Download or read book Simulation and the Monte Carlo Method written by Reuven Y. Rubinstein and published by . This book was released on 2016 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Student Solutions Manual to accompany Simulation and the Monte Carlo Method Student Solutions Manual written by Dirk P. Kroese and published by John Wiley & Sons. This book was released on 2012-01-20 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years 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 the transform likelihood ratio method and the screening 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 to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB® programs. Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in 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.

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 2009-09-25 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.

Download or read book Monte Carlo Simulation in Statistical Physics written by Kurt Binder and published by Springer. This book was released on 1992 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body systems in condensed-matter physics and related fields of physics, chemistry and beyond, to traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, probability distributions are calculated, allowing the estimation of the thermodynamic properties of various systems. This book describes the theoretical background to several variants of these Monte Carlo methods and gives a systematic presentation from which newcomers can learn to perform such simulations and to analyze their results. This fourth edition has been updated and a new chapter on Monte Carlo simulation of quantum-mechanical problems has been added. To help students in their work a special web server has been installed to host programs and discussion groups (http: //wwwcp.tphys.uni-heidelberg.de). Prof. Binder was the winner of the Berni J. Alder CECAM Award for Computational Physics 2001.

Download or read book A Primer for the Monte Carlo Method written by Ilya M. Sobol and published by CRC Press. This book was released on 2018-04-24 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.

Download or read book A Guide to Monte Carlo Simulations in Statistical Physics written by David P. Landau and published by Cambridge University Press. This book was released on 2009-09-10 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book expands the topic of Monte Carlo simulation for graduate students and researchers in physics.

Download or read book The Monte Carlo Method written by I. M. Sobol and published by . This book was released on 1975 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introducing Monte Carlo Methods with R written by Christian P. Robert and published by . This book was released on 2010-04-17 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimization of Weighted Monte Carlo Methods written by Gennadii A. Mikhailov and published by Springer. This book was released on 1992-02-13 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is based on the munerical realization of natural or artificial models of the phenomena under considerations. In contrast to classical computing methods the Monte Carlo efficiency depends weakly on the dimen sion and geometric details of the problem. The method is used for solving complex problems of the radiation transfer theory, turbulent diffusion, chemi cal kinetics, theory of rarefied gases, diffraction of waves on random surfaces, etc. The Monte Carlo method is especially effective when using multi-processor computing systems which allow many independent statistical experiments to be simulated simultaneously. The weighted Monte Carlo estimates are constructed in order to diminish errors and to obtain dependent estimates for the calculated functionals for different values of parameters of the problem, i.e., to improve the functional dependence. In addition, the weighted estimates make it possible to evaluate special functionals, for example, the derivatives with respect to the parameters. There are many works concerned with the development of the weighted estimates. In Chap. 1 we give the necessary information about these works and present a set of illustrations. The rest of the book is devoted to the solution of a series of mathematical problems related to the optimization of the weighted Monte Carlo estimates.

Download or read book Monte Carlo Methods written by Malvin H. Kalos and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Monte Carlo Methods written by J.M. Hammersley and published by . This book was released on 1964 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Explorations in Monte Carlo Methods written by Ronald W. Shonkwiler and published by . This book was released on 2024 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo Methods are among the most used, and useful, computational tools available today. They provide efficient and practical algorithms to solve a wide range of scientific and engineering problems in dozens of areas many of which are covered in this text. These include simulation, optimization, finance, statistical mechanics, birth and death processes, Bayesian inference, quadrature, gambling systems and more. This text is for students of engineering, science, economics and mathematics who want to learn about Monte Carlo methods but have only a passing acquaintance with probability theory. The probability needed to understand the material is developed within the text itself in a direct manner using Monte Carlo experiments for reinforcement. There is a prerequisite of at least one year of calculus and a semester of matrix algebra. Each new idea is carefully motivated by a realistic problem, thus leading to insights into probability theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. All examples in the text are coded in Python as a representative language; the logic is sufficiently clear so as to be easily translated into any other language. Further, Python scripts for each worked example are freely accessible for each chapter. Along the way, most of the basic theory of probability is developed in order to illuminate the solutions to the questions posed. One of the strongest features of the book is the wealth of completely solved example problems. These provide the reader with a sourcebook to follow towards the solution of their own computational problems. Each chapter ends with a large collection of homework problems illustrating and directing the material. This book is suitable as a textbook for students of engineering, finance, and the sciences as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability as well as for a more specialized course in Monte Carlo Methods. Topics include probability distributions, probability calculations, sampling, counting combinatorial objects, Markov chains, random walks, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, random number generation, Bayesian Inference, Gibbs Sampling and Monte Carlo integration.

Download or read book The Monte Carlo Method written by Ilʹi͡a Meerovich Sobolʹ and published by . This book was released on 1974 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimization of Weighted Monte Carlo Methods written by Gennadii A. Mikhailov and published by Springer. This book was released on 1992 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is based on the munerical realization of natural or artificial models of the phenomena under considerations. In contrast to classical computing methods the Monte Carlo efficiency depends weakly on the dimen sion and geometric details of the problem. The method is used for solving complex problems of the radiation transfer theory, turbulent diffusion, chemi cal kinetics, theory of rarefied gases, diffraction of waves on random surfaces, etc. The Monte Carlo method is especially effective when using multi-processor computing systems which allow many independent statistical experiments to be simulated simultaneously. The weighted Monte Carlo estimates are constructed in order to diminish errors and to obtain dependent estimates for the calculated functionals for different values of parameters of the problem, i.e., to improve the functional dependence. In addition, the weighted estimates make it possible to evaluate special functionals, for example, the derivatives with respect to the parameters. There are many works concerned with the development of the weighted estimates. In Chap. 1 we give the necessary information about these works and present a set of illustrations. The rest of the book is devoted to the solution of a series of mathematical problems related to the optimization of the weighted Monte Carlo estimates.

Download or read book Recurrent Events Data Analysis for Product Repairs Disease Recurrences and Other Applications written by Wayne B. Nelson and published by SIAM. This book was released on 2003-01-01 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. However, many applications involve repeated-events data, where a unit may accumulate numerous events over time. This applied book provides practitioners with basic nonparametric methods for such data.

Download or read book Production and Operations Analysis written by Steven Nahmias and published by McGraw-Hill. This book was released on 2009 with total page 789 pages. Available in PDF, EPUB and Kindle. Book excerpt: Production and Operations Analysis, 6/e by Steven Nahmias provides a survey of the analytical methods used to support the functions of production and operations management. This latest edition maintains the focus on continual process improvement while enhancing the technical content of the book. Both analytical methods centered on factory and service processes, as well as process issues across the supply chain, are included. As always, the text presents the most cutting-edge quantitative models used in operations in a clear, accessible manner. While the familiar structure and organization of the text remains the same as previous editions, the current edition includes several new topics aimed at enhancing the technical content of the book.

Download or read book Polymer Nanocomposites written by Aravind Dasari and published by Springer. This book was released on 2016-06-28 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This highlights ongoing research efforts on different aspects of polymer nanocomposites and explores their potentials to exhibit multi-functional properties. In this context, it addresses both fundamental and advanced concepts, while delineating the parameters and mechanisms responsible for these potentials. Aspects considered include embrittlement/toughness; wear/scratch behaviour; thermal stability and flame retardancy; barrier, electrical and thermal conductivity; and optical and magnetic properties. Further, the book was written as a coherent unit rather than a collection of chapters on different topics. As such, the results, analyses and discussions presented herein provide a guide for the development of a new class of multi-functional nanocomposites. Offering an invaluable resource for materials researchers and postgraduate students in the polymer composites field, they will also greatly benefit materials