Monte Carlo Methods for Applied Scientis

Monte Carlo Methods for Applied Scientis
1 927,- 1 927,-
Førpris 2409,- Spar 482,-
Førpris 2409,- Spar 482,-
Format E-Bok
Filformat PDF
Utgivelsesår 2007
Forlag World Scientific Publishing Co
Språk Engelsk
ISBN 9789812779892
Sider 308
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Om Monte Carlo Methods for Applied Scientis

The Monte Carlo method is inherently parallel and the extensive and rapid development in parallel computers, computational clusters and grids has resulted in renewed and increasing interest in this method. At the same time there has been an expansion in the application areas and the method is now widely used in many important areas of science including nuclear and semiconductor physics, statistical mechanics and heat and mass transfer.This book attempts to bridge the gap between theory and practice concentrating on modern algorithmic implementation on parallel architecture machines. Although a suitable text for final year postgraduate mathematicians and computational scientists it is principally aimed at the applied scientists: only a small amount of mathematical knowledge is assumed and theorem proving is kept to a minimum, with the main focus being on parallel algorithms development often to applied industrial problems.A selection of algorithms developed both for serial and parallel machines are provided.Contents: Basic Results of Monte Carlo IntegrationOptimal Monte Carlo Method for Multidimensional Integrals of Smooth FunctionsIterative Monte Carlo Methods for Linear EquationsMarkov Chain Monte Carlo Methods for Eigenvalue ProblemsMonte Carlo Methods for Boundary- Value Problems (BVP)Superconvergent Monte Carlo for Density Function Simulation by B-SplinesSolving Non-Linear EquationsAlgorithmic Effciency for Different Computer ModelsApplications for Transport Modeling in Semiconductors and NanowiresReadership: Applied scientists and mathematicians.Key Features:Gives a clear presentation of some novel research topics actively developed during the last 25 yearsIncludes original research topics written by experts in the fields of wavelets, material science, and nonlinear wavesAccessible to students, yet of interest to expertsPresents in-depth discussion on the procedures and techniques of mathematical modeling of wave propagation in structured materials based on wavelet analysisFocuses on the intrinsic relationship between wavelet and wave analysis


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