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An Extension Of Implicit Monte Carlo Diffusion
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Book Synopsis The Equations of Radiation Hydrodynamics by : Gerald C. Pomraning
Download or read book The Equations of Radiation Hydrodynamics written by Gerald C. Pomraning and published by Courier Corporation. This book was released on 2005-01-01 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graduate-level text examines propagation of thermal radiation through a fluid and its effects on the hydrodynamics of fluid motion. Topics include approximate formulations of radiative transfer and relativistic effects of fluid motion; microscopic physics associated with the equation of transfer; inverse Compton scattering; and hydrodynamic description of fluid. 1973 edition.
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 702 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Militarized Conflict Modeling Using Computational Intelligence by : Tshilidzi Marwala
Download or read book Militarized Conflict Modeling Using Computational Intelligence written by Tshilidzi Marwala and published by Springer Science & Business Media. This book was released on 2011-08-24 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Militarized Conflict Modeling Using Computational Intelligence examines the application of computational intelligence methods to model conflict. Traditionally, conflict has been modeled using game theory. The inherent limitation of game theory when dealing with more than three players in a game is the main motivation for the application of computational intelligence in modeling conflict. Militarized interstate disputes (MIDs) are defined as a set of interactions between, or among, states that can result in the display, threat or actual use of military force in an explicit way. These interactions can result in either peace or conflict. This book models the relationship between key variables and the risk of conflict between two countries. The variables include Allies which measures the presence or absence of military alliance, Contiguity which measures whether the countries share a common boundary or not and Major Power which measures whether either or both states are a major power. Militarized Conflict Modeling Using Computational Intelligence implements various multi-layer perception neural networks, Bayesian networks, support vector machines, neuro-fuzzy models, rough sets models, neuro-rough sets models and optimized rough sets models to create models that estimate the risk of conflict given the variables. Secondly, these models are used to study the sensitivity of each variable to conflict. Furthermore, a framework on how these models can be used to control the possibility of peace is proposed. Finally, new and emerging topics on modelling conflict are identified and further work is proposed.
Book Synopsis Monte Carlo Methods for Particle Transport by : Alireza Haghighat
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 279 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
Book Synopsis Monte Carlo Frameworks by : Daniel J. Duffy
Download or read book Monte Carlo Frameworks written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2011-08-02 with total page 775 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is one of the first books that describe all the steps that are needed in order to analyze, design and implement Monte Carlo applications. It discusses the financial theory as well as the mathematical and numerical background that is needed to write flexible and efficient C++ code using state-of-the art design and system patterns, object-oriented and generic programming models in combination with standard libraries and tools. Includes a CD containing the source code for all examples. It is strongly advised that you experiment with the code by compiling it and extending it to suit your needs. Support is offered via a user forum on www.datasimfinancial.com where you can post queries and communicate with other purchasers of the book. This book is for those professionals who design and develop models in computational finance. This book assumes that you have a working knowledge of C ++.
Book Synopsis Radiation Hydrodynamics by : John I. Castor
Download or read book Radiation Hydrodynamics written by John I. Castor and published by Cambridge University Press. This book was released on 2004-09-23 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description
Book Synopsis The Heston Model and Its Extensions in VBA by : Fabrice D. Rouah
Download or read book The Heston Model and Its Extensions in VBA written by Fabrice D. Rouah and published by John Wiley & Sons. This book was released on 2015-04-27 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools—the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently—and accurately—exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets. The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding—and VBA code—they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions. Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.
Book Synopsis Multiple Time Scales by : Jeremiah U. Brackbill
Download or read book Multiple Time Scales written by Jeremiah U. Brackbill and published by Academic Press. This book was released on 2014-05-10 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multiple Time Scales presents various numerical methods for solving multiple-time-scale problems. The selection first elaborates on considerations on solving problems with multiple scales; problems with different time scales; and nonlinear normal-mode initialization of numerical weather prediction models. Discussions focus on analysis of observations, nonlinear analysis, systems of ordinary differential equations, and numerical methods for problems with multiple scales. The text then examines the diffusion-synthetic acceleration of transport iterations, with application to a radiation hydrodynamics problem and implicit methods in combustion and chemical kinetics modeling. The publication ponders on molecular dynamics and Monte Carlo simulations of rare events; direct implicit plasma simulation; orbit averaging and subcycling in particle simulation of plasmas; and hybrid and collisional implicit plasma simulation models. Topics include basic moment method, electron subcycling, gyroaveraged particle simulation, and the electromagnetic direct implicit method. The selection is a valuable reference for researchers interested in pursuing further research on the use of numerical methods in solving multiple-time-scale problems.
Book Synopsis Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations by : Willem Hundsdorfer
Download or read book Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations written by Willem Hundsdorfer and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unique book on Reaction-Advection-Diffusion problems
Download or read book Applied mechanics reviews written by and published by . This book was released on 1948 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Heston Model and its Extensions in Matlab and C# by : Fabrice D. Rouah
Download or read book The Heston Model and its Extensions in Matlab and C# written by Fabrice D. Rouah and published by John Wiley & Sons. This book was released on 2013-08-01 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model. A groundbreaking book dedicated to the exploration of the Heston model—a popular model for pricing equity derivatives Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk management Engaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.
Book Synopsis Financial Instrument Pricing Using C++ by : Daniel J. Duffy
Download or read book Financial Instrument Pricing Using C++ written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2018-10-01 with total page 1168 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated guide to C++ and computational finance This complete guide to C++ and computational finance is a follow-up and major extension to Daniel J. Duffy's 2004 edition of Financial Instrument Pricing Using C++. Both C++ and computational finance have evolved and changed dramatically in the last ten years and this book documents these improvements. Duffy focuses on these developments and the advantages for the quant developer by: Delving into a detailed account of the new C++11 standard and its applicability to computational finance. Using de-facto standard libraries, such as Boost and Eigen to improve developer productivity. Developing multiparadigm software using the object-oriented, generic, and functional programming styles. Designing flexible numerical algorithms: modern numerical methods and multiparadigm design patterns. Providing a detailed explanation of the Finite Difference Methods through six chapters, including new developments such as ADE, Method of Lines (MOL), and Uncertain Volatility Models. Developing applications, from financial model to algorithmic design and code, through a coherent approach. Generating interoperability with Excel add-ins, C#, and C++/CLI. Using random number generation in C++11 and Monte Carlo simulation. Duffy adopted a spiral model approach while writing each chapter of Financial Instrument Pricing Using C++ 2e: analyse a little, design a little, and code a little. Each cycle ends with a working prototype in C++ and shows how a given algorithm or numerical method works. Additionally, each chapter contains non-trivial exercises and projects that discuss improvements and extensions to the material. This book is for designers and application developers in computational finance, and assumes the reader has some fundamental experience of C++ and derivatives pricing. HOW TO RECEIVE THE SOURCE CODE Once you have purchased a copy of the book please send an email to the author dduffyATdatasim.nl requesting your personal and non-transferable copy of the source code. Proof of purchase is needed. The subject of the mail should be “C++ Book Source Code Request”. You will receive a reply with a zip file attachment.
Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods by : Bruno Tuffin
Download or read book Monte Carlo and Quasi-Monte Carlo Methods written by Bruno Tuffin and published by Springer Nature. This book was released on 2020-05-01 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. 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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Book Synopsis Dynamics of Magnetically Trapped Particles by : Juan G. Roederer
Download or read book Dynamics of Magnetically Trapped Particles written by Juan G. Roederer and published by Springer Science & Business Media. This book was released on 2013-12-13 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a new edition of Roederer’s classic Dynamics of Geomagnetically Trapped Radiation, updated and considerably expanded. The main objective is to describe the dynamic properties of magnetically trapped particles in planetary radiation belts and plasmas and explain the physical processes involved from the theoretical point of view. The approach is to examine in detail the orbital and adiabatic motion of individual particles in typical configurations of magnetic and electric fields in the magnetosphere and, from there, derive basic features of the particles’ collective “macroscopic” behavior in general planetary environments. Emphasis is not on the “what” but on the “why” of particle phenomena in near-earth space, providing a solid and clear understanding of the principal basic physical mechanisms and dynamic processes involved. The book will also serve as an introduction to general space plasma physics, with abundant basic examples to illustrate and explain the physical origin of different types of plasma current systems and their self-organizing character via the magnetic field. The ultimate aim is to help both graduate students and interested scientists to successfully face the theoretical and experimental challenges lying ahead in space physics in view of recent and upcoming satellite missions and an expected wealth of data on radiation belts and plasmas.
Book Synopsis Electronic Design Automation for IC Implementation, Circuit Design, and Process Technology by : Luciano Lavagno
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 Inertial Confinement Fusion written by and published by . This book was released on 1997 with total page 734 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Monte Carlo Transport of Electrons and Photons by : T.M. Jenkins
Download or read book Monte Carlo Transport of Electrons and Photons written by T.M. Jenkins and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: For ten days at the end of September, 1987, a group of about 75 scientists from 21 different countries gathered in a restored monastery on a 750 meter high piece of rock jutting out of the Mediterranean Sea to discuss the simulation of the transport of electrons and photons using Monte Carlo techniques. When we first had the idea for this meeting, Ralph Nelson, who had organized a previous course at the "Ettore Majorana" Centre for Scientific Culture, suggested that Erice would be the ideal place for such a meeting. Nahum, Nelson and Rogers became Co-Directors of the Course, with the help of Alessandro Rindi, the Director of the School of Radiation Damage and Protection, and Professor Antonino Zichichi, Director of the "Ettore Majorana" Centre. The course was an outstanding success, both scientifically and socially, and those at the meeting will carry the marks of having attended, both intellectually and on a personal level where many friendships were made. The scientific content of the course was at a very high caliber, both because of the hard work done by all the lecturers in preparing their lectures (e. g. , complete copies of each lecture were available at the beginning of the course) and because of the high quality of the "students", many of whom were accomplished experts in the field. The outstanding facilities of the Centre contributed greatly to the success. This volume contains the formal record of the course lectures.
