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1000 tulosta hakusanalla Carlo Gozzi
Ein Vergleich von Carlo Collodis "Pinocchio" mit der gleichnamigen Disneyverfilmung
Alida Ziehm
Grin Publishing
2011
pokkari
Stochastic Simulation and Monte Carlo Methods
Carl Graham; Denis Talay
Springer-Verlag Berlin and Heidelberg GmbH Co. K
2013
sidottu
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a result, the book is a self-contained and rigorous study of the numerical methods within a theoretical framework. After briefly reviewing the basics, the authors first introduce fundamental notions in stochastic calculus and continuous-time martingale theory, then develop the analysis of pure-jump Markov processes, Poisson processes, and stochastic differential equations. In particular, they review the essential properties of Itô integrals and prove fundamental results on the probabilistic analysis of parabolic partial differential equations. These results in turn provide the basis for developing stochastic numerical methods, both from an algorithmic and theoretical point of view. The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.
Stochastic Simulation and Monte Carlo Methods
Carl Graham; Denis Talay
Springer-Verlag Berlin and Heidelberg GmbH Co. K
2015
nidottu
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a result, the book is a self-contained and rigorous study of the numerical methods within a theoretical framework. After briefly reviewing the basics, the authors first introduce fundamental notions in stochastic calculus and continuous-time martingale theory, then develop the analysis of pure-jump Markov processes, Poisson processes, and stochastic differential equations. In particular, they review the essential properties of Itô integrals and prove fundamental results on the probabilistic analysis of parabolic partial differential equations. These results in turn provide the basis for developing stochastic numerical methods, both from an algorithmic and theoretical point of view. The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.
Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation and Applications
Springer-Verlag Berlin and Heidelberg GmbH Co. K
2014
nidottu
This book focusses on the state of the art of Monte Carlo methods in radiation physics and particle transport simulation and applications, the latter involving in particular, the use and development of electron--gamma, neutron--gamma and hadronic codes. Besides the basic theory and the methods employed, special attention is paid to algorithm development for modeling, and the analysis of experiments and measurements in a variety of fields ranging from particle to medical physics.
Optimization of Weighted Monte Carlo Methods
Gennadii A. Mikhailov
Springer-Verlag Berlin and Heidelberg GmbH Co. K
2011
nidottu
The Monte Carlo method is based on the munerical realization of natural or artificial models of the phenomena under considerations. In contrast to classical computing methods the Monte Carlo efficiency depends weakly on the dimen sion and geometric details of the problem. The method is used for solving complex problems of the radiation transfer theory, turbulent diffusion, chemi cal kinetics, theory of rarefied gases, diffraction of waves on random surfaces, etc. The Monte Carlo method is especially effective when using multi-processor computing systems which allow many independent statistical experiments to be simulated simultaneously. The weighted Monte Carlo estimates are constructed in order to diminish errors and to obtain dependent estimates for the calculated functionals for different values of parameters of the problem, i.e., to improve the functional dependence. In addition, the weighted estimates make it possible to evaluate special functionals, for example, the derivatives with respect to the parameters. There are many works concerned with the development of the weighted estimates. In Chap. 1 we give the necessary information about these works and present a set of illustrations. The rest of the book is devoted to the solution of a series of mathematical problems related to the optimization of the weighted Monte Carlo estimates.
Quantum Monte Carlo Methods in Equilibrium and Nonequilibrium Systems
Springer-Verlag Berlin and Heidelberg GmbH Co. K
2012
nidottu
Speech by Toyosaburo Taniguchi Dr. Kubo, Chairman, Distinguished Guests, and Friends, I am very happy, pleased and honored to be here this evening with so many distinguished guests, friends, and scholars from within this country and from different parts of the world. The Taniguchi Foundation wishes to extend a warm and sincere welcome to the many participants of the Ninth International Symposium on the Theory of Condensed Matter, which se ries was inaugurated eight years ago through the strenuous efforts of Dr. Ryogo Kubo, who is gracing us today with his presence. We are deeply indebted to Dr. Kubo, Dr. Suzuki, and their associates, who havE' spent an enormous amount of time and effort to make this particular symposium possible. We are convinced that the foundation should not be considered as what makes our symposium a success. The success is entirely due, I feel, to the continuous efforts of the Organizing Committee and of all those who have lent their support to this program. In this sense, your words of praise about the symposium, if any, should be directed to all of them. So far, I have met in person a total of 62 participants in this Division from 12 countries: Argentina, Belgium, Canada, Denmark, the Federal Republic of Germany, France, Ireland, Israel, Rumania, Switzerland, the United Kingdom, and the United States of America, with 133 participants from Japan. Those friends I have been privileged to make, I shall always treasure.
Applications of the Monte Carlo Method in Statistical Physics
Springer-Verlag Berlin and Heidelberg GmbH Co. K
2012
nidottu
Monte Carlo computer simulations are now a standard tool in scientific fields such as condensed-matter physics, including surface-physics and applied-physics problems (metallurgy, diffusion, and segregation, etc. ), chemical physics, including studies of solutions, chemical reactions, polymer statistics, etc. , and field theory. With the increasing ability of this method to deal with quantum-mechanical problems such as quantum spin systems or many-fermion problems, it will become useful for other questions in the fields of elementary-particle and nuclear physics as well. The large number of recent publications dealing either with applications or further development of some aspects of this method is a clear indication that the scientific community has realized the power and versatility of Monte Carlo simula tions, as well as of related simulation techniques such as "molecular dynamics" and "Langevin dynamics," which are only briefly mentioned in the present book. With the increasing availability of recent very-high-speed general-purpose computers, many problems become tractable which have so far escaped satisfactory treatment due to prac tical limitations (too small systems had to be chosen, or too short averaging times had to be used). While this approach is admittedly rather expensive, two cheaper alternatives have become available, too: (i) array or vector processors specifical ly suited for wide classes of simulation purposes; (ii) special purpose processors, which are built for a more specific class of problems or, in the extreme case, for the simulation of one single model system.
Il disegno - Studien zu Carlo Marattis Deckenfresko im Palazzo Altieri in Rom
Daniel Skina
Grin Publishing
2012
pokkari
Der Handlungsablauf in Carlo Goldonis Der Diener zweier Herren
Tamara Breitbart
Grin Verlag
2014
nidottu
Die Monte Carlo Simulation am Beispiel der Weibull-Verteilung und des stochastischen Projektmanagements
Dariusz Cetera
Grin Publishing
2014
pokkari
Harald Nahrstedt zeigt hier den pragmatisch technischen und weniger den wissenschaftlichen Ansatz, wie Excel mit seinen Programmiermöglichkeiten sich immer mehr zu einem universellen Arbeitsmittel entwickelt. So ist die Simulation mit Hilfe von Pseudozufallszahlen ein schneller und preiswerter Weg zu fachlichen Aussagen. Den Rahmen dieser Abhandlung bildet der geschichtliche Hintergrund.
Dieser Band stellt praxisorientiert die Monte-Carlo-Simulation (Risikosimulation) vor, die es ermöglicht, den Gesamtrisikoumfang eines Unternehmens oder Projektes zu berechnen (Risikoaggregation) und mögliche „bestandsgefährdende Entwicklungen“ aus Kombinationseffekten von Einzelrisiken zu erkennen (Kernanforderung an ein Risikomanagement nach §91 Abs. 2 AktG). Ausgehend von einer Einführung zu Risikoanalyse und Risikoquantifizierung wird gezeigt, wie durch die Verbindung von Unternehmensplanung und Risikoanalyse mittels Monte-Carlo-Simulation eine Risikoaggregation durchgeführt wird (mit Excel und der Simulationssoftware Crystal Ball).
Simulaciones Monte Carlo Reticulares de Sistemas Nanoestructurados
Elio Mauro Carreras
Editorial Académica Española
2012
nidottu
The Monte Carlo Methods in Atmospheric Optics
G.I. Marchuk; G.A. Mikhailov; M.A. Nazareliev; R.A. Darbinjan; B.A. Kargin; B.S. Elepov
Springer-Verlag Berlin and Heidelberg GmbH Co. K
2013
nidottu
This monograph is devoted to urgent questions of the theory and applications of the Monte Carlo method for solving problems of atmospheric optics and hydrooptics. The importance of these problems has grown because of the increas ing need to interpret optical observations, and to estimate radiative balance precisely for weather forecasting. Inhomogeneity and sphericity of the atmos phere, absorption in atmospheric layers, multiple scattering and polarization of light, all create difficulties in solving these problems by traditional methods of computational mathematics. Particular difficulty arises when one must solve nonstationary problems of the theory of transfer of narrow beams that are connected with the estimation of spatial location and time characteristics of the radiation field. The most universal method for solving those problems is the Monte Carlo method, which is a numerical simulation of the radiative-transfer process. This process can be regarded as a Markov chain of photon collisions in a medium, which result in scattering or absorption. The Monte Carlo tech nique consists in computational simulation of that chain and in constructing statistical estimates of the desired functionals. The authors of this book have contributed to the development of mathemati cal methods of simulation and to the interpretation of optical observations. A series of general method using Monte Carlo techniques has been developed. The present book includes theories and algorithms of simulation. Numerical results corroborate the possibilities and give an impressive prospect of the applications of Monte Carlo methods.
