Download or read book Monte Carlo Methods for Partial Differential Equations With Applications to Electronic Design Automation written by Wenjian Yu and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is one of the top 10 algorithms in the 20th century. This book is focusing on the Monte Carlo method for solving deterministic partial differential equations (PDEs), especially its application to electronic design automation (EDA) problems. Compared with the traditional method, the Monte Carlo method is more efficient when point values or linear functional of the solution are needed, and has the advantages on scalability, parallelism, and stability of accuracy. This book presents a systematic introduction to the Monte Carlo method for solving major kinds of PDEs, and the detailed explanation of relevant techniques for EDA problems especially the cutting-edge algorithms of random walk based capacitance extraction. It includes about 100 figures and 50 tables, and brings the reader a close look to the newest research results and the sophisticated algorithmic skills in Monte Carlo simulation software.
Download or read book Monte Carlo Methods for Partial Differential Equations With Applications to Electronic Design Automation written by Wenjian Yu and published by Springer Nature. This book was released on 2022-09-02 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is one of the top 10 algorithms in the 20th century. This book is focusing on the Monte Carlo method for solving deterministic partial differential equations (PDEs), especially its application to electronic design automation (EDA) problems. Compared with the traditional method, the Monte Carlo method is more efficient when point values or linear functional of the solution are needed, and has the advantages on scalability, parallelism, and stability of accuracy. This book presents a systematic introduction to the Monte Carlo method for solving major kinds of PDEs, and the detailed explanation of relevant techniques for EDA problems especially the cutting-edge algorithms of random walk based capacitance extraction. It includes about 100 figures and 50 tables, and brings the reader a close look to the newest research results and the sophisticated algorithmic skills in Monte Carlo simulation software.
Download or read book Electronic Design Automation for IC Implementation Circuit Design and Process Technology written by Luciano Lavagno and published by CRC Press. This book was released on 2017-02-03 with total page 893 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second of two volumes in the Electronic Design Automation for Integrated Circuits Handbook, Second Edition, Electronic Design Automation for IC Implementation, Circuit Design, and Process Technology thoroughly examines real-time logic (RTL) to GDSII (a file format used to transfer data of semiconductor physical layout) design flow, analog/mixed signal design, physical verification, and technology computer-aided design (TCAD). Chapters contributed by leading experts authoritatively discuss design for manufacturability (DFM) at the nanoscale, power supply network design and analysis, design modeling, and much more. New to This Edition: Major updates appearing in the initial phases of the design flow, where the level of abstraction keeps rising to support more functionality with lower non-recurring engineering (NRE) costs Significant revisions reflected in the final phases of the design flow, where the complexity due to smaller and smaller geometries is compounded by the slow progress of shorter wavelength lithography New coverage of cutting-edge applications and approaches realized in the decade since publication of the previous edition—these are illustrated by new chapters on 3D circuit integration and clock design Offering improved depth and modernity, Electronic Design Automation for IC Implementation, Circuit Design, and Process Technology provides a valuable, state-of-the-art reference for electronic design automation (EDA) students, researchers, and professionals.
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 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 310 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 NBS Special Publication written by and published by . This book was released on 1968 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computer Literature Bibliography 1964 1967 written by W. W. Youden and published by . This book was released on 1965 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multilevel Monte Carlo Method with Applications to Stocastic 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 Monte Carlo and Quasi Monte Carlo Methods 2004 written by Harald Niederreiter and published by Springer Science & Business Media. This book was released on 2006-02-08 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.
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 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 Application of Monte Carlo Method in Solving 2D Elliptic Partial Differential Equations written by Ľuboš Polerecký and published by . This book was released on 1998 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Lectures on Monte Carlo Methods written by Neal Noah Madras and published by American Mathematical Soc.. This book was released on 2002 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods form an experimental branch of mathematics that employs simulations driven by random number generators. These methods are often used when others fail, since they are much less sensitive to the ``curse of dimensionality'', which plagues deterministic methods in problems with a large number of variables. Monte Carlo methods are used in many fields: mathematics, statistics, physics, chemistry, finance, computer science, and biology, for instance. This book is an introduction to Monte Carlo methods for anyone who would like to use these methods to study various kinds of mathematical models that arise in diverse areas of application. The book is based on lectures in a graduate course given by the author. It examines theoretical properties of Monte Carlo methods as well as practical issues concerning their computer implementation and statistical analysis. The only formal prerequisite is an undergraduate course in probability. The book is intended to be accessible to students from a wide range of scientific backgrounds. Rather than being a detailed treatise, it covers the key topics of Monte Carlo methods to the depth necessary for a researcher to design, implement, and analyze a full Monte Carlo study of a mathematical or scientific problem. The ideas are illustrated with diverse running examples. There are exercises sprinkled throughout the text. The topics covered include computer generation of random variables, techniques and examples for variance reduction of Monte Carlo estimates, Markov chain Monte Carlo, and statistical analysis of Monte Carlo output.
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 for Electromagnetics written by Matthew N.O. Sadiku and published by CRC Press. This book was released on 2018-10-03 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: Until now, novices had to painstakingly dig through the literature to discover how to use Monte Carlo techniques for solving electromagnetic problems. Written by one of the foremost researchers in the field, Monte Carlo Methods for Electromagnetics provides a solid understanding of these methods and their applications in electromagnetic computation. Including much of his own work, the author brings together essential information from several different publications. Using a simple, clear writing style, the author begins with a historical background and review of electromagnetic theory. After addressing probability and statistics, he introduces the finite difference method as well as the fixed and floating random walk Monte Carlo methods. The text then applies the Exodus method to Laplace’s and Poisson’s equations and presents Monte Carlo techniques for handing Neumann problems. It also deals with whole field computation using the Markov chain, applies Monte Carlo methods to time-varying diffusion problems, and explores wave scattering due to random rough surfaces. The final chapter covers multidimensional integration. Although numerical techniques have become the standard tools for solving practical, complex electromagnetic problems, there is no book currently available that focuses exclusively on Monte Carlo techniques for electromagnetics. Alleviating this problem, this book describes Monte Carlo methods as they are used in the field of electromagnetics.
Download or read book Exploring Monte Carlo Methods written by William L. Dunn and published by Elsevier Science & Technology. This book was released on 2011-04 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt:
