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Monte Carlo methods [[electronic resource] /] / Malvin H. Kalos, Paula A. Whitlock
| Monte Carlo methods [[electronic resource] /] / Malvin H. Kalos, Paula A. Whitlock |
| Autore | Kalos Malvin H |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Weinheim, : Wiley-Blackwell, c2008 |
| Descrizione fisica | 1 online resource (217 p.) |
| Disciplina | 518.282 |
| Altri autori (Persone) | WhitlockPaula A |
| Soggetto topico | Monte Carlo method |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-62198-230-0
1-282-68811-1 9786612688119 3-527-62621-2 3-527-62622-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Monte Carlo Methods; Contents; Preface to the Second Edition; Preface to the First Edition; 1 What is Monte Carlo?; 1.1 Introduction; 1.2 Topics to be Covered; 1.3 A Short History of Monte Carlo; References; 2 A Bit of Probability; 2.1 Random Events; 2.2 Random Variables; 2.2.1 The Binomial Distribution; 2.2.2 The Geometric Distribution; 2.2.3 The Poisson Distribution; 2.3 Continuous Random Variables; 2.4 Expectations of Continuous Random Variables; 2.5 Bivariate Continuous Random Distributions; 2.6 Sums of Random Variables: Monte Carlo Quadrature
2.7 Distribution of the Mean of a Random Variable: A Fundamental Theorem2.8 Distribution of Sums of Independent Random Variables; 2.9 Monte Carlo Integration; 2.10 Monte Carlo Estimators; References; Further Reading; Elementary; More Advanced; 3 Sampling Random Variables; 3.1 Transformation of Random Variables; 3.2 Numerical Transformation; 3.3 Sampling Discrete Distributions; 3.4 Composition of Random Variables; 3.4.1 Sampling the Sum of Two Uniform Random Variables; 3.4.2 Sampling a Random Variable Raised to a Power; 3.4.3 Sampling the Distribution f(z) = z(1 - z) 3.4.4 Sampling the Sum of Several Arbitrary Distributions3.5 Rejection Techniques; 3.5.1 Sampling a Singular pdf Using Rejection; 3.5.2 Sampling the Sine and Cosine of an Angle; 3.5.3 Kahn's Rejection Technique for a Gaussian; 3.5.4 Marsaglia et al. Method for Sampling a Gaussian; 3.6 Multivariate Distributions; 3.6.1 Sampling a Brownian Bridge; 3.7 The M(RT)2 Algorithm; 3.8 Application of M(RT)2; 3.9 Testing Sampling Methods; References; Further Reading; 4 Monte Carlo Evaluation of Finite-Dimensional Integrals; 4.1 Importance Sampling; 4.2 The Use of Expected Values to Reduce Variance 4.3 Correlation Methods for Variance Reduction4.3.1 Antithetic Variates; 4.3.2 Stratification Methods; 4.4 Adaptive Monte Carlo Methods; 4.5 Quasi-Monte Carlo; 4.5.1 Low-Discrepancy Sequences; 4.5.2 Error Estimation for Quasi-Monte Carlo Quadrature; 4.5.3 Applications of Quasi-Monte Carlo; 4.6 Comparison of Monte Carlo Integration, Quasi-Monte Carlo and Numerical Quadrature; References; Further Reading; 5 Random Walks, Integral Equations, and Variance Reduction; 5.1 Properties of Discrete Markov Chains; 5.1.1 Estimators and Markov Processes; 5.2 Applications Using Markov Chains 5.2.1 Simulated Annealing5.2.2 Genetic Algorithms; 5.2.3 Poisson Processes and Continuous Time Markov Chains; 5.2.4 Brownian Motion; 5.3 Integral Equations; 5.3.1 Radiation Transport and Random Walks; 5.3.2 The Boltzmann Equation; 5.4 Variance Reduction; 5.4.1 Importance Sampling of Integral Equations; References; Further Reading; 6 Simulations of Stochastic Systems: Radiation Transport; 6.1 Radiation Transport as a Stochastic Process; 6.2 Characterization of the Source; 6.3 Tracing a Path; 6.4 Modeling Collision Events; 6.5 The Boltzmann Equation and Zero Variance Calculations 6.5.1 Radiation Impinging on a Slab |
| Record Nr. | UNINA-9910143138003321 |
Kalos Malvin H
|
||
| Weinheim, : Wiley-Blackwell, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monte Carlo methods [[electronic resource] /] / Malvin H. Kalos, Paula A. Whitlock
| Monte Carlo methods [[electronic resource] /] / Malvin H. Kalos, Paula A. Whitlock |
| Autore | Kalos Malvin H |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Weinheim, : Wiley-Blackwell, c2008 |
| Descrizione fisica | 1 online resource (217 p.) |
| Disciplina | 518.282 |
| Altri autori (Persone) | WhitlockPaula A |
| Soggetto topico | Monte Carlo method |
| ISBN |
1-62198-230-0
1-282-68811-1 9786612688119 3-527-62621-2 3-527-62622-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Monte Carlo Methods; Contents; Preface to the Second Edition; Preface to the First Edition; 1 What is Monte Carlo?; 1.1 Introduction; 1.2 Topics to be Covered; 1.3 A Short History of Monte Carlo; References; 2 A Bit of Probability; 2.1 Random Events; 2.2 Random Variables; 2.2.1 The Binomial Distribution; 2.2.2 The Geometric Distribution; 2.2.3 The Poisson Distribution; 2.3 Continuous Random Variables; 2.4 Expectations of Continuous Random Variables; 2.5 Bivariate Continuous Random Distributions; 2.6 Sums of Random Variables: Monte Carlo Quadrature
2.7 Distribution of the Mean of a Random Variable: A Fundamental Theorem2.8 Distribution of Sums of Independent Random Variables; 2.9 Monte Carlo Integration; 2.10 Monte Carlo Estimators; References; Further Reading; Elementary; More Advanced; 3 Sampling Random Variables; 3.1 Transformation of Random Variables; 3.2 Numerical Transformation; 3.3 Sampling Discrete Distributions; 3.4 Composition of Random Variables; 3.4.1 Sampling the Sum of Two Uniform Random Variables; 3.4.2 Sampling a Random Variable Raised to a Power; 3.4.3 Sampling the Distribution f(z) = z(1 - z) 3.4.4 Sampling the Sum of Several Arbitrary Distributions3.5 Rejection Techniques; 3.5.1 Sampling a Singular pdf Using Rejection; 3.5.2 Sampling the Sine and Cosine of an Angle; 3.5.3 Kahn's Rejection Technique for a Gaussian; 3.5.4 Marsaglia et al. Method for Sampling a Gaussian; 3.6 Multivariate Distributions; 3.6.1 Sampling a Brownian Bridge; 3.7 The M(RT)2 Algorithm; 3.8 Application of M(RT)2; 3.9 Testing Sampling Methods; References; Further Reading; 4 Monte Carlo Evaluation of Finite-Dimensional Integrals; 4.1 Importance Sampling; 4.2 The Use of Expected Values to Reduce Variance 4.3 Correlation Methods for Variance Reduction4.3.1 Antithetic Variates; 4.3.2 Stratification Methods; 4.4 Adaptive Monte Carlo Methods; 4.5 Quasi-Monte Carlo; 4.5.1 Low-Discrepancy Sequences; 4.5.2 Error Estimation for Quasi-Monte Carlo Quadrature; 4.5.3 Applications of Quasi-Monte Carlo; 4.6 Comparison of Monte Carlo Integration, Quasi-Monte Carlo and Numerical Quadrature; References; Further Reading; 5 Random Walks, Integral Equations, and Variance Reduction; 5.1 Properties of Discrete Markov Chains; 5.1.1 Estimators and Markov Processes; 5.2 Applications Using Markov Chains 5.2.1 Simulated Annealing5.2.2 Genetic Algorithms; 5.2.3 Poisson Processes and Continuous Time Markov Chains; 5.2.4 Brownian Motion; 5.3 Integral Equations; 5.3.1 Radiation Transport and Random Walks; 5.3.2 The Boltzmann Equation; 5.4 Variance Reduction; 5.4.1 Importance Sampling of Integral Equations; References; Further Reading; 6 Simulations of Stochastic Systems: Radiation Transport; 6.1 Radiation Transport as a Stochastic Process; 6.2 Characterization of the Source; 6.3 Tracing a Path; 6.4 Modeling Collision Events; 6.5 The Boltzmann Equation and Zero Variance Calculations 6.5.1 Radiation Impinging on a Slab |
| Record Nr. | UNINA-9910830283103321 |
|
Kalos Malvin H
|
||
| Weinheim, : Wiley-Blackwell, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monte Carlo methods / / Malvin H. Kalos, Paula A. Whitlock
| Monte Carlo methods / / Malvin H. Kalos, Paula A. Whitlock |
| Autore | Kalos Malvin H |
| Edizione | [2nd rev. and enl. ed.] |
| Pubbl/distr/stampa | Weinheim, : Wiley-Blackwell, c2008 |
| Descrizione fisica | 1 online resource (217 p.) |
| Disciplina | 518.282 |
| Altri autori (Persone) | WhitlockPaula A |
| Soggetto topico | Monte Carlo method |
| ISBN |
1-62198-230-0
1-282-68811-1 9786612688119 3-527-62621-2 3-527-62622-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Monte Carlo Methods; Contents; Preface to the Second Edition; Preface to the First Edition; 1 What is Monte Carlo?; 1.1 Introduction; 1.2 Topics to be Covered; 1.3 A Short History of Monte Carlo; References; 2 A Bit of Probability; 2.1 Random Events; 2.2 Random Variables; 2.2.1 The Binomial Distribution; 2.2.2 The Geometric Distribution; 2.2.3 The Poisson Distribution; 2.3 Continuous Random Variables; 2.4 Expectations of Continuous Random Variables; 2.5 Bivariate Continuous Random Distributions; 2.6 Sums of Random Variables: Monte Carlo Quadrature
2.7 Distribution of the Mean of a Random Variable: A Fundamental Theorem2.8 Distribution of Sums of Independent Random Variables; 2.9 Monte Carlo Integration; 2.10 Monte Carlo Estimators; References; Further Reading; Elementary; More Advanced; 3 Sampling Random Variables; 3.1 Transformation of Random Variables; 3.2 Numerical Transformation; 3.3 Sampling Discrete Distributions; 3.4 Composition of Random Variables; 3.4.1 Sampling the Sum of Two Uniform Random Variables; 3.4.2 Sampling a Random Variable Raised to a Power; 3.4.3 Sampling the Distribution f(z) = z(1 - z) 3.4.4 Sampling the Sum of Several Arbitrary Distributions3.5 Rejection Techniques; 3.5.1 Sampling a Singular pdf Using Rejection; 3.5.2 Sampling the Sine and Cosine of an Angle; 3.5.3 Kahn's Rejection Technique for a Gaussian; 3.5.4 Marsaglia et al. Method for Sampling a Gaussian; 3.6 Multivariate Distributions; 3.6.1 Sampling a Brownian Bridge; 3.7 The M(RT)2 Algorithm; 3.8 Application of M(RT)2; 3.9 Testing Sampling Methods; References; Further Reading; 4 Monte Carlo Evaluation of Finite-Dimensional Integrals; 4.1 Importance Sampling; 4.2 The Use of Expected Values to Reduce Variance 4.3 Correlation Methods for Variance Reduction4.3.1 Antithetic Variates; 4.3.2 Stratification Methods; 4.4 Adaptive Monte Carlo Methods; 4.5 Quasi-Monte Carlo; 4.5.1 Low-Discrepancy Sequences; 4.5.2 Error Estimation for Quasi-Monte Carlo Quadrature; 4.5.3 Applications of Quasi-Monte Carlo; 4.6 Comparison of Monte Carlo Integration, Quasi-Monte Carlo and Numerical Quadrature; References; Further Reading; 5 Random Walks, Integral Equations, and Variance Reduction; 5.1 Properties of Discrete Markov Chains; 5.1.1 Estimators and Markov Processes; 5.2 Applications Using Markov Chains 5.2.1 Simulated Annealing5.2.2 Genetic Algorithms; 5.2.3 Poisson Processes and Continuous Time Markov Chains; 5.2.4 Brownian Motion; 5.3 Integral Equations; 5.3.1 Radiation Transport and Random Walks; 5.3.2 The Boltzmann Equation; 5.4 Variance Reduction; 5.4.1 Importance Sampling of Integral Equations; References; Further Reading; 6 Simulations of Stochastic Systems: Radiation Transport; 6.1 Radiation Transport as a Stochastic Process; 6.2 Characterization of the Source; 6.3 Tracing a Path; 6.4 Modeling Collision Events; 6.5 The Boltzmann Equation and Zero Variance Calculations 6.5.1 Radiation Impinging on a Slab |
| Record Nr. | UNINA-9910876525703321 |
|
Kalos Malvin H
|
||
| Weinheim, : Wiley-Blackwell, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||