1.

Record Nr.

UNINA9910808796603321

Titolo

Monte Carlo methods and applications : proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29-September 2, 2011, Borovets, Bulgaria / / edited by Karl K. Sabelfeld, Ivan Dimov

Pubbl/distr/stampa

Berlin, : De Gruyter, 2013

ISBN

3-11-029358-7

Edizione

[1st ed.]

Descrizione fisica

1 online resource (248 p.)

Collana

De Gruyter proceedings in mathematics

Altri autori (Persone)

SabelfeldKarl K

DimovIvan

Disciplina

518/.282

Soggetti

Monte Carlo method

Mathematics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Frontmatter -- Preface -- Contents -- Chapter 1. Improvement of Multi-population Genetic Algorithms Convergence Time / Angelova, Maria / Pencheva, Tania -- Chapter 2 Parallelization and Optimization of 4D Binary Mixture Monte Carlo Simulations Using Open MPI and CUDA / Artemchuk, Sergey / Whitlock, Paula A. -- Chapter 3 Efficient Implementation of the Heston Model Using GPGPU / Atanassov, Emanouil / Dimitrov, Dimitar / Ivanovska, Sofiya -- Chapter 4. On a Game-Method for Modeling with Intuitionistic Fuzzy Estimations. Part 2 / Atanassova, Lilija / Atanassov, Krassimir -- Chapter 5. Generalized Nets, ACO Algorithms, and Genetic Algorithms / Atanassova, Vassia / Fidanova, Stefka / Popchev, Ivan / Chountas, Panagiotis -- Chapter 6. Bias Evaluation and Reduction for Sample-Path Optimization / / Bastin, Fabian -- Chapter 7. Monte Carlo Simulation of Electron Transport in Quantum Cascade Lasers / Baumgartner, Oskar / Stanojević, Zlatan / Kosina, Hans -- Chapter 8. Markov Chain Monte Carlo Particle Algorithms for Discrete-Time Nonlinear Filtering / Carmi, Avishy / Mihaylova, Lyudmila -- Chapter 9. Game-Method for Modeling and WRF-Fire Model Working Together / Dobrinkova, Nina / Fidanova, Stefka / Dimov, Ivan / Atanassov, Krassimir / Mandel, Jan -- Chapter 10. Wireless Sensor Network Layout / Fidanova, Stefka / Marinov, Pencho / Alba, Enrique -- Chapter 11. A Two-Dimensional Lorentzian



Distribution for an Atomic Force Microscopy Simulator / Filipovic, Lado / Selberherr, Siegfried -- Chapter 12. Stratified Monte Carlo Integration / Haddad, Rami El / Fakhreddine, Rana / Lécot, Christian -- Chapter 13. Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation / Iliev, Oleg / Nagapetyan, Tigran / Ritter, Klaus -- Chapter 14. Convexization in Markov Chain Monte Carlo / Kanevsky, Dimitri / Carmi, Avishy -- Chapter 15. Value Simulation of the Interacting Pair Number for Solution of the Monodisperse Coagulation Equation / Korotchenko, Mariya / Burmistrov, Aleksandr -- Chapter 16. Parallelization of Algorithms for Solving a Three-Dimensional Sudoku Puzzle / Mayorov, Mikhail / Whitlock, Paula A. -- Chapter 17. The Efficiency Study of Splitting and Branching in the Monte Carlo Method / Medvedev, Ilya N. -- Chapter 18. On the Asymptotics of a Lower Bound for the Diaphony of Generalized van der Corput Sequences / Pausinger, Florian / Schmid, Wolfgang Ch. -- Chapter 19. Group Object Tracking with a Sequential Monte Carlo Method Based on a Parameterized Likelihood Function / Petrov, Nikolay / Mihaylova, Lyudmila / Gning, Amadou / Angelova, Donka -- Chapter 20. The Template Design Problem: A Perspective with Metaheuristics / Rueda, David Rodríguez / Cotta, Carlos / Fernández-Leiva, Antonio J. -- Chapter 21. A Comparison of Simulated Annealing and Genetic Algorithm Approaches for Cultivation Model Identification / Roeva, Olympia -- Chapter 22. Monte Carlo Investigations of Electron Decoherence due to Phonons / Schwaha, Philipp / Nedjalkov, Mihail / Selberherr, Siegfried / Dimov, Ivan -- Chapter 23. Geometric Allocation Approach for the Transition Kernel of a Markov Chain / Suwa, Hidemaro / Todo, Synge -- Chapter 24. Exact Sampling for the Ising Model at All Temperatures / Ullrich, Mario

Sommario/riassunto

This is the proceedings of the "8th IMACS Seminar on Monte Carlo Methods" held from August 29 to September 2, 2011 in Borovets, Bulgaria, and organized by the Institute of Information and Communication Technologies of the Bulgarian Academy of Sciences in cooperation with the International Association for Mathematics and Computers in Simulation (IMACS). Included are 24 papers which cover all topics presented in the sessions of the seminar: stochastic computation and complexity of high dimensional problems, sensitivity analysis, high-performance computations for Monte Carlo applications, stochastic metaheuristics for optimization problems, sequential Monte Carlo methods for large-scale problems, semiconductor devices and nanostructures. The history of the IMACS Seminar on Monte Carlo Methods goes back to April 1997 when the first MCM Seminar was organized in Brussels: 1st IMACS Seminar, 1997, Brussels, Belgium2nd IMACS Seminar, 1999, Varna, Bulgaria 3rd IMACS Seminar, 2001, Salzburg, Austria 4th IMACS Seminar, 2003, Berlin, Germany 5th IMACS Seminar, 2005, Tallahassee, USA6th IMACS Seminar, 2007, Reading, UK7th IMACS Seminar, 2009, Brussels, Belgium8th IMACS Seminar, 2011, Borovets, Bulgaria