Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
The Computer Simulation Of Monte Carlo Methods And Random Phenomena
Download The Computer Simulation Of Monte Carlo Methods And Random Phenomena full books in PDF, epub, and Kindle. Read online The Computer Simulation Of Monte Carlo Methods And Random Phenomena ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis The Computer Simulation of Monté Carlo Methods and Random Phenomena by : Abdo Abou Jaoudé
Download or read book The Computer Simulation of Monté Carlo Methods and Random Phenomena written by Abdo Abou Jaoudé and published by Cambridge Scholars Publishing. This book was released on 2019-01-07 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book includes algorithms that illustrate the famous Monté Carlo Methods and the computer simulation of stochastic experiments in the areas of random numbers generation, the simulation of random phenomena, the computation of Pi and e (the base of logarithms), both simple and multiple integration, the computation of areas and volumes, probability and statistical distributions, in addition to an introduction to the novel Complex Probability Paradigm. As such, it will be of interest to all scholars, researchers, and undergraduate and graduate students in mathematics, computer science, and science in general.
Book Synopsis Monte Carlo Simulation in Statistical Physics by : Kurt Binder
Download or read book Monte Carlo Simulation in Statistical Physics written by Kurt Binder and published by Springer. This book was released on 2019-04-30 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: The sixth edition of this highly successful textbook provides a detailed introduction to Monte Carlo simulation in statistical physics, which deals with the computer simulation of many-body systems in condensed matter physics and related fields of physics and beyond (traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, these powerful simulation methods calculate probability distributions, making it possible to estimate the thermodynamic properties of various systems. The book describes the theoretical background of these methods, enabling newcomers to perform such simulations and to analyse their results. It features a modular structure, with two chapters providing a basic pedagogic introduction plus exercises suitable for university courses; the remaining chapters cover major recent developments in the field. This edition has been updated with two new chapters dealing with recently developed powerful special algorithms and with finite size scaling tools for the study of interfacial phenomena, which are important for nanoscience. Previous editions have been highly praised and widely used by both students and advanced researchers.
Book Synopsis A Guide to Monte Carlo Simulations in Statistical Physics by : David P. Landau
Download or read book A Guide to Monte Carlo Simulations in Statistical Physics written by David P. Landau and published by Cambridge University Press. This book was released on 2000-08-17 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics, as well as in related fields, such as polymer science and lattice gauge theory. The authors give a succinct overview of simple sampling methods and develop the importance sampling method. In addition they introduce quantum Monte Carlo methods, aspects of simulations of growth phenomena and other systems far from equilibrium, and the Monte Carlo Renormalization Group approach to critical phenomena. The book includes many applications, examples, and current references, and exercises to help the reader.
Book Synopsis Simulation and the Monte Carlo Method by : Reuven Y. Rubinstein
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 2011-09-20 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years 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 the transform likelihood ratio method and the screening 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 to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB programs. Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in 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.
Book Synopsis Monte Carlo Simulation Method by : Jaroslav Menčík
Download or read book Monte Carlo Simulation Method written by Jaroslav Menčík and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method studies random phenomena using numerous fictitious experiments with computer-generated random numbers. Its principle is explained and also the principle of generation of random numbers with various probability distributions. Also more complex cases, such as the response surface method and generation of correlated random quantities are explained. The use of the Monte Carlo method is illustrated on several examples.
Book Synopsis Monte Carlo Methods in Statistical Physics by : Kurt Binder
Download or read book Monte Carlo Methods in Statistical Physics written by Kurt Binder and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the seven years since this volume first appeared. there has been an enormous expansion of the range of problems to which Monte Carlo computer simulation methods have been applied. This fact has already led to the addition of a companion volume ("Applications of the Monte Carlo Method in Statistical Physics", Topics in Current Physics. Vol . 36), edited in 1984, to this book. But the field continues to develop further; rapid progress is being made with respect to the implementation of Monte Carlo algorithms, the construction of special-purpose computers dedicated to exe cute Monte Carlo programs, and new methods to analyze the "data" generated by these programs. Brief descriptions of these and other developments, together with numerous addi tional references, are included in a new chapter , "Recent Trends in Monte Carlo Simulations" , which has been written for this second edition. Typographical correc tions have been made and fuller references given where appropriate, but otherwise the layout and contents of the other chapters are left unchanged. Thus this book, together with its companion volume mentioned above, gives a fairly complete and up to-date review of the field. It is hoped that the reduced price of this paperback edition will make it accessible to a wide range of scientists and students in the fields to which it is relevant: theoretical phYSics and physical chemistry , con densed-matter physics and materials science, computational physics and applied mathematics, etc.
Book Synopsis Handbook of Monte Carlo Methods by : Dirk P. Kroese
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.
Book Synopsis Simulation and the Monte Carlo Method by : Reuven Y. Rubinstein
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 2009-09-25 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.
Book Synopsis Essentials of Monte Carlo Simulation by : Nick T. Thomopoulos
Download or read book Essentials of Monte Carlo Simulation written by Nick T. Thomopoulos and published by Springer Science & Business Media. This book was released on 2012-12-19 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in this text deal with systems that are too complex to solve analytically. As a result, readers are given a system of interest and constructs using computer code, as well as algorithmic models to emulate how the system works internally. After the models are run several times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.
Book Synopsis Random Number Generation and Monte Carlo Methods by : James E. Gentle
Download or read book Random Number Generation and Monte Carlo Methods written by James E. Gentle and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.
Book Synopsis Rare Event Simulation using Monte Carlo Methods by : Gerardo Rubino
Download or read book Rare Event Simulation using Monte Carlo Methods written by Gerardo Rubino and published by John Wiley & Sons. This book was released on 2009-03-18 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events is therefore a critical issue. Monte Carlo Methods, the simulation of corresponding models, are used to analyze rare events. This book sets out to present the mathematical tools available for the efficient simulation of rare events. Importance sampling and splitting are presented along with an exposition of how to apply these tools to a variety of fields ranging from performance and dependability evaluation of complex systems, typically in computer science or in telecommunications, to chemical reaction analysis in biology or particle transport in physics. Graduate students, researchers and practitioners who wish to learn and apply rare event simulation techniques will find this book beneficial.
Book Synopsis Monte Carlo Simulation in Statistical Physics by : Kurt Binder
Download or read book Monte Carlo Simulation in Statistical Physics written by Kurt Binder and published by . This book was released on 2019 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The sixth edition of this highly successful textbook provides a detailed introduction to Monte Carlo simulation in statistical physics, which deals with the computer simulation of many-body systems in condensed matter physics and related fields of physics and beyond (traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, these powerful simulation methods calculate probability distributions, making it possible to estimate the thermodynamic properties of various systems. The book describes the theoretical background of these methods, enabling newcomers to perform such simulations and to analyse their results. It features a modular structure, with two chapters providing a basic pedagogic introduction plus exercises suitable for university courses; the remaining chapters cover major recent developments in the field. This edition has been updated with two new chapters dealing with recently developed powerful special algorithms and with finite size scaling tools for the study of interfacial phenomena, which are important for nanoscience. Previous editions have been highly praised and widely used by both students and advanced researchers.
Book Synopsis The Monte Carlo Method in Condensed Matter Physics by : Kurt Binder
Download or read book The Monte Carlo Method in Condensed Matter Physics written by Kurt Binder and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Monte Carlo method is now widely used and commonly accepted as an important and useful tool in solid state physics and related fields. It is broadly recognized that the technique of "computer simulation" is complementary to both analytical theory and experiment, and can significantly contribute to ad vancing the understanding of various scientific problems. Widespread applications of the Monte Carlo method to various fields of the statistical mechanics of condensed matter physics have already been reviewed in two previously published books, namely Monte Carlo Methods in Statistical Physics (Topics Curro Phys. , Vol. 7, 1st edn. 1979, 2ndedn. 1986) and Applications of the Monte Carlo Method in Statistical Physics (Topics Curro Phys. , Vol. 36, 1st edn. 1984, 2nd edn. 1987). Meanwhile the field has continued its rapid growth and expansion, and applications to new fields have appeared that were not treated at all in the above two books (e. g. studies of irreversible growth phenomena, cellular automata, interfaces, and quantum problems on lattices). Also, new methodic aspects have emerged, such as aspects of efficient use of vector com puters or parallel computers, more efficient analysis of simulated systems con figurations, and methods to reduce critical slowing down at i>hase transitions. Taken together with the extensive activity in certain traditional areas of research (simulation of classical and quantum fluids, of macromolecular materials, of spin glasses and quadrupolar glasses, etc.
Book Synopsis Monte Carlo Methods in Statistical Physics by : M. E. J. Newman
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.
Book Synopsis Applications of the Monte Carlo Method in Statistical Physics by : Kurt Binder
Download or read book Applications of the Monte Carlo Method in Statistical Physics written by Kurt Binder and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: Deals with the computer simulation of complex physical sys- tems encounteredin condensed-matter physics and statistical mechanics as well as in related fields such as metallurgy, polymer research, lattice gauge theory and quantummechanics.
Book Synopsis Explorations in Monte Carlo Methods by : Ronald W. Shonkwiler
Download or read book Explorations in Monte Carlo Methods written by Ronald W. Shonkwiler and published by Springer Science & Business Media. This book was released on 2009-08-21 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics.
Book Synopsis Theory, Application, and Implementation of Monte Carlo Method in Science and Technology by : Pooneh Saidi Bidokhti
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.
