Download or read book Multi level Monte Carlo Finite Difference and Finite Volume Methods for Stochastic Linear Hyperbolic Systems written by Jonas Šukys and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Robust Multi level Monte Carlo Finite Volume Methods for Systems of Hyperbolic Conservation Laws with Random Input Data written by Jonas Šukys and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Finite Volume Methods for Hyperbolic Problems written by Randall J. LeVeque and published by Cambridge University Press. This book was released on 2002-08-26 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description

Download or read book Parallel Processing and Applied Mathematics written by Roman Wyrzykowski and published by Springer. This book was released on 2014-05-05 with total page 817 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume-set (LNCS 8384 and 8385) constitutes the refereed proceedings of the 10th International Conference of Parallel Processing and Applied Mathematics, PPAM 2013, held in Warsaw, Poland, in September 2013. The 143 revised full papers presented in both volumes were carefully reviewed and selected from numerous submissions. The papers cover important fields of parallel/distributed/cloud computing and applied mathematics, such as numerical algorithms and parallel scientific computing; parallel non-numerical algorithms; tools and environments for parallel/distributed/cloud computing; applications of parallel computing; applied mathematics, evolutionary computing and metaheuristics.

Download or read book Solving Hyperbolic Equations with Finite Volume Methods written by M. Elena Vázquez-Cendón and published by Springer. This book was released on 2015-04-16 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finite volume methods are used in numerous applications and by a broad multidisciplinary scientific community. The book communicates this important tool to students, researchers in training and academics involved in the training of students in different science and technology fields. The selection of content is based on the author’s experience giving PhD and master courses in different universities. In the book the introduction of new concepts and numerical methods go together with simple exercises, examples and applications that contribute to reinforce them. In addition, some of them involve the execution of MATLAB codes. The author promotes an understanding of common terminology with a balance between mathematical rigor and physical intuition that characterizes the origin of the methods. This book aims to be a first contact with finite volume methods. Once readers have studied it, they will be able to follow more specific bibliographical references and use commercial programs or open source software within the framework of Computational Fluid Dynamics (CFD).

Download or read book Monte Carlo and Quasi Monte Carlo Methods 2012 written by Josef Dick and published by Springer Science & Business Media. This book was released on 2013-12-05 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

Download or read book Monte Carlo Methods and Stochastic Processes written by Emmanuel Gobet and published by CRC Press. This book was released on 2016-09-15 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. The book begins with a history of Monte-Carlo methods and an overview of three typical Monte-Carlo problems: numerical integration and computation of expectation, simulation of complex distributions, and stochastic optimization. The remainder of the text is organized in three parts of progressive difficulty. The first part presents basic tools for stochastic simulation and analysis of algorithm convergence. The second part describes Monte-Carlo methods for the simulation of stochastic differential equations. The final part discusses the simulation of non-linear dynamics.

Download or read book Hyperbolic Problems Theory Numerics Applications Volume II written by Carlos Parés and published by Springer Nature. This book was released on with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Adaptive Multi Level Monte Carlo and Stochastic Collocation Methods for Hyperbolic Partial Differential Equations with Random Data on Networks written by Elisa Strauch and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Uncertainty Quantification for Hyperbolic and Kinetic Equations written by Shi Jin and published by Springer. This book was released on 2018-03-20 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores recent advances in uncertainty quantification for hyperbolic, kinetic, and related problems. The contributions address a range of different aspects, including: polynomial chaos expansions, perturbation methods, multi-level Monte Carlo methods, importance sampling, and moment methods. The interest in these topics is rapidly growing, as their applications have now expanded to many areas in engineering, physics, biology and the social sciences. Accordingly, the book provides the scientific community with a topical overview of the latest research efforts.

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 Multi level Monte Carlo Finite Volume Methods for Nonlinear Systems of Conservation Laws in Multi dimensions written by S. Mishra and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Multilevel Monte Carlo Method for Parabolic Stochastic Partial Differential Equations written by Andrea Barth and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Uncertainty Quantification in Computational Fluid Dynamics written by Hester Bijl and published by Springer Science & Business Media. This book was released on 2013-09-20 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fluid flows are characterized by uncertain inputs such as random initial data, material and flux coefficients, and boundary conditions. The current volume addresses the pertinent issue of efficiently computing the flow uncertainty, given this initial randomness. It collects seven original review articles that cover improved versions of the Monte Carlo method (the so-called multi-level Monte Carlo method (MLMC)), moment-based stochastic Galerkin methods and modified versions of the stochastic collocation methods that use adaptive stencil selection of the ENO-WENO type in both physical and stochastic space. The methods are also complemented by concrete applications such as flows around aerofoils and rockets, problems of aeroelasticity (fluid-structure interactions), and shallow water flows for propagating water waves. The wealth of numerical examples provide evidence on the suitability of each proposed method as well as comparisons of different approaches.

Download or read book Finite Volumes for Complex Applications IX Methods Theoretical Aspects Examples written by Robert Klöfkorn and published by Springer Nature. This book was released on 2020-06-09 with total page 727 pages. Available in PDF, EPUB and Kindle. Book excerpt: The proceedings of the 9th conference on "Finite Volumes for Complex Applications" (Bergen, June 2020) are structured in two volumes. The first volume collects the focused invited papers, as well as the reviewed contributions from internationally leading researchers in the field of analysis of finite volume and related methods. Topics covered include convergence and stability analysis, as well as investigations of these methods from the point of view of compatibility with physical principles. Altogether, a rather comprehensive overview is given on the state of the art in the field. The properties of the methods considered in the conference give them distinguished advantages for a number of applications. These include fluid dynamics, magnetohydrodynamics, structural analysis, nuclear physics, semiconductor theory, carbon capture utilization and storage, geothermal energy and further topics. The second volume covers reviewed contributions reporting successful applications of finite volume and related methods in these fields. The finite volume method in its various forms is a space discretization technique for partial differential equations based on the fundamental physical principle of conservation. Many finite volume methods preserve further qualitative or asymptotic properties, including maximum principles, dissipativity, monotone decay of free energy, and asymptotic stability, making the finite volume methods compatible discretization methods, which preserve qualitative properties of continuous problems at the discrete level. This structural approach to the discretization of partial differential equations becomes particularly important for multiphysics and multiscale applications. The book is a valuable resource for researchers, PhD and master’s level students in numerical analysis, scientific computing and related fields such as partial differential equations, as well as engineers working in numerical modeling and simulations.

Download or read book Finite Volume Methods for Hyperbolic Problems written by Randall LeVeque and published by . This book was released on 2002 with total page 578 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains an introduction to hyperbolic partial differential equations and a powerful class of numerical methods for approximating their solution, including both linear problems and nonlinear conservation laws. These equations describe a wide range of wave propagation and transport phenomena arising in nearly every scientific and engineering discipline. Several applications are described in a self-contained manner, along with much of the mathematical theory of hyperbolic problems. High-resolution versions of Godunov's method are developed, in which Riemann problems are solved to determine the local wave structure and limiters are then applied to eliminate numerical oscillations. These methods were originally designed to capture shock waves accurately, but are also useful tools for studying linear wave-propagation problems, particularly in heterogenous material. The methods studied are implemented in the CLAWPACK software package and source code for all the examples presented can be found on the web, along with animations of many of the simulations. This provides an excellent learning environment for understanding wave propagation phenomena and finite volume methods.

Download or read book Multi level Monte Carlo Finite Volume Methods for Shallow Water Equations with Uncertain Topography in Multi dimensions written by S. Mishra and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: