Download or read book On the Use of Transport and Optimal Control Methods for Monte Carlo Simulation written by Jeremy Heng and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Application of Monte Carlo Method to Optimal Control Problems written by Hiromitsu Kumamoto and published by . This book was released on 1972 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to Monte Carlo Methods for Transport and Diffusion Equations written by Bernard Lapeyre and published by OUP Oxford. This book was released on 2003 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is used by for the resolution of partial differential equations, trasnport equations, the Boltzmann equation and the parabolic equations of diffusion.
Download or read book Advanced Simulation Based Methods for Optimal Stopping and Control written by Denis Belomestny and published by Springer. This book was released on 2018-01-31 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.
Download or read book Monte Carlo Particle Transport Methods written by I. Lux and published by CRC Press. This book was released on 2018-05-04 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this book we try to reach several more-or-less unattainable goals namely: To compromise in a single book all the most important achievements of Monte Carlo calculations for solving neutron and photon transport problems. To present a book which discusses the same topics in the three levels known from the literature and gives us useful information for both beginners and experienced readers. It lists both well-established old techniques and also newest findings.
Download or read book Optimal Control and Modelling of Distributed Parameter Systems the Use of Monte Carlo Methods written by and published by . This book was released on 1971 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Monte Carlo Primer written by Stephen A. Dupree and published by Springer Science & Business Media. This book was released on 2012-09-07 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: The mathematical technique of Monte Carlo, as applied to the transport of sub-atomic particles, has been described in numerous reports and books since its formal development in the 1940s. Most of these instructional efforts have been directed either at the mathematical basis of the technique or at its practical application as embodied in the several large, formal computer codes available for performing Monte Carlo transport calculations. This book attempts to fill what appears to be a gap in this Monte Carlo literature between the mathematics and the software. Thus, while the mathematical basis for Monte Carlo transport is covered in some detail, emphasis is placed on the application of the technique to the solution of practical radiation transport problems. This is done by using the PC as the basic teaching tool. This book assumes the reader has a knowledge of integral calculus, neutron transport theory, and Fortran programming. It also assumes the reader has available a PC with a Fortran compiler. Any PC of reasonable size should be adequate to reproduce the examples or solve the exercises contained herein. The authors believe it is important for the reader to execute these examples and exercises, and by doing so to become accomplished at preparing appropriate software for solving radiation transport problems using Monte Carlo. The step from the software described in this book to the use of production Monte Carlo codes should be straightforward.
Download or read book Transport Simulation in Microelectronics written by Alfred Kersch and published by Birkhäuser. This book was released on 2012-12-06 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computer simulation of semiconductor processing equipment and devices requires the use of a wide variety of numerical methods. Of these methods, the Monte Carlo approach is perhaps most fundamentally suited to mod eling physical events occurring on microscopic scales which are intricately connected to the particle structure of nature. Here physical phenomena can be simulated by following simulation particles (such as electrons, molecules, photons, etc. ) through a statistical sampling of scattering events. Monte Carlo is, however, generally looked on as a last resort due to the extremely slow convergence of these methods. It is of interest, then, to examine when in microelectronics it is necessary to use Monte Carlo methods, how such methods may be improved, and what are the alternatives. This book ad dresses three general areas of simulation which frequently arise in semicon ductor modeling where Monte Carlo methods playa significant role. In the first chapter the basic mathematical theory of the Boltzmann equation for particle transport is presented. The following chapters are devoted to the modeling of the transport processes and the associated Monte Carlo meth ods. Specific examples of industrial applications illustrate the effectiveness and importance of these methods. Two of these areas concern simulation of physical particles which may be assigned a time dependent position and velocity. This includes the molecules of a dilute gas used in such processing equipment as chemi cal vapor decomposition reactors and sputtering reactors. We also consider charged particles moving within a semiconductor lattice.
Download or read book Optimal Control and Modelling of Distributed Parameter Systems The Use of Monte Carlo Methods written by R. R. Khanna and published by . This book was released on 1970 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Monte Carlo Methods for Particle Transport written by Alireza Haghighat and published by CRC Press. This book was released on 2020-08-09 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fully updated with the latest developments in the eigenvalue Monte Carlo calculations and automatic variance reduction techniques and containing an entirely new chapter on fission matrix and alternative hybrid techniques. This second edition explores the uses of the Monte Carlo method for real-world applications, explaining its concepts and limitations. Featuring illustrative examples, mathematical derivations, computer algorithms, and homework problems, it is an ideal textbook and practical guide for nuclear engineers and scientists looking into the applications of the Monte Carlo method, in addition to students in physics and engineering, and those engaged in the advancement of the Monte Carlo methods. Describes general and particle-transport-specific automated variance reduction techniques Presents Monte Carlo particle transport eigenvalue issues and methodologies to address these issues Presents detailed derivation of existing and advanced formulations and algorithms with real-world examples from the author’s research activities
Download or read book Monte Carlo Methods written by J. Hammersley and published by Springer Science & Business Media. This book was released on 2013-03-07 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph surveys the present state of Monte Carlo methods. we have dallied with certain topics that have interested us Although personally, we hope that our coverage of the subject is reasonably complete; at least we believe that this book and the references in it come near to exhausting the present range of the subject. On the other hand, there are many loose ends; for example we mention various ideas for variance reduction that have never been seriously appli(:d in practice. This is inevitable, and typical of a subject that has remained in its infancy for twenty years or more. We are convinced Qf:ver theless that Monte Carlo methods will one day reach an impressive maturity. The main theoretical content of this book is in Chapter 5; some readers may like to begin with this chapter, referring back to Chapters 2 and 3 when necessary. Chapters 7 to 12 deal with applications of the Monte Carlo method in various fields, and can be read in any order. For the sake of completeness, we cast a very brief glance in Chapter 4 at the direct simulation used in industrial and operational research, where the very simplest Monte Carlo techniques are usually sufficient. We assume that the reader has what might roughly be described as a 'graduate' knowledge of mathematics. The actual mathematical techniques are, with few exceptions, quite elementary, but we have freely used vectors, matrices, and similar mathematical language for the sake of conciseness.
Download or read book Monte Carlo Principles and Neutron Transport Problems written by Jerome Spanier and published by Courier Corporation. This book was released on 2008-01-01 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-part treatment introduces the general principles of the Monte Carlo method within a unified mathematical point of view, applying them to problems in neutron transport. It describes several efficiency-enhancing approaches, including the method of superposition and simulation of the adjoint equation based on reciprocity. The first half of the book presents an exposition of the fundamentals of Monte Carlo methods, examining discrete and continuous random walk processes and standard variance reduction techniques. The second half of the text focuses directly on the methods of superposition and reciprocity, illustrating their applications to specific neutron transport problems. Topics include the computation of thermal neutron fluxes and the superposition principle in resonance escape computations.
Download or read book Advanced Monte Carlo for Radiation Physics Particle Transport Simulation and Applications written by Andreas Kling and published by Springer Science & Business Media. This book was released on 2014-02-22 with total page 1200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the state of the art of Monte Carlo methods in radiation physics and particle transport simulation and applications. Special attention is paid to algorithm development for modeling, and the analysis of experiments and measurements in a variety of fields.
Download or read book Simulation and the Monte Carlo Method written by Reuven Y. Rubinstein and published by John Wiley & Sons. This book was released on 2016-11-07 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples. The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on: • Random number generation, including multiple-recursive generators and the Mersenne Twister • Simulation of Gaussian processes, Brownian motion, and diffusion processes • Multilevel Monte Carlo method • New enhancements of the cross-entropy (CE) method, including the “improved” CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters • Over 100 algorithms in modern pseudo code with flow control • Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method. Reuven Y. Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting. Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia. He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.
Download or read book Monte Carlo Methods for Applied Scientists written by Ivan 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. Sample Chapter(s). Chapter 1: Introduction (231 KB). Contents: Basic Results of Monte Carlo Integration; Optimal Monte Carlo Method for Multidimensional Integrals of Smooth Functions; Iterative Monte Carlo Methods for Linear Equations; Markov Chain Monte Carlo Methods for Eigenvalue Problems; Monte Carlo Methods for Boundary-Value Problems (BVP); Superconvergent Monte Carlo for Density Function Simulation by B-Splines; Solving Non-Linear Equations; Algorithmic Effciency for Different Computer Models; Applications for Transport Modeling in Semiconductors and Nanowires. Readership: Applied scientists and mathematicians.
Download or read book Particle Transport Simulation with the Monte Carlo Method written by Leland Lavele Carter and published by . This book was released on 1975 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Monte Carlo Method for Semiconductor Device Simulation written by Carlo Jacoboni and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the application of the Monte Carlo method to the simulation of semiconductor devices, reviewing the physics of transport in semiconductors, followed by an introduction to the physics of semiconductor devices.
