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 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 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 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 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 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 Nonlinear Stability of Finite Volume Methods for Hyperbolic Conservation Laws written by François Bouchut and published by Springer Science & Business Media. This book was released on 2004-06-25 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: The schemes are analyzed regarding their nonlinear stability Recently developed entropy schemes are presented A formalism is introduced for source terms
Download or read book Multi Level Monte Carlo Finite Volume Methods for Uncertainty Quantification of Acoustic Wave Propagation in Random Heterogeneous Layered Medium written by Siddharta Sankar Mishra 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 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 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 Multi level Monte Carlo Finite Volume Methods for Uncertainty Quantification in Nonlinear Systems of Balance Laws written by Siddhartha Mishra (Mathematiker.) and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Monte Carlo Methods written by Abdo Abou Jaoudé and published by BoD – Books on Demand. This book was released on 2022-03-09 with total page 234 pages. Available in PDF, EPUB and Kindle. Book excerpt: In applied mathematics, the name Monte Carlo is given to the method of solving problems by means of experiments with random numbers. This name, after the casino at Monaco, was first applied around 1944 to the method of solving deterministic problems by reformulating them in terms of a problem with random elements, which could then be solved by large-scale sampling. But, by extension, the term has come to mean any simulation that uses random numbers. Monte Carlo methods have become among the most fundamental techniques of simulation in modern science. This book is an illustration of the use of Monte Carlo methods applied to solve specific problems in mathematics, engineering, physics, statistics, and science in general.
Download or read book Monte Carlo Methods in Statistical Physics written by M. E. J. Newman and published by Clarendon Press. This book was released on 1999-02-11 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to Monte Carlo simulations in classical statistical physics and is aimed both at students beginning work in the field and at more experienced researchers who wish to learn more about Monte Carlo methods. The material covered includes methods for both equilibrium and out of equilibrium systems, and common algorithms like the Metropolis and heat-bath algorithms are discussed in detail, as well as more sophisticated ones such as continuous time Monte Carlo, cluster algorithms, multigrid methods, entropic sampling and simulated tempering. Data analysis techniques are also explained starting with straightforward measurement and error-estimation techniques and progressing to topics such as the single and multiple histogram methods and finite size scaling. The last few chapters of the book are devoted to implementation issues, including discussions of such topics as lattice representations, efficient implementation of data structures, multispin coding, parallelization of Monte Carlo algorithms, and random number generation. At the end of the book the authors give a number of example programmes demonstrating the applications of these techniques to a variety of well-known models.
Download or read book Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics written by Michele Pisaroni and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Mots-clés de l'auteur: Uncertainty Quantification ; Multi Level Monte Carlo ; Continuation Multi Level Monte Carlo ; Robust Design Optimization ; Reliability-based Design Optimization ; Optimization Under Uncertainties ; Aeronautics ; Aerodynamics.
Download or read book Quantum Monte Carlo Methods in Condensed Matter Physics written by Masuo Suzuki and published by World Scientific. This book was released on 1993 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews recent developments of quantum Monte Carlo methods and some remarkable applications to interacting quantum spin systems and strongly correlated electron systems. It contains twenty-two papers by thirty authors. Some of the features are as follows. The first paper gives the foundations of the standard quantum Monte Carlo method, including some recent results on higher-order decompositions of exponential operators and ordered exponentials. The second paper presents a general review of quantum Monte Carlo methods used in the present book. One of the most challenging problems in the field of quantum Monte Carlo techniques, the negative-sign problem, is also discussed and new methods proposed to partially overcome it. In addition, low-dimensional quantum spin systems are studied. Some interesting applications of quantum Monte Carlo methods to fermion systems are also presented to investigate the role of strong correlations and fluctuations of electrons and to clarify the mechanism of high-c superconductivity. Not only thermal properties but also quantum-mechanical ground-state properties have been studied by the projection technique using auxiliary fields. Further, the Haldane gap is confirmed by numerical calculations. Active researchers in the forefront of condensed matter physics as well as young graduate students who want to start learning the quantum Monte Carlo methods will find this book useful.
Download or read book Multilevel Monte Carlo Front tracking for Random Scalar Conservation Laws written by Nils Henrik Risebro 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 Simulation and the Monte Carlo Method written by Reuven Y. Rubinstein and published by John Wiley & Sons. This book was released on 2016-10-21 with total page 470 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.
