Minimization Of Computational Costs Of Non Analogue Monte Carlo Methods

Author : G A Mikhailov
Publisher : World Scientific
Page : 173 pages
File Size : 45,6 Mb
Release : 1992-01-10
Category : Mathematics
ISBN : 9789814506113

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Minimization Of Computational Costs Of Non-analogue Monte Carlo Methods by G A Mikhailov Pdf

Non-analogue Monte Carlo methods are useful when the direct simulation techniques are insufficient. To use the additional discretization, Monte Carlo estimates are biased and it is desirable to optimize the connection between discretization parameters and the sample size. In this connection, the book investigates variances of non-analogue Monte Carlo estimates, uniform minimization of variances by choosing a computational model and the minimization of computational cost of non-analogue Monte Carlo methods.This book is essentially new with respect to previous monographs on the Monte Carlo methods.

Author : G. A. Mikhailov
Publisher : Walter de Gruyter GmbH & Co KG
Page : 196 pages
File Size : 54,9 Mb
Release : 2018-11-05
Category : Mathematics
ISBN : 9783110941951

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Parametric Estimates by the Monte Carlo Method by G. A. Mikhailov Pdf

No detailed description available for "Parametric Estimates by the Monte Carlo Method".

Author : Serge M. Prigarin
Publisher : VSP
Page : 220 pages
File Size : 42,8 Mb
Release : 2001
Category : Science
ISBN : 9067643432

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Spectral Models of Random Fields in Monte Carlo Methods by Serge M. Prigarin Pdf

Spectral models were developed in the 1970s and have appeared to be very promising for various applications. Nowadays, spectral models are extensively used for stochastic simulation in atmosphere and ocean optics, turbulence theory, analysis of pollution transport for porous media, astrophysics, and other fields of science. The spectral models presented in this monograph represent a new class of numerical methods aimed at simulation of random processes and fields. The book is divided into four chapters, which deal with scalar spectral models and some of their applications, vector-valued spectral models, convergence of spectral models, and problems of optimisation and convergence for functional Monte Carlo methods. Furthermore, the monograph includes four appendices, in which auxiliary information is presented and additional problems are discussed. The book will be of value and interest to experts in Monte Carlo methods, as well as to those interested in the theory and applications of stochastic simulation.

Author : D G Arsenjev,Vladimir M Ivanov,O Yu Kul'chitsky
Publisher : World Scientific
Page : 437 pages
File Size : 46,6 Mb
Release : 1999-04-19
Category : Mathematics
ISBN : 9789814496032

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Adaptive Methods Of Computing Mathematics And Mechanics: Stochastic Variant by D G Arsenjev,Vladimir M Ivanov,O Yu Kul'chitsky Pdf

This book describes adaptive methods of statistical numerical analysis using evaluation of integrals, solution of integral equations, boundary value problems of the theory of elasticity and heat conduction as examples.The results and approaches provided in this book are different from those available in the literature as detailed descriptions of the mechanisms of adaptation of statistical evaluation procedures, which accelerate their convergence, are given.

Author : Jeffery Lewins,Martin Becker
Publisher : Springer Science & Business Media
Page : 296 pages
File Size : 40,5 Mb
Release : 2006-04-18
Category : Technology & Engineering
ISBN : 9780306478123

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Advances in Nuclear Science and Technology by Jeffery Lewins,Martin Becker Pdf

The present review volume not only covers a wide range of topics pertinent to nuclear science and technology, but has attracted a distinguished international authorship, for which the editors are grateful. The opening review by Drs. Janet Tawn and Richard Wakeford addresses the difficult matter of questioning sci- tific hypotheses in a court of law. The United Kingdom experienced a substantial nuclear accident in the 1950s in the form of the Windscale Pile fire. This in itself had both good and bad consequences; the setting up of a licensing authority to ensure nuclear safety was one, the understandable public sentiment concerning nuclear power (despite the fire occurring in a weapons pile) the other. Windscale today is subsumed in the reprocessing plant at Sellafield operated by British Nuclear Fuels plc and it was inevitable perhaps that when an excess cluster of childhood leukaemia was observed in the nearby village of Seascale that public concern should be promoted by the media, leading to the hearing of a claim of compensation brought on behalf of two of the families of BNFLs workers who had suffered that loss. The review article demonstrates the complexity of und- standing such a claim against the statistical fluctuations inherent and shows how the courts were persuaded of the need to propose a biological mechanism if responsibility were to be held. The Company were undoubtedly relieved by the finding.

Author : V. A. Ogorodnikov,S. M. Prigarin
Publisher : Walter de Gruyter GmbH & Co KG
Page : 252 pages
File Size : 40,7 Mb
Release : 2018-11-05
Category : Mathematics
ISBN : 9783110941999

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Numerical Modelling of Random Processes and Fields by V. A. Ogorodnikov,S. M. Prigarin Pdf

No detailed description available for "Numerical Modelling of Random Processes and Fields".

Author : Karl K. Sabelfeld,Irina A. Shalimova
Publisher : Walter de Gruyter
Page : 338 pages
File Size : 41,9 Mb
Release : 2013-10-29
Category : Mathematics
ISBN : 9783110315332

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Spherical and Plane Integral Operators for PDEs by Karl K. Sabelfeld,Irina A. Shalimova Pdf

The book presents integral formulations for partial differential equations, with the focus on spherical and plane integral operators. The integral relations are obtained for different elliptic and parabolic equations, and both direct and inverse mean value relations are studied. The derived integral equations are used to construct new numerical methods for solving relevant boundary value problems, both deterministic and stochastic based on probabilistic interpretation of the spherical and plane integral operators.

Author : G. A. Mikhailov
Publisher : Walter de Gruyter GmbH & Co KG
Page : 196 pages
File Size : 43,8 Mb
Release : 2023-02-14
Category : Mathematics
ISBN : 9783112318935

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New Monte Carlo Methods With Estimating Derivatives by G. A. Mikhailov Pdf

Author : Prem Kythe,Pratap Puri
Publisher : Springer Science & Business Media
Page : 530 pages
File Size : 46,9 Mb
Release : 2002-04-26
Category : Mathematics
ISBN : 0817641920

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Computational Methods for Linear Integral Equations by Prem Kythe,Pratap Puri Pdf

This book presents numerical methods and computational aspects for linear integral equations. Such equations occur in various areas of applied mathematics, physics, and engineering. The material covered in this book, though not exhaustive, offers useful techniques for solving a variety of problems. Historical information cover ing the nineteenth and twentieth centuries is available in fragments in Kantorovich and Krylov (1958), Anselone (1964), Mikhlin (1967), Lonseth (1977), Atkinson (1976), Baker (1978), Kondo (1991), and Brunner (1997). Integral equations are encountered in a variety of applications in many fields including continuum mechanics, potential theory, geophysics, electricity and mag netism, kinetic theory of gases, hereditary phenomena in physics and biology, renewal theory, quantum mechanics, radiation, optimization, optimal control sys tems, communication theory, mathematical economics, population genetics, queue ing theory, and medicine. Most of the boundary value problems involving differ ential equations can be converted into problems in integral equations, but there are certain problems which can be formulated only in terms of integral equations. A computational approach to the solution of integral equations is, therefore, an essential branch of scientific inquiry.

Author : Svetozar D. Margenov,Jerzy Wasniewski,Plamen Yalamov
Publisher : Springer
Page : 500 pages
File Size : 43,6 Mb
Release : 2003-06-30
Category : Computers
ISBN : 9783540453468

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Large-Scale Scientific Computing by Svetozar D. Margenov,Jerzy Wasniewski,Plamen Yalamov Pdf

This book constitutes the thoroughly refereed post-proceedings of the Third International Conference on Large-Scale Scientific Computing, LSSC 2001, held in Sozopol, Bulgaria, in June 2001. The 7 invited full papers and 45 selected revised papers were carefully reviewed for inclusion in the book. The papers are organized in topical sections on robust preconditioning algorithms, Monte-Carlo methods, advanced programming environments for scientific computing, large-scale computations in air pollution modeling, large-scale computations in mechanical engineering, and numerical methods for incompressible flow.

Author : H Neunzert,Abul Hasan Siddiqi
Publisher : Springer Science & Business Media
Page : 386 pages
File Size : 40,7 Mb
Release : 2013-06-29
Category : Mathematics
ISBN : 9781475732221

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Topics in Industrial Mathematics by H Neunzert,Abul Hasan Siddiqi Pdf

Industrial Mathematics is a relatively recent discipline. It is concerned primarily with transforming technical, organizational and economic problems posed by indus try into mathematical problems; "solving" these problems byapproximative methods of analytical and/or numerical nature; and finally reinterpreting the results in terms of the original problems. In short, industrial mathematics is modelling and scientific computing of industrial problems. Industrial mathematicians are bridge-builders: they build bridges from the field of mathematics to the practical world; to do that they need to know about both sides, the problems from the companies and ideas and methods from mathematics. As mathematicians, they have to be generalists. If you enter the world of indus try, you never know which kind of problems you will encounter, and which kind of mathematical concepts and methods you will need to solve them. Hence, to be a good "industrial mathematician" you need to know a good deal of mathematics as well as ideas already common in engineering and modern mathematics with tremen dous potential for application. Mathematical concepts like wavelets, pseudorandom numbers, inverse problems, multigrid etc., introduced during the last 20 years have recently started entering the world of real applications. Industrial mathematics consists of modelling, discretization, analysis and visu alization. To make a good model, to transform the industrial problem into a math ematical one such that you can trust the prediction of the model is no easy task.

Author : N. Balakrishnan,V.B. Melas,S. Ermakov
Publisher : Springer Science & Business Media
Page : 395 pages
File Size : 42,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461213185

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Advances in Stochastic Simulation Methods by N. Balakrishnan,V.B. Melas,S. Ermakov Pdf

This is a volume consisting of selected papers that were presented at the 3rd St. Petersburg Workshop on Simulation held at St. Petersburg, Russia, during June 28-July 3, 1998. The Workshop is a regular international event devoted to mathematical problems of simulation and applied statistics organized by the Department of Stochastic Simulation at St. Petersburg State University in cooperation with INFORMS College on Simulation (USA). Its main purpose is to exchange ideas between researchers from Russia and from the West as well as from other coun tries throughout the World. The 1st Workshop was held during May 24-28, 1994, and the 2nd workshop was held during June 18-21, 1996. The selected proceedings of the 2nd Workshop was published as a special issue of the Journal of Statistical Planning and Inference. Russian mathematical tradition has been formed by such genius as Tchebysh eff, Markov and Kolmogorov whose ideas have formed the basis for contempo rary probabilistic models. However, for many decades now, Russian scholars have been isolated from their colleagues in the West and as a result their mathe matical contributions have not been widely known. One of the primary reasons for these workshops is to bring the contributions of Russian scholars into lime light and we sincerely hope that this volume helps in this specific purpose.

Author : Anonim
Publisher : Unknown
Page : 604 pages
File Size : 44,9 Mb
Release : 2002
Category : Electronic journals
ISBN : UOM:39015056608923

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Russian Journal of Numerical Analysis and Mathematical Modelling by Anonim Pdf

Author : Pierre L' Ecuyer,Art B. Owen
Publisher : Springer Science & Business Media
Page : 669 pages
File Size : 49,7 Mb
Release : 2010-01-14
Category : Mathematics
ISBN : 9783642041075

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Monte Carlo and Quasi-Monte Carlo Methods 2008 by Pierre L' Ecuyer,Art B. Owen Pdf

This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.

Author : Anonim
Publisher : Unknown
Page : 1518 pages
File Size : 47,8 Mb
Release : 2005
Category : Mathematics
ISBN : UVA:X006195256

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Mathematical Reviews by Anonim Pdf