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Optimization of Weighted Monte Carlo Methods
Gennadii A. Mikhailov
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Description for Optimization of Weighted Monte Carlo Methods
Paperback. Translator(s): Sabelfeld, Karl K. Series: Scientific Computation. Num Pages: 236 pages, 9 black & white tables, biography. BIC Classification: PHU. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 13. Weight in Grams: 375.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
236
Condition
New
Series
Scientific Computation
Number of Pages
225
Place of Publication
Berlin, Germany
ISBN
9783642759833
SKU
V9783642759833
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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