Download or read book Monte Carlo Analysis of Rarefied gas Diffusion Including Variance Reduction Using the Theory of Markov Random Walks written by Morris Perlmutter and published by . This book was released on 1973 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: Molecular diffusion through a rarefied gas is analyzed by using the theory of Markov random walks. The Markov walk is simulated on the computer by using random numbers to find the new states from the appropriate transition probabilities. As the sample molecule during its random walk passes a scoring position, which is a location at which the macroscopic diffusing flow variables such as molecular flux and molecular density are desired, an appropriate payoff is scored. The payoff is a function of the sample molecule velocity. For example, in obtaining the molecular flux across a scoring position, the random walk payoff is the net number of times the scoring position has been crossed in the positive direction. Similarly, when the molecular density is required, the payoff is the sum of the inverse velocity of the sample molecule passing the scoring position. The macroscopic diffusing flow variables are then found from the expected payoff of the random walks.
Download or read book NASA Technical Note written by and published by . This book was released on 1973 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monte Carlo Methods written by Malvin H. Kalos and published by John Wiley & Sons. This book was released on 2009-06-10 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial chapters provide a short treatment of the probability and statistics needed as background, enabling those without experience in Monte Carlo techniques to apply these ideas to their research. The book focuses on two basic themes: The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modeling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on this example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrödinger equation by random walks. The text includes sample problems that readers can solve by themselves to illustrate the content of each chapter. This is the second, completely revised and extended edition of the successful monograph, which brings the treatment up to date and incorporates the many advances in Monte Carlo techniques and their applications, while retaining the original elementary but general approach.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1973 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Catalog of United States Government Publications written by and published by . This book was released on 1974 with total page 1570 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monthly Catalog of United States Government Publications Cumulative Index written by United States. Superintendent of Documents and published by . This book was released on 1976 with total page 1466 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Numerical Methods in Fluid Flow Problems 1970 1974 written by United States. National Technical Information Service and published by . This book was released on 1975 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Directory of Computer Software Applications Physics 1970 May 1978 written by United States. National Technical Information Service and published by . This book was released on 1978 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Lectures on Monte Carlo Methods written by Neal Noah Madras and published by Springer Science & Business. This book was released on 2002 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods form an experimental branch of mathematics that employs simulations driven by random number generators. These methods are often used when others fail, since they are much less sensitive to the ``curse of dimensionality'', which plagues deterministic methods in problems with a large number of variables. Monte Carlo methods are used in many fields: mathematics, statistics, physics, chemistry, finance, computer science, and biology, for instance. This book is an introduction to Monte Carlo methods for anyone who would like to use these methods to study various kinds of mathematical models that arise in diverse areas of application. The book is based on lectures in a graduate course given by the author. It examines theoretical properties of Monte Carlo methods as well as practical issues concerning their computer implementation and statistical analysis. The only formal prerequisite is an undergraduate course in probability. The book is intended to be accessible to students from a wide range of scientific backgrounds. Rather than being a detailed treatise, it covers the key topics of Monte Carlo methods to the depth necessary for a researcher to design, implement, and analyze a full Monte Carlo study of a mathematical or scientific problem. The ideas are illustrated with diverse running examples. There are exercises sprinkled throughout the text. The topics covered include computer generation of random variables, techniques and examples for variance reduction of Monte Carlo estimates, Markov chain Monte Carlo, and statistical analysis of Monte Carlo output.
Download or read book Monte Carlo Methods written by Malvin H. Kalos and published by Wiley-VCH. This book was released on 1986-10-29 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic themes. The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modelling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on that example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrodinger equation by random walks. The detailed discussion of variance reduction includes Monte Carlo evaluation of finite-dimensional integrals. Special attention is given to importance sampling, partly because of its intrinsic interest in quadrature, partly because of its general usefulness in the solution of integral equations. One significant feature is that Monte Carlo Methods treats the "Metropolis algorithm" in the context of sampling methods, clearly distinguishing it from importance sampling. Physicists, chemists, statisticians, mathematicians, and computer scientists will find Monte Carlo Methods a complete and stimulating introduction.
Download or read book A Practical Manual on the Monte Carlo Method for Random Walk Problems written by E. D. Cashwell and published by . This book was released on 1957 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book International Aerospace Abstracts written by and published by . This book was released on 1972 with total page 790 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government Reports Announcements written by and published by . This book was released on 1974 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exploring Monte Carlo Methods written by William L. Dunn and published by Elsevier. This book was released on 2022-06-07 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning. Provides a comprehensive yet concise treatment of Monte Carlo methods Uses the famous "Buffon’s needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions
Download or read book Government Reports Announcements Index written by and published by . This book was released on 1974 with total page 844 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Aeronautical Journal written by and published by . This book was released on 1974 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government Reports Index written by and published by . This book was released on 1975 with total page 1096 pages. Available in PDF, EPUB and Kindle. Book excerpt:
