically analyze that model. Similar considerations have led to the concentration on asymptotic or steady-state results as opposed to the more useful ones on transient time. However, the relatively recent advent of fast and inexpensive computational power has opened up another approach--namely, to try to model the phenomenon as faithfully as possible and then to rely on a simulation study to analyze it"--
Author: Humberto Barreto
Publisher: Cambridge University Press
ISBN: 9780521843195
Category : Business & Economics
Languages : en
Pages : 810
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Book Description
This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at www.wabash.edu/econometrics.
Author: Abdo Abou Jaoude
Publisher: BoD – Books on Demand
ISBN: 1838808256
Category : Computers
Languages : en
Pages : 156
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Book Description
Mathematical probability and statistics are an attractive, thriving, and respectable part of mathematics. Some mathematicians and philosophers of science say they are the gateway to mathematics’ deepest mysteries. Moreover, mathematical statistics denotes an accumulation of mathematical discussions connected with efforts to most efficiently collect and use numerical data subject to random or deterministic variations. Currently, the concept of probability and mathematical statistics has become one of the fundamental notions of modern science and the philosophy of nature. This book is an illustration of the use of mathematics to solve specific problems in engineering, statistics, and science in general.
Author: Gerardo Rubino
Publisher: John Wiley & Sons
ISBN: 9780470745410
Category : Mathematics
Languages : en
Pages : 278
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Book Description
In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.
Author: Arnaud Doucet
Publisher: Springer Science & Business Media
ISBN: 1475734379
Category : Mathematics
Languages : en
Pages : 590
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Book Description
Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
Author: David P. Landau
Publisher: Cambridge University Press
ISBN: 9780521842389
Category : Computers
Languages : en
Pages : 456
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Book Description
This updated edition deals with the Monte Carlo simulation of complex physical systems encountered in condensed-matter physics, statistical mechanics, and related fields. It contains many applications, examples, and exercises to help the reader. It is an excellent guide for graduate students and researchers who use computer simulations in their research.
