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Exploring Monte Carlo methods [[electronic resource] /] / William L. Dunn, J. Kenneth Shultis
Exploring Monte Carlo methods [[electronic resource] /] / William L. Dunn, J. Kenneth Shultis
Autore Dunn William L (William Lee), <1944->
Pubbl/distr/stampa Amsterdam ; ; Boston, : Elsevier, c2012
Descrizione fisica 1 online resource (401 p.)
Disciplina 510
518/.282
Altri autori (Persone) ShultisJ. Kenneth
Soggetto topico Monte Carlo method
Soggetto genere / forma Electronic books.
ISBN 1-283-17383-2
9786613173836
0-08-093061-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Exploring Monte Carlo Methods; Copyright; Dedication; Table of Contents; Preface; Chapter 1. Introduction; 1.1 What Is Monte Carlo?; 1.2 A Brief History of Monte Carlo; 1.3 Monte Carlo as Quadrature; 1.4 Monte Carlo as Simulation; 1.5 Preview of Things to Come; 1.6 Summary; Bibliography; Problems; Chapter 2. The Basis of Monte Carlo; 2.1 Single Continuous Random Variables; 2.2 Discrete Random Variables; 2.3 Multiple Random Variables; 2.4 The Law of Large Numbers; 2.5 The Central Limit Theorem; 2.6 Monte Carlo Quadrature; 2.7 Monte Carlo Simulation; 2.8 Summary; Bibliography
ProblemsChapter 3. Pseudorandom Number Generators; 3.1 Linear Congruential Generators; 3.2 Structure of the Generated Random Numbers; 3.3 Characteristics of Good Random Number Generators; 3.4 Tests for Congruential Generators; 3.5 Practical Multiplicative Congruential Generators; 3.6 Shuffling a Generator's Output; 3.7 Skipping Ahead; 3.8 Combining Generators; 3.9 Other Random Number Generators; 3.10 Summary; Bibliography; Problems; Chapter 4. Sampling, Scoring, and Precision; 4.1 Sampling; 4.2 Scoring; 4.3 Accuracy and Precision; 4.4 Summary; Bibliography; Problems
Chapter 5. Variance Reduction Techniques5.1 Use of Transformations; 5.2 Importance Sampling; 5.3 Systematic Sampling; 5.4 Stratified Sampling; 5.5 Correlated Sampling; 5.6 Partition of the Integration Volume; 5.7 Reduction of Dimensionality; 5.8 Russian Roulette and Splitting; 5.9 Combinations of Different Variance Reduction Techniques; 5.10 Biased Estimators; 5.11 Improved Monte Carlo Integration Schemes; 5.12 Summary; Bibliography; Problems; Chapter 6. Markov Chain Monte Carlo; 6.1 Markov Chains to the Rescue; 6.2 Brief Review of Probability Concepts; 6.3 Bayes Theorem
6.4 Inference and Decision Applications6.5 Summary; Bibliography; Problems; Chapter 7. Inverse Monte Carlo; 7.1 Formulation of the Inverse Problem; 7.2 Inverse Monte Carlo by Iteration; 7.3 Symbolic Monte Carlo; 7.4 Inverse Monte Carlo by Simulation; 7.5 General Applications of IMC; 7.6 Summary; Bibliography; Problems; Chapter 8. Linear Operator Equations; 8.1 Linear Algebraic Equations; 8.2 Linear Integral Equations; 8.3 Linear Differential Equations; 8.4 Eigenvalue Problems; 8.5 Summary; Bibliography; Problems; Chapter 9. The Fundamentals of Neutral Particle Transport
9.1 Description of the Radiation Field9.2 Radiation Interactions with the Medium; 9.3 Transport Equation; 9.4 Adjoint Transport Equation; 9.5 Summary; Bibliography; Problems; Chapter 10. Monte Carlo Simulation of Neutral Particle Transport; 10.1 Basic Approach for Monte Carlo Transport Simulations; 10.2 Geometry; 10.3 Sources; 10.4 Path-Length Estimation; 10.5 Purely Absorbing Media; 10.6 Type of Collision; 10.7 Time Dependence; 10.8 Particle Weights; 10.9 Scoring and Tallies; 10.10 An Example of One-Speed Particle Transport; 10.11 Monte Carlo Based on the Integral Transport Equation
10.12 Variance Reduction and Nonanalog Methods
Record Nr. UNINA-9910480088603321
Dunn William L (William Lee), <1944->  
Amsterdam ; ; Boston, : Elsevier, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Exploring Monte Carlo methods [[electronic resource] /] / William L. Dunn, J. Kenneth Shultis
Exploring Monte Carlo methods [[electronic resource] /] / William L. Dunn, J. Kenneth Shultis
Autore Dunn William L (William Lee), <1944->
Pubbl/distr/stampa Amsterdam ; ; Boston, : Elsevier, c2012
Descrizione fisica 1 online resource (401 p.)
Disciplina 510
518/.282
Altri autori (Persone) ShultisJ. Kenneth
Soggetto topico Monte Carlo method
ISBN 1-283-17383-2
9786613173836
0-08-093061-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Exploring Monte Carlo Methods; Copyright; Dedication; Table of Contents; Preface; Chapter 1. Introduction; 1.1 What Is Monte Carlo?; 1.2 A Brief History of Monte Carlo; 1.3 Monte Carlo as Quadrature; 1.4 Monte Carlo as Simulation; 1.5 Preview of Things to Come; 1.6 Summary; Bibliography; Problems; Chapter 2. The Basis of Monte Carlo; 2.1 Single Continuous Random Variables; 2.2 Discrete Random Variables; 2.3 Multiple Random Variables; 2.4 The Law of Large Numbers; 2.5 The Central Limit Theorem; 2.6 Monte Carlo Quadrature; 2.7 Monte Carlo Simulation; 2.8 Summary; Bibliography
ProblemsChapter 3. Pseudorandom Number Generators; 3.1 Linear Congruential Generators; 3.2 Structure of the Generated Random Numbers; 3.3 Characteristics of Good Random Number Generators; 3.4 Tests for Congruential Generators; 3.5 Practical Multiplicative Congruential Generators; 3.6 Shuffling a Generator's Output; 3.7 Skipping Ahead; 3.8 Combining Generators; 3.9 Other Random Number Generators; 3.10 Summary; Bibliography; Problems; Chapter 4. Sampling, Scoring, and Precision; 4.1 Sampling; 4.2 Scoring; 4.3 Accuracy and Precision; 4.4 Summary; Bibliography; Problems
Chapter 5. Variance Reduction Techniques5.1 Use of Transformations; 5.2 Importance Sampling; 5.3 Systematic Sampling; 5.4 Stratified Sampling; 5.5 Correlated Sampling; 5.6 Partition of the Integration Volume; 5.7 Reduction of Dimensionality; 5.8 Russian Roulette and Splitting; 5.9 Combinations of Different Variance Reduction Techniques; 5.10 Biased Estimators; 5.11 Improved Monte Carlo Integration Schemes; 5.12 Summary; Bibliography; Problems; Chapter 6. Markov Chain Monte Carlo; 6.1 Markov Chains to the Rescue; 6.2 Brief Review of Probability Concepts; 6.3 Bayes Theorem
6.4 Inference and Decision Applications6.5 Summary; Bibliography; Problems; Chapter 7. Inverse Monte Carlo; 7.1 Formulation of the Inverse Problem; 7.2 Inverse Monte Carlo by Iteration; 7.3 Symbolic Monte Carlo; 7.4 Inverse Monte Carlo by Simulation; 7.5 General Applications of IMC; 7.6 Summary; Bibliography; Problems; Chapter 8. Linear Operator Equations; 8.1 Linear Algebraic Equations; 8.2 Linear Integral Equations; 8.3 Linear Differential Equations; 8.4 Eigenvalue Problems; 8.5 Summary; Bibliography; Problems; Chapter 9. The Fundamentals of Neutral Particle Transport
9.1 Description of the Radiation Field9.2 Radiation Interactions with the Medium; 9.3 Transport Equation; 9.4 Adjoint Transport Equation; 9.5 Summary; Bibliography; Problems; Chapter 10. Monte Carlo Simulation of Neutral Particle Transport; 10.1 Basic Approach for Monte Carlo Transport Simulations; 10.2 Geometry; 10.3 Sources; 10.4 Path-Length Estimation; 10.5 Purely Absorbing Media; 10.6 Type of Collision; 10.7 Time Dependence; 10.8 Particle Weights; 10.9 Scoring and Tallies; 10.10 An Example of One-Speed Particle Transport; 10.11 Monte Carlo Based on the Integral Transport Equation
10.12 Variance Reduction and Nonanalog Methods
Record Nr. UNINA-9910785584903321
Dunn William L (William Lee), <1944->  
Amsterdam ; ; Boston, : Elsevier, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Exploring Monte Carlo methods / / William L. Dunn, J. Kenneth Shultis
Exploring Monte Carlo methods / / William L. Dunn, J. Kenneth Shultis
Autore Dunn William L (William Lee), <1944->
Edizione [1st ed.]
Pubbl/distr/stampa Amsterdam ; ; Boston, : Elsevier, c2012
Descrizione fisica 1 online resource (401 p.)
Disciplina 518/.282
Altri autori (Persone) ShultisJ. Kenneth
Soggetto topico Monte Carlo method
ISBN 1-283-17383-2
9786613173836
0-08-093061-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Exploring Monte Carlo Methods; Copyright; Dedication; Table of Contents; Preface; Chapter 1. Introduction; 1.1 What Is Monte Carlo?; 1.2 A Brief History of Monte Carlo; 1.3 Monte Carlo as Quadrature; 1.4 Monte Carlo as Simulation; 1.5 Preview of Things to Come; 1.6 Summary; Bibliography; Problems; Chapter 2. The Basis of Monte Carlo; 2.1 Single Continuous Random Variables; 2.2 Discrete Random Variables; 2.3 Multiple Random Variables; 2.4 The Law of Large Numbers; 2.5 The Central Limit Theorem; 2.6 Monte Carlo Quadrature; 2.7 Monte Carlo Simulation; 2.8 Summary; Bibliography
ProblemsChapter 3. Pseudorandom Number Generators; 3.1 Linear Congruential Generators; 3.2 Structure of the Generated Random Numbers; 3.3 Characteristics of Good Random Number Generators; 3.4 Tests for Congruential Generators; 3.5 Practical Multiplicative Congruential Generators; 3.6 Shuffling a Generator's Output; 3.7 Skipping Ahead; 3.8 Combining Generators; 3.9 Other Random Number Generators; 3.10 Summary; Bibliography; Problems; Chapter 4. Sampling, Scoring, and Precision; 4.1 Sampling; 4.2 Scoring; 4.3 Accuracy and Precision; 4.4 Summary; Bibliography; Problems
Chapter 5. Variance Reduction Techniques5.1 Use of Transformations; 5.2 Importance Sampling; 5.3 Systematic Sampling; 5.4 Stratified Sampling; 5.5 Correlated Sampling; 5.6 Partition of the Integration Volume; 5.7 Reduction of Dimensionality; 5.8 Russian Roulette and Splitting; 5.9 Combinations of Different Variance Reduction Techniques; 5.10 Biased Estimators; 5.11 Improved Monte Carlo Integration Schemes; 5.12 Summary; Bibliography; Problems; Chapter 6. Markov Chain Monte Carlo; 6.1 Markov Chains to the Rescue; 6.2 Brief Review of Probability Concepts; 6.3 Bayes Theorem
6.4 Inference and Decision Applications6.5 Summary; Bibliography; Problems; Chapter 7. Inverse Monte Carlo; 7.1 Formulation of the Inverse Problem; 7.2 Inverse Monte Carlo by Iteration; 7.3 Symbolic Monte Carlo; 7.4 Inverse Monte Carlo by Simulation; 7.5 General Applications of IMC; 7.6 Summary; Bibliography; Problems; Chapter 8. Linear Operator Equations; 8.1 Linear Algebraic Equations; 8.2 Linear Integral Equations; 8.3 Linear Differential Equations; 8.4 Eigenvalue Problems; 8.5 Summary; Bibliography; Problems; Chapter 9. The Fundamentals of Neutral Particle Transport
9.1 Description of the Radiation Field9.2 Radiation Interactions with the Medium; 9.3 Transport Equation; 9.4 Adjoint Transport Equation; 9.5 Summary; Bibliography; Problems; Chapter 10. Monte Carlo Simulation of Neutral Particle Transport; 10.1 Basic Approach for Monte Carlo Transport Simulations; 10.2 Geometry; 10.3 Sources; 10.4 Path-Length Estimation; 10.5 Purely Absorbing Media; 10.6 Type of Collision; 10.7 Time Dependence; 10.8 Particle Weights; 10.9 Scoring and Tallies; 10.10 An Example of One-Speed Particle Transport; 10.11 Monte Carlo Based on the Integral Transport Equation
10.12 Variance Reduction and Nonanalog Methods
Record Nr. UNINA-9910827468203321
Dunn William L (William Lee), <1944->  
Amsterdam ; ; Boston, : Elsevier, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui