Artículos relacionados a Optimization of Weighted Monte Carlo Methods
Sinopsis
Weighted Monte Carlo algorithms are useful when direct simulation techniques are inapplicable or ineffective in computer science and technology. This book presents methods which minimize the computer time and memory required in constructing statistical models for systems described by integral equations. Specific topics covered include the optimization of randomized algorithms for estimating probabilistic characteristics of equations with random parameters and applications; computational models for random fields and numerical simulations; vector Monte Carlo algorithms for solving systems of integral equations; and a special approach to the application of perturbation theory based on this method.
"Sinopsis" puede pertenecer a otra edición de este libro.
Reseña del editor
The Monte Carlo method is based on the munerical realization of natural or artificial models of the phenomena under considerations. In contrast to classical computing methods the Monte Carlo efficiency depends weakly on the dimen sion and geometric details of the problem. The method is used for solving complex problems of the radiation transfer theory, turbulent diffusion, chemi cal kinetics, theory of rarefied gases, diffraction of waves on random surfaces, etc. The Monte Carlo method is especially effective when using multi-processor computing systems which allow many independent statistical experiments to be simulated simultaneously. The weighted Monte Carlo estimates are constructed in order to diminish errors and to obtain dependent estimates for the calculated functionals for different values of parameters of the problem, i.e., to improve the functional dependence. In addition, the weighted estimates make it possible to evaluate special functionals, for example, the derivatives with respect to the parameters. There are many works concerned with the development of the weighted estimates. In Chap. 1 we give the necessary information about these works and present a set of illustrations. The rest of the book is devoted to the solution of a series of mathematical problems related to the optimization of the weighted Monte Carlo estimates.
Reseña del editor
Weighted Monte Carlo algorithms are useful when direct simulation techniques are inapplicable or ineffective in computer science and technology. This book presents methods which minimize the computer time and memory required in constructing statistical models for systems described by integral equations. Specific topics covered include the optimization of randomized algorithms for estimating probabilistic characteristics of equations with random parameters and applications; computational models for random fields and numerical simulations; vector Monte Carlo algorithms for solving systems of integral equations; and a special approach to the application of perturbation theory based on this method.
"Sobre este título" puede pertenecer a otra edición de este libro.
Otras ediciones populares con el mismo título
Resultados de la búsqueda para Optimization of Weighted Monte Carlo Methods
Imagen de archivo
Optimization of Weighted Monte Carlo Methods
Publicado por
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1992
ISBN 10: 3540530053
ISBN 13: 9783540530053
Antiguo o usado
Tapa dura
Librería: Ammareal, Morangis, Francia
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Très bon. Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Salissures sur la tranche. Edition 1992. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Slight signs of wear on the cover. Stains on the edge. Edition 1992. Ammareal gives back up to 15% of this item's net price to charity organizations. Nº de ref. del artículo: E-812-886
Cantidad disponible: 1 disponibles
Imagen del vendedor
Optimization of Weighted Monte Carlo Methods
Publicado por
Springer, Berlin, 1992
ISBN 10: 3540530053
ISBN 13: 9783540530053
Antiguo o usado
Tapa dura
Librería: Attic Books (ABAC, ILAB), London, ON, Canada
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: ex library-good. Springer Series in Computational Physics. xi, 225 p. 24 cm. Orange hardcover. Ex library with labels on spine and rear pastedown, ink stamps on top edge and series page. Nº de ref. del artículo: 146962
Cantidad disponible: 1 disponibles
Imagen del vendedor
Optimization of weighted Monte Carlo methods
Publicado por
Berlin ; Heidelberg : Springer, 1992
ISBN 10: 3540530053
ISBN 13: 9783540530053
Antiguo o usado
Tapa dura
Librería: avelibro OHG, Dinkelscherben, Alemania
Calificación del vendedor: 5 de 5 estrellas
24 x 16 cm. Condición: Gut. XI, 225 Pages Original Pappband mit Bibliotheksrückenschild im sehr guten Zustand. Innen mit Bibliotheksstempeln. Englische Sprache. - Original Hardboard with Library label in very good condition. Inside with Library stamps. English Language B15-02-02C|S90 Altersfreigabe FSK ab 0 Jahre Sprache: Englisch Gewicht in Gramm: 532 Springer series in computational physics. Nº de ref. del artículo: 61727
Cantidad disponible: 1 disponibles
Imagen de archivo
Optimization of Weighted Monte Carlo Methods
Publicado por
Springer-Verlag GmbH & Co. KG, 1992
ISBN 10: 3540530053
ISBN 13: 9783540530053
Antiguo o usado
Tapa dura
Librería: Buchpark, Trebbin, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: Gut. Zustand: Gut | Seiten: 236 | Sprache: Russisch | Produktart: Bücher. Nº de ref. del artículo: 597684/203
Cantidad disponible: 1 disponibles