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 Percolation written by Geoffrey R. Grimmett and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: Percolation theory is the study of an idealized random medium in two or more dimensions. The emphasis of this book is upon core mathematical material and the presentation of the shortest and most accessible proofs. Much new material appears in this second edition including dynamic and static renormalization, strict inequalities between critical points, a sketch of the lace expansion, and several essays on related fields and applications.

Download or read book Percolation Structures and Processes written by Guy Deutscher and published by . This book was released on 1983 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Applications Of Percolation Theory written by M Sahini and published by CRC Press. This book was released on 2003-07-13 with total page 289 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the past two decades percolation theory has been used to explain and model a wide variety of phenomena that are of industrial and scientific importance. Examples include characterization of porous materials and reservoir rocks, fracture patterns and earthquakes in rocks, calculation of effective transport properties of porous media permeability, conductivity, diffusivity, etc., groundwater flow, polymerization and gelation, biological evolution, galactic formation in the universe, spread of knowledge, and many others. Most of such applications have resulted in qualitative as well as quantitative predictions for the system of interest. This book attempts to describe in simple terms some of these applications, outline the results obtained so far, and provide further references for future reading.

Download or read book Percolation Processes written by A.E. Rodrigues and published by Springer. This book was released on 1981-03-31 with total page 604 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the NATO Advanced Study Institute on Percolation Processes: Theory and Applications Held at Espinho, Portugal, July 17-29, 1978

Download or read book Percolation written by Geoffrey Grimmett and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quite apart from the fact that percolation theory had its ongm in an honest applied problem, it is a source of fascinating problems of the best kind for which a mathematician can wish: problems which are easy to state with a minimum of preparation, but whose solutions are apparently difficult and require new methods. At the same time, many of the prob lems are of interest to or proposed by statistical physicists and not dreamed up merely to demonstrate ingenuity. Much progress has been made in recent years, and many of the open problems of ten years aga have been solved. With such solutions we have seen the evolution of new techniques and questions; the consequent knowledge has shifted the ground under percolation, and it is time to examine afresh the mathematics of the subject. The quantity of literature related to percolation seems to grow hour by hour, mostly in the physics journals. It is becoming increasingly diffi cult to get to know the subject from scratch, and one of the principal purposes of this book is to remedy this. This book is about the mathematics of percolation theory, with the emphasis upon presenting the shortest rigorous proofs of the main facts.

Download or read book Percolation written by Bela Bollobás and published by Cambridge University Press. This book was released on 2006-09-21 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, first published in 2006, is an account of percolation theory and its ramifications.

Download or read book A Short History of Mathematical Population Dynamics written by Nicolas Bacaër and published by Springer Science & Business Media. This book was released on 2011-02-01 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: As Eugene Wigner stressed, mathematics has proven unreasonably effective in the physical sciences and their technological applications. The role of mathematics in the biological, medical and social sciences has been much more modest but has recently grown thanks to the simulation capacity offered by modern computers. This book traces the history of population dynamics---a theoretical subject closely connected to genetics, ecology, epidemiology and demography---where mathematics has brought significant insights. It presents an overview of the genesis of several important themes: exponential growth, from Euler and Malthus to the Chinese one-child policy; the development of stochastic models, from Mendel's laws and the question of extinction of family names to percolation theory for the spread of epidemics, and chaotic populations, where determinism and randomness intertwine. The reader of this book will see, from a different perspective, the problems that scientists face when governments ask for reliable predictions to help control epidemics (AIDS, SARS, swine flu), manage renewable resources (fishing quotas, spread of genetically modified organisms) or anticipate demographic evolutions such as aging.

Download or read book Percolation Processes written by Alírio E. Rodrigues and published by . This book was released on 1981 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Percolation Theory In Reservoir Engineering written by King Peter and published by World Scientific. This book was released on 2018-09-14 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to develop the ideas from fundamentals of percolation theory to practical reservoir engineering applications. Through a focus on field scale applications of percolation concepts to reservoir engineering problems, it offers an approximation method to determine many important reservoir parameters, such as effective permeability and reservoir connectivity and the physical analysis of some reservoir engineering properties. Starring with the concept of percolation theory, it then develops into methods to simple geological systems like sand-bodies and fractures. The accuracy and efficiency of the percolation concept for these is explained and further extended to more complex realistic models.Percolation Theory in Reservoir Engineering primarily focuses on larger reservoir scale flow and demonstrates methods that can be used to estimate large scale properties and their uncertainty, crucial for major development and investment decisions in hydrocarbon recovery. remove

Download or read book Continuum Percolation written by Ronald Meester and published by Cambridge University Press. This book was released on 1996-06-13 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many phenomena in physics, chemistry, and biology can be modelled by spatial random processes. One such process is continuum percolation, which is used when the phenomenon being modelled is made up of individual events that overlap, for example, the way individual raindrops eventually make the ground evenly wet. This is a systematic rigorous account of continuum percolation. Two models, the Boolean model and the random connection model, are treated in detail, and related continuum models are discussed. All important techniques and methods are explained and applied to obtain results on the existence of phase transitions, equality and continuity of critical densities, compressions, rarefaction, and other aspects of continuum models. This self-contained treatment, assuming only familiarity with measure theory and basic probability theory, will appeal to students and researchers in probability and stochastic geometry.

Download or read book Percolation Theory for Mathematicians written by Kesten and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quite apart from the fact that percolation theory had its orlgln in an honest applied problem (see Hammersley and Welsh (1980)), it is a source of fascinating problems of the best kind a mathematician can wish for: problems which are easy to state with a minimum of preparation, but whose solutions are (apparently) difficult and require new methods. At the same time many of the problems are of interest to or proposed by statistical physicists and not dreamt up merely to demons~te ingenuity. Progress in the field has been slow. Relatively few results have been established rigorously, despite the rapidly growing literature with variations and extensions of the basic model, conjectures, plausibility arguments and results of simulations. It is my aim to treat here some basic results with rigorous proofs. This is in the first place a research monograph, but there are few prerequisites; one term of any standard graduate course in probability should be more than enough. Much of the material is quite recent or new, and many of the proofs are still clumsy. Especially the attempt to give proofs valid for as many graphs as possible led to more complications than expected. I hope that the Applications and Examples provide justifi cation for going to this level of generality.

Download or read book Applications of Percolation Theory written by Muhammad Sahimi and published by Springer Nature. This book was released on 2023-03-18 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this book was published in 1994. Since then considerable progress has been made in both theoretical developments of percolation theory, and in its applications. The 2nd edition of this book is a response to such developments. Not only have all of the chapters of the 1st edition been completely rewritten, reorganized, and updated all the way to 2022, but also 8 new chapters have been added that describe extensive new applications, including biological materials, networks and graphs, directed percolation, earthquakes, geochemical processes, and large-scale real world problems, from spread of technology to ad-hoc mobile networks.

Download or read book Bernoulli 1713 Bayes 1763 Laplace 1913 written by Jerzy Neyman and published by . This book was released on 1965 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Spatial Processes written by Petre Tautu and published by Springer. This book was released on 2006-11-14 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of a Conference held in Heidelberg, September 10 - 14, 1984

Download or read book Analysis and Stochastics of Growth Processes and Interface Models written by Peter Mörters and published by OUP Oxford. This book was released on 2008-07-24 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of topical survey articles by leading researchers in the fields of applied analysis and probability theory, working on the mathematical description of growth phenomena. Particular emphasis is on the interplay of the two fields, with articles by analysts being accessible for researchers in probability, and vice versa. Mathematical methods discussed in the book comprise large deviation theory, lace expansion, harmonic multi-scale techniques and homogenisation of partial differential equations. Models based on the physics of individual particles are discussed alongside models based on the continuum description of large collections of particles, and the mathematical theories are used to describe physical phenomena such as droplet formation, Bose-Einstein condensation, Anderson localization, Ostwald ripening, or the formation of the early universe. The combination of articles from the two fields of analysis and probability is highly unusual and makes this book an important resource for researchers working in all areas close to the interface of these fields.

Download or read book Spatial Stochastic Processes written by K.S. Alexander and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume has been created in honor of the seventieth birthday of Ted Harris, which was celebrated on January 11th, 1989. The papers rep resent the wide range of subfields of probability theory in which Ted has made profound and fundamental contributions. This breadth in Ted's research complicates the task of putting together in his honor a book with a unified theme. One common thread noted was the spatial, or geometric, aspect of the phenomena Ted investigated. This volume has been organized around that theme, with papers covering four major subject areas of Ted's research: branching processes, percola tion, interacting particle systems, and stochastic flows. These four topics do not· exhaust his research interests; his major work on Markov chains is commemorated in the standard technology "Harris chain" and "Harris recurrent" . The editors would like to take this opportunity to thank the speakers at the symposium and the contributors to this volume. Their enthusi astic support is a tribute to Ted Harris. We would like to express our appreciation to Annette Mosley for her efforts in typing the manuscripts and to Arthur Ogawa for typesetting the volume. Finally, we gratefully acknowledge the National Science Foundation and the University of South ern California for their financial support.