Optimization of Weighted Monte Carlo Methods

Language: English

Published by Springer, 2011

3642759831 / 9783642759833

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.…

Seller Inventory # 9783642759833

Title
Optimization of Weighted Monte Carlo Methods
Author
Gennadii A. Mikhailov
Publisher
Springer
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3642759831
ISBN 13
9783642759833
Item weight
376 grams
Dimensions
235x155x14 mm

AHA-BUCH GmbH

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