Download or read book Monte Carlo Applications in Systems Engineering written by A. Dubi and published by John Wiley & Sons. This book was released on 2000-01-21 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusses on the industry and use of mathematical methods, in particular the Monte Carlo method as a tool that can support and improve the engineering of systems. The application of the Monte Carlo method to system engineering is a new concept and the Monte Carlo method allows serious mathematical treatment of real-world industrial systems. This book which includes a large number of worked examples from real industrial problems, will prove a valuable reference source for students, researchers and engineers. It presents a unified approach to time-dependent system behavior in which the Monte Carlo method serves as a tool to obtain solutions to real-world challenges. The author suggest that efficiency can be increased through this integrated approach which combines previously independent considerations such as product reliability, maintenance requirements and the availability of spare parts. Features include: * Comprehensive coverage of the basic theory behind systems engineering and the Monte Carlo method enabling the reader to understand the concepts involved * Description of the method from the basic estimation of simple statistical processes, through the evaluation of multidimensional integrals to the solution of complex transport equations * Extensive examples detailing practical industrial applications for each of the techniques presented * Accompanying software (available via ftp) relating to specific examples which allows the reader to use the methods described to solve practical problems * Discussion of a variety of analytical tools from classical probabilistic methods to the concepts of event distribution, aging and Markovian methods explaining how these fit into the general systems engineering framework.
Download or read book The Monte Carlo Simulation Method for System Reliability and Risk Analysis written by Enrico Zio and published by Springer Science & Business Media. This book was released on 2012-11-02 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed. The Monte Carlo Simulation Method for System Reliability and Risk Analysis comprehensively illustrates the Monte Carlo simulation method and its application to reliability and system engineering. Readers are given a sound understanding of the fundamentals of Monte Carlo sampling and simulation and its application for realistic system modeling. Whilst many of the topics rely on a high-level understanding of calculus, probability and statistics, simple academic examples will be provided in support to the explanation of the theoretical foundations to facilitate comprehension of the subject matter. Case studies will be introduced to provide the practical value of the most advanced techniques. This detailed approach makes The Monte Carlo Simulation Method for System Reliability and Risk Analysis a key reference for senior undergraduate and graduate students as well as researchers and practitioners. It provides a powerful tool for all those involved in system analysis for reliability, maintenance and risk evaluations.
Download or read book Modeling and Simulation in the Systems Engineering Life Cycle written by Margaret L. Loper and published by Springer. This book was released on 2015-04-30 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This easy to read text provides a broad introduction to the fundamental concepts of modeling and simulation (M&S) and systems engineering, highlighting how M&S is used across the entire systems engineering lifecycle. Features: reviews the full breadth of technologies, methodologies and uses of M&S, rather than just focusing on a specific aspect of the field; presents contributions from specialists in each topic covered; introduces the foundational elements and processes that serve as the groundwork for understanding M&S; explores common methods and methodologies used in M&S; discusses how best to design and execute experiments, covering the use of Monte Carlo techniques, surrogate modeling and distributed simulation; explores the use of M&S throughout the systems development lifecycle, describing a number of methods, techniques, and tools available to support systems engineering processes; provides a selection of case studies illustrating the use of M&S in systems engineering across a variety of domains.
Download or read book Reliability Assessment of Electric Power Systems Using Monte Carlo Methods written by Billinton and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of quantitative reliability evaluation in electric power sys tems has now evolved to the point at which most utilities use these techniques in one or more areas of their planning, design, and operation. Most of the techniques in use are based on analytical models and resulting analytical evaluation procedures. Improvements in and availability of high-speed digi tal computers have created the opportunity to analyze many of these prob lems using stochastic simulation methods and over the last decade there has been increased interest in and use made of Monte Carlo simulation in quantitative power system reliability assessment. Monte Carlo simulation is not a new concept and recorded applications have existed for at least 50 yr. However, localized high-speed computers with large-capacity storage have made Monte Carlo simulation an available and sometimes preferable option for many power system reliability applications. Monte Carlo simulation is also an integral part of a modern undergrad uate or graduate course on reliability evaluation of general engineering systems or specialized areas such as electric power systems. It is hoped that this textbook will help formalize the many existing applications of Monte Carlo simulation and assist in their integration in teaching programs. This book presents the basic concepts associated with Monte Carlo simulation.
Download or read book System Engineering Science written by A. Dubi and published by . This book was released on 2003 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook in Monte Carlo Simulation written by Paolo Brandimarte and published by John Wiley & Sons. This book was released on 2014-06-20 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.
Download or read book Handbook of Monte Carlo Methods written by Dirk P. Kroese and published by John Wiley & Sons. This book was released on 2013-06-06 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.
Download or read book Monte Carlo Methods for Applied Scientists written by Ivan T. Dimov and published by World Scientific. This book was released on 2008 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is inherently parallel and the extensive and rapid development in parallel computers, computational clusters and grids has resulted in renewed and increasing interest in this method. At the same time there has been an expansion in the application areas and the method is now widely used in many important areas of science including nuclear and semiconductor physics, statistical mechanics and heat and mass transfer.This book attempts to bridge the gap between theory and practice concentrating on modern algorithmic implementation on parallel architecture machines. Although a suitable text for final year postgraduate mathematicians and computational scientists it is principally aimed at the applied scientists: only a small amount of mathematical knowledge is assumed and theorem proving is kept to a minimum, with the main focus being on parallel algorithms development often to applied industrial problems.A selection of algorithms developed both for serial and parallel machines are provided.
Download or read book Monte Carlo written by George Fishman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 721 pages. Available in PDF, EPUB and Kindle. Book excerpt: Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.
Download or read book Explorations in Monte Carlo Methods written by Ronald W. Shonkwiler and published by Springer Science & Business Media. This book was released on 2009-08-11 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics.
Download or read book Monte Carlo Calculations in Nuclear Medicine Second Edition written by Michael Ljungberg and published by CRC Press. This book was released on 2012-11-06 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: From first principles to current computer applications, Monte Carlo Calculations in Nuclear Medicine, Second Edition: Applications in Diagnostic Imaging covers the applications of Monte Carlo calculations in nuclear medicine and critically reviews them from a diagnostic perspective. Like the first edition, this book explains the Monte Carlo method and the principles behind SPECT and PET imaging, introduces the reader to some Monte Carlo software currently in use, and gives the reader a detailed idea of some possible applications of Monte Carlo in current research in SPECT and PET. New chapters in this edition cover codes and applications in pre-clinical PET and SPECT. The book explains how Monte Carlo methods and software packages can be applied to evaluate scatter in SPECT and PET imaging, collimation, and image deterioration. A guide for researchers and students developing methods to improve image resolution, it also demonstrates how Monte Carlo techniques can be used to simulate complex imaging systems.
Download or read book Modeling and Simulation Support for System of Systems Engineering Applications written by Larry B. Rainey and published by John Wiley & Sons. This book was released on 2015-02-09 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: “...a much-needed handbook with contributions from well-chosen practitioners. A primary accomplishment is to provide guidance for those involved in modeling and simulation in support of Systems of Systems development, more particularly guidance that draws on well-conceived academic research to define concepts and terms, that identifies primary challenges for developers, and that suggests fruitful approaches grounded in theory and successful examples.” Paul Davis, The RAND Corporation Modeling and Simulation Support for System of Systems Engineering Applications provides a comprehensive overview of the underlying theory, methods, and solutions in modeling and simulation support for system of systems engineering. Highlighting plentiful multidisciplinary applications of modeling and simulation, the book uniquely addresses the criteria and challenges found within the field. Beginning with a foundation of concepts, terms, and categories, a theoretical and generalized approach to system of systems engineering is introduced, and real-world applications via case studies and examples are presented. A unified approach is maintained in an effort to understand the complexity of a single system as well as the context among other proximate systems. In addition, the book features: Cutting edge coverage of modeling and simulation within the field of system of systems, including transportation, system health management, space mission analysis, systems engineering methodology, and energy State-of-the-art advances within multiple domains to instantiate theoretic insights, applicable methods, and lessons learned from real-world applications of modeling and simulation The challenges of system of systems engineering using a systematic and holistic approach Key concepts, terms, and activities to provide a comprehensive, unified, and concise representation of the field A collection of chapters written by over 40 recognized international experts from academia, government, and industry A research agenda derived from the contribution of experts that guides scholars and researchers towards open questions Modeling and Simulation Support for System of Systems Engineering Applications is an ideal reference and resource for academics and practitioners in operations research, engineering, statistics, mathematics, modeling and simulation, and computer science. The book is also an excellent course book for graduate and PhD-level courses in modeling and simulation, engineering, and computer science.
Download or read book Applications of Monte Carlo Methods in Biology Medicine and Other Fields of Science written by Charles J. Mode and published by BoD – Books on Demand. This book was released on 2011-02-28 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is an eclectic mix of applications of Monte Carlo methods in many fields of research should not be surprising, because of the ubiquitous use of these methods in many fields of human endeavor. In an attempt to focus attention on a manageable set of applications, the main thrust of this book is to emphasize applications of Monte Carlo simulation methods in biology and medicine.
Download or read book Theory Application and Implementation of Monte Carlo Method in Science and Technology written by Pooneh Saidi Bidokhti and published by BoD – Books on Demand. This book was released on 2019-12-18 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is a numerical technique to model the probability of all possible outcomes in a process that cannot easily be predicted due to the interference of random variables. It is a technique used to understand the impact of risk, uncertainty, and ambiguity in forecasting models. However, this technique is complicated by the amount of computer time required to achieve sufficient precision in the simulations and evaluate their accuracy. This book discusses the general principles of the Monte Carlo method with an emphasis on techniques to decrease simulation time and increase accuracy.
Download or read book Practical Reliability Engineering written by Patrick O'Connor and published by John Wiley & Sons. This book was released on 2012-01-30 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: With emphasis on practical aspects of engineering, this bestseller has gained worldwide recognition through progressive editions as the essential reliability textbook. This fifth edition retains the unique balanced mixture of reliability theory and applications, thoroughly updated with the latest industry best practices. Practical Reliability Engineering fulfils the requirements of the Certified Reliability Engineer curriculum of the American Society for Quality (ASQ). Each chapter is supported by practice questions, and a solutions manual is available to course tutors via the companion website. Enhanced coverage of mathematics of reliability, physics of failure, graphical and software methods of failure data analysis, reliability prediction and modelling, design for reliability and safety as well as management and economics of reliability programmes ensures continued relevance to all quality assurance and reliability courses. Notable additions include: New chapters on applications of Monte Carlo simulation methods and reliability demonstration methods. Software applications of statistical methods, including probability plotting and a wider use of common software tools. More detailed descriptions of reliability prediction methods. Comprehensive treatment of accelerated test data analysis and warranty data analysis. Revised and expanded end-of-chapter tutorial sections to advance students’ practical knowledge. The fifth edition will appeal to a wide range of readers from college students to seasoned engineering professionals involved in the design, development, manufacture and maintenance of reliable engineering products and systems. www.wiley.com/go/oconnor_reliability5
Download or read book Sequential Monte Carlo Methods in Practice written by Arnaud Doucet and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
