LEADER 06685nam 2200685 a 450 001 9910808796603321 005 20240516145213.0 010 $a3-11-029358-7 024 7 $a10.1515/9783110293586 035 $a(CKB)2550000001096703 035 $a(EBL)893307 035 $a(OCoLC)826482092 035 $a(SSID)ssj0000907983 035 $a(PQKBManifestationID)11564213 035 $a(PQKBTitleCode)TC0000907983 035 $a(PQKBWorkID)10898445 035 $a(PQKB)11004293 035 $a(MiAaPQ)EBC893307 035 $a(DE-B1597)178299 035 $a(OCoLC)840445247 035 $a(OCoLC)852656326 035 $a(DE-B1597)9783110293586 035 $a(Au-PeEL)EBL893307 035 $a(CaPaEBR)ebr10649217 035 $a(CaONFJC)MIL503237 035 $a(EXLCZ)992550000001096703 100 $a20130130d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMonte Carlo methods and applications $eproceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29-September 2, 2011, Borovets, Bulgaria /$fedited by Karl K. Sabelfeld, Ivan Dimov 205 $a1st ed. 210 $aBerlin $cDe Gruyter$d2013 215 $a1 online resource (248 p.) 225 1 $aDe Gruyter proceedings in mathematics 300 $aDescription based upon print version of record. 311 $a3-11-029347-1 311 $a1-299-71986-4 320 $aIncludes bibliographical references. 327 $t Frontmatter -- $tPreface -- $tContents -- $tChapter 1. Improvement of Multi-population Genetic Algorithms Convergence Time / $rAngelova, Maria / Pencheva, Tania -- $tChapter 2 Parallelization and Optimization of 4D Binary Mixture Monte Carlo Simulations Using Open MPI and CUDA / $rArtemchuk, Sergey / Whitlock, Paula A. -- $tChapter 3 Efficient Implementation of the Heston Model Using GPGPU / $rAtanassov, Emanouil / Dimitrov, Dimitar / Ivanovska, Sofiya -- $tChapter 4. On a Game-Method for Modeling with Intuitionistic Fuzzy Estimations. Part 2 / $rAtanassova, Lilija / Atanassov, Krassimir -- $tChapter 5. Generalized Nets, ACO Algorithms, and Genetic Algorithms / $rAtanassova, Vassia / Fidanova, Stefka / Popchev, Ivan / Chountas, Panagiotis -- $tChapter 6. Bias Evaluation and Reduction for Sample-Path Optimization / $r/ Bastin, Fabian -- $tChapter 7. Monte Carlo Simulation of Electron Transport in Quantum Cascade Lasers / $rBaumgartner, Oskar / Stanojevi?, Zlatan / Kosina, Hans -- $tChapter 8. Markov Chain Monte Carlo Particle Algorithms for Discrete-Time Nonlinear Filtering / $rCarmi, Avishy / Mihaylova, Lyudmila -- $tChapter 9. Game-Method for Modeling and WRF-Fire Model Working Together / $rDobrinkova, Nina / Fidanova, Stefka / Dimov, Ivan / Atanassov, Krassimir / Mandel, Jan -- $tChapter 10. Wireless Sensor Network Layout / $rFidanova, Stefka / Marinov, Pencho / Alba, Enrique -- $tChapter 11. A Two-Dimensional Lorentzian Distribution for an Atomic Force Microscopy Simulator / $rFilipovic, Lado / Selberherr, Siegfried -- $tChapter 12. Stratified Monte Carlo Integration / $rHaddad, Rami El / Fakhreddine, Rana / Lécot, Christian -- $tChapter 13. Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation / $rIliev, Oleg / Nagapetyan, Tigran / Ritter, Klaus -- $tChapter 14. Convexization in Markov Chain Monte Carlo / $rKanevsky, Dimitri / Carmi, Avishy -- $tChapter 15. Value Simulation of the Interacting Pair Number for Solution of the Monodisperse Coagulation Equation / $rKorotchenko, Mariya / Burmistrov, Aleksandr -- $tChapter 16. Parallelization of Algorithms for Solving a Three-Dimensional Sudoku Puzzle / $rMayorov, Mikhail / Whitlock, Paula A. -- $tChapter 17. The Efficiency Study of Splitting and Branching in the Monte Carlo Method / $rMedvedev, Ilya N. -- $tChapter 18. On the Asymptotics of a Lower Bound for the Diaphony of Generalized van der Corput Sequences / $rPausinger, Florian / Schmid, Wolfgang Ch. -- $tChapter 19. Group Object Tracking with a Sequential Monte Carlo Method Based on a Parameterized Likelihood Function / $rPetrov, Nikolay / Mihaylova, Lyudmila / Gning, Amadou / Angelova, Donka -- $tChapter 20. The Template Design Problem: A Perspective with Metaheuristics / $rRueda, David Rodríguez / Cotta, Carlos / Fernández-Leiva, Antonio J. -- $tChapter 21. A Comparison of Simulated Annealing and Genetic Algorithm Approaches for Cultivation Model Identification / $rRoeva, Olympia -- $tChapter 22. Monte Carlo Investigations of Electron Decoherence due to Phonons / $rSchwaha, Philipp / Nedjalkov, Mihail / Selberherr, Siegfried / Dimov, Ivan -- $tChapter 23. Geometric Allocation Approach for the Transition Kernel of a Markov Chain / $rSuwa, Hidemaro / Todo, Synge -- $tChapter 24. Exact Sampling for the Ising Model at All Temperatures / $rUllrich, Mario 330 $aThis is the proceedings of the "8th IMACS Seminar on Monte Carlo Methods" held from August 29 to September 2, 2011 in Borovets, Bulgaria, and organized by the Institute of Information and Communication Technologies of the Bulgarian Academy of Sciences in cooperation with the International Association for Mathematics and Computers in Simulation (IMACS). Included are 24 papers which cover all topics presented in the sessions of the seminar: stochastic computation and complexity of high dimensional problems, sensitivity analysis, high-performance computations for Monte Carlo applications, stochastic metaheuristics for optimization problems, sequential Monte Carlo methods for large-scale problems, semiconductor devices and nanostructures. The history of the IMACS Seminar on Monte Carlo Methods goes back to April 1997 when the first MCM Seminar was organized in Brussels: 1st IMACS Seminar, 1997, Brussels, Belgium2nd IMACS Seminar, 1999, Varna, Bulgaria 3rd IMACS Seminar, 2001, Salzburg, Austria 4th IMACS Seminar, 2003, Berlin, Germany 5th IMACS Seminar, 2005, Tallahassee, USA6th IMACS Seminar, 2007, Reading, UK7th IMACS Seminar, 2009, Brussels, Belgium8th IMACS Seminar, 2011, Borovets, Bulgaria 410 0$aProceedings in mathematics. 606 $aMonte Carlo method$vCongresses 606 $aMathematics$vCongresses 610 $aMonte Carlo Method, Stochastic Model, Financial Mathematics. 615 0$aMonte Carlo method 615 0$aMathematics 676 $a518/.282 701 $aSabelfeld$b Karl K$0743187 701 $aDimov$b Ivan$0501954 712 12$aIMACS Seminar on Monte Carlo Methods 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910808796603321 996 $aMonte Carlo methods and applications$93923188 997 $aUNINA