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Author : A. Dubi
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 294 pages
Book Rating : 4.F/5 ( download)
Download or read book Monte Carlo Applications in Systems Engineering written by A. Dubi and published by John Wiley & Sons. This book was released on 2000-01-21 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Table of contents
Author : Enrico Zio
Publisher : Springer Science & Business Media
ISBN 13 : 1447145887
Total Pages : 204 pages
Book Rating : 4.4/5 (471 download)
Download or read book The Monte Carlo Simulation Method for System Reliability and Risk Analysis written by Enrico Zio and published by Springer Science & Business Media. This book was released on 2012-11-02 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed. The Monte Carlo Simulation Method for System Reliability and Risk Analysis comprehensively illustrates the Monte Carlo simulation method and its application to reliability and system engineering. Readers are given a sound understanding of the fundamentals of Monte Carlo sampling and simulation and its application for realistic system modeling. Whilst many of the topics rely on a high-level understanding of calculus, probability and statistics, simple academic examples will be provided in support to the explanation of the theoretical foundations to facilitate comprehension of the subject matter. Case studies will be introduced to provide the practical value of the most advanced techniques. This detailed approach makes The Monte Carlo Simulation Method for System Reliability and Risk Analysis a key reference for senior undergraduate and graduate students as well as researchers and practitioners. It provides a powerful tool for all those involved in system analysis for reliability, maintenance and risk evaluations.
Author : Margaret L. Loper
Publisher : Springer
ISBN 13 : 144715634X
Total Pages : 405 pages
Book Rating : 4.4/5 (471 download)
Download or read book Modeling and Simulation in the Systems Engineering Life Cycle written by Margaret L. Loper and published by Springer. This book was released on 2015-04-30 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This easy to read text provides a broad introduction to the fundamental concepts of modeling and simulation (M&S) and systems engineering, highlighting how M&S is used across the entire systems engineering lifecycle. Features: reviews the full breadth of technologies, methodologies and uses of M&S, rather than just focusing on a specific aspect of the field; presents contributions from specialists in each topic covered; introduces the foundational elements and processes that serve as the groundwork for understanding M&S; explores common methods and methodologies used in M&S; discusses how best to design and execute experiments, covering the use of Monte Carlo techniques, surrogate modeling and distributed simulation; explores the use of M&S throughout the systems development lifecycle, describing a number of methods, techniques, and tools available to support systems engineering processes; provides a selection of case studies illustrating the use of M&S in systems engineering across a variety of domains.
Author : Paul Glasserman
Publisher : Springer Science & Business Media
ISBN 13 : 0387216170
Total Pages : 603 pages
Book Rating : 4.3/5 (872 download)
Download or read book Monte Carlo Methods in Financial Engineering written by Paul Glasserman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 603 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis
Author : Thomas B. Hall
Publisher :
ISBN 13 : 9781536177237
Total Pages : 207 pages
Book Rating : 4.1/5 (772 download)
Download or read book Monte Carlo Methods written by Thomas B. Hall and published by . This book was released on 2020 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this compilation, the authors first consider applying the Monte Carlo method to the general form of the heat equation that is used for analyzing conduction heat transfer. The Monte Carlo method is then extended to some convection heat transfer applications by representing the probabilistic interpretation of the energy equation to obtain the temperature profile.Following this, Monte Carlo Methods: History and Applications discusses the Monte Carlo methods needed for the estimation of the mean glandular dose in both digital mammography and digital breast tomosynthesis. Various breast anatomies are considered.The gradual development of the Monte Carlo method for solving problems of mathematical chemistry is considered. A comparison of various quantitative structure-property/activity relationships based on the Monte Carlo method is also presented.Lastly, the Monte Carlo technique is used to characterize the statistical distributions of received measurements in an electric energy power system, as well as to quantify the correlations among these variables. To check the numerical accuracy of the results, the point estimate algorithm is employed.
Author : Billinton
Publisher : Springer Science & Business Media
ISBN 13 : 1489913467
Total Pages : 361 pages
Book Rating : 4.4/5 (899 download)
Download or read book Reliability Assessment of Electric Power Systems Using Monte Carlo Methods written by Billinton and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of quantitative reliability evaluation in electric power sys tems has now evolved to the point at which most utilities use these techniques in one or more areas of their planning, design, and operation. Most of the techniques in use are based on analytical models and resulting analytical evaluation procedures. Improvements in and availability of high-speed digi tal computers have created the opportunity to analyze many of these prob lems using stochastic simulation methods and over the last decade there has been increased interest in and use made of Monte Carlo simulation in quantitative power system reliability assessment. Monte Carlo simulation is not a new concept and recorded applications have existed for at least 50 yr. However, localized high-speed computers with large-capacity storage have made Monte Carlo simulation an available and sometimes preferable option for many power system reliability applications. Monte Carlo simulation is also an integral part of a modern undergrad uate or graduate course on reliability evaluation of general engineering systems or specialized areas such as electric power systems. It is hoped that this textbook will help formalize the many existing applications of Monte Carlo simulation and assist in their integration in teaching programs. This book presents the basic concepts associated with Monte Carlo simulation.
Author : George Fishman
Publisher : Springer Science & Business Media
ISBN 13 : 1475725531
Total Pages : 721 pages
Book Rating : 4.4/5 (757 download)
Download or read book Monte Carlo written by George Fishman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 721 pages. Available in PDF, EPUB and Kindle. Book excerpt: Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.
Author : Victor Chan
Publisher :
ISBN 13 : 9789535157243
Total Pages : 286 pages
Book Rating : 4.1/5 (572 download)
Download or read book Theory and Applications of Monte Carlo Simulations written by Victor Chan and published by . This book was released on 2013 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to introduce researchers and practitioners to recent advances and applications of Monte Carlo Simulation (MCS). Random sampling is the key of the MCS technique. The 11 chapters of this book collectively illustrates how such a sampling technique is exploited to solve difficult problems or analyze complex systems in various engineering and science domains. Issues related to the use of MCS including goodness-of-fit, uncertainty evaluation, variance reduction, optimization, and statistical estimation are discussed and examples of solutions are given. Novel applications of MCS are demonstrated in financial systems modeling, estimation of transition behavior of organic molecules, chemical reaction, particle diffusion, kinetic simulation of biophysics and biological data, and healthcare practices. To enlarge the accessibility of this book, both field-specific background materials and field-specific usages of MCS are introduced in most chapters. The aim of this book is to unify knowledge of MCS from different fields to facilitate research and new applications of MCS.
Author : Michael Ljungberg
Publisher : CRC Press
ISBN 13 : 1439841098
Total Pages : 361 pages
Book Rating : 4.4/5 (398 download)
Download or read book Monte Carlo Calculations in Nuclear Medicine, Second Edition written by Michael Ljungberg and published by CRC Press. This book was released on 2012-11-06 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: From first principles to current computer applications, Monte Carlo Calculations in Nuclear Medicine, Second Edition: Applications in Diagnostic Imaging covers the applications of Monte Carlo calculations in nuclear medicine and critically reviews them from a diagnostic perspective. Like the first edition, this book explains the Monte Carlo method and the principles behind SPECT and PET imaging, introduces the reader to some Monte Carlo software currently in use, and gives the reader a detailed idea of some possible applications of Monte Carlo in current research in SPECT and PET. New chapters in this edition cover codes and applications in pre-clinical PET and SPECT. The book explains how Monte Carlo methods and software packages can be applied to evaluate scatter in SPECT and PET imaging, collimation, and image deterioration. A guide for researchers and students developing methods to improve image resolution, it also demonstrates how Monte Carlo techniques can be used to simulate complex imaging systems.
Author : Ivan Dimov
Publisher : World Scientific
ISBN 13 : 9812779892
Total Pages : 308 pages
Book Rating : 4.8/5 (127 download)
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.
Author : Roy Billinton
Publisher : Taylor & Francis
ISBN 13 : 9780677028705
Total Pages : 320 pages
Book Rating : 4.0/5 (287 download)
Download or read book Power System Reliability Evaluation written by Roy Billinton and published by Taylor & Francis. This book was released on 1970 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: First Published in 1970. Routledge is an imprint of Taylor & Francis, an informa company.
Author : Dirk P. Kroese
Publisher : John Wiley & Sons
ISBN 13 : 1118014952
Total Pages : 627 pages
Book Rating : 4.1/5 (18 download)
Download or read book Handbook of Monte Carlo Methods written by Dirk P. Kroese and published by John Wiley & Sons. This book was released on 2013-06-06 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.
Author :
Publisher : IOS Press
ISBN 13 :
Total Pages : 10439 pages
Book Rating : 4./5 ( download)
Download or read book written by and published by IOS Press. This book was released on with total page 10439 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Pooneh Saidi Bidokhti
Publisher : BoD – Books on Demand
ISBN 13 : 1789855454
Total Pages : 189 pages
Book Rating : 4.7/5 (898 download)
Download or read book Theory, Application, and Implementation of Monte Carlo Method in Science and Technology written by Pooneh Saidi Bidokhti and published by BoD – Books on Demand. This book was released on 2019-12-18 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is a numerical technique to model the probability of all possible outcomes in a process that cannot easily be predicted due to the interference of random variables. It is a technique used to understand the impact of risk, uncertainty, and ambiguity in forecasting models. However, this technique is complicated by the amount of computer time required to achieve sufficient precision in the simulations and evaluate their accuracy. This book discusses the general principles of the Monte Carlo method with an emphasis on techniques to decrease simulation time and increase accuracy.
Author : Charles J. Mode
Publisher : BoD – Books on Demand
ISBN 13 : 9533074272
Total Pages : 442 pages
Book Rating : 4.5/5 (33 download)
Download or read book Applications of Monte Carlo Methods in Biology, Medicine and Other Fields of Science written by Charles J. Mode and published by BoD – Books on Demand. This book was released on 2011-02-28 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is an eclectic mix of applications of Monte Carlo methods in many fields of research should not be surprising, because of the ubiquitous use of these methods in many fields of human endeavor. In an attempt to focus attention on a manageable set of applications, the main thrust of this book is to emphasize applications of Monte Carlo simulation methods in biology and medicine.
Author : Michael C. Fu
Publisher : Springer Science & Business Media
ISBN 13 : 1461562937
Total Pages : 411 pages
Book Rating : 4.4/5 (615 download)
Download or read book Conditional Monte Carlo written by Michael C. Fu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this book offers a unified perspective and adequately summarizes the state of the art. To researchers new to the area, this book offers a more systematic and accessible means of understanding the techniques without having to scour through the immense literature and learn a new set of notation with each paper. To practitioners, this book provides a number of diverse application areas that makes the intuition accessible without having to fully commit to understanding all the theoretical niceties. In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied. Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry.
Author :
Publisher :
ISBN 13 : 9781789855463
Total Pages : pages
Book Rating : 4.8/5 (554 download)
Download or read book Theory, Application, and Implementation of Monte Carlo Method in Science and Technology written by and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
