Ripley B.D. Stochastic Simulation

Springer-Verlag Berlin, 2006, 482 pages This book surveys the major topics that are essential to high-performance simulation on parallel computers or computational clusters. These topics, including programming models, load balancing, mesh generation, efficient numerical solvers, and scientific software, are vital ingredients in the research fields of computer science, numerical analysis, and scientific computing. In addition to presenting the...

Springer, 2000. - 470 pages. This volume contains current progress of a new class of finite element method, the Discontinuous Galerkin Method (DGM), which has been under rapid developments recently and has found its use very quickly in such diverse applications as aeroacoustics, semi-conductor device simulation, turbomachinery, turbulent flows, materials processing, Magneto-hydro-dynamics, plasma simulations and image processing. While there has...

World Scientific Publishing Company, 2010. - 436 pages. These proceedings include articles based on talks presented at the 12th International Conference on dierence equations and applications (ICDEA07). The conference was held in Lisbon, July 23{27, 2007, under the auspices of the International Society of Dierence Equations (ISDE). This volume encompasses articles on a variety of current topics such as stability, bifurcation, functional equation...

This book results from the authors work done on simulation based optimization problems at the Department of Mathematics, University of Trier, and reported in his postdoctoral thesis (Habilitationsschrift) accepted by the Faculty-IV of this University in 2008. The focus of the work has been to develop mathematical methods and algorithms which lead to efficient and high performance computational techniques to solve such optimization problems in rea...

Springer, 1995. - 636 pages. The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. The book proposes to the reader whose background knowledge is limited to undergraduate level methods for engineering and physics, and easily accessible introductions to SDE and then applications as well as the numerical methods for dealing wit...

Wiley, 2011. - 743 p. A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today's numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook...

In Tech, 2011. 950 p. ISBN:9789533076911 In this book, Applications of Monte Carlo Method in Science and Engineering, we further expose the broad range of applications of Monte Carlo simulation in the fields of Quantum Physics, Statistical Physics, Reliability, Medical Physics, Polycrystalline Materials, Ising Model, Chemistry, Agriculture, Food Processing, X-ray Imaging, Electron Dynamics in Doped Semiconductors, Metallurgy, Remote Sensing and...

2010, 791 pages Advances in scientific computing have made modelling and simulation an important part of the decision-making process in engineering, science, and public policy. This book provides a comprehensive and systematic development of the basic concepts, principles, and procedures for verification and validation of models and simulations. The emphasis is placed on models that are described by partial differential and integral equations an...

John Wiley & Sons, Inc., 2008. – 465 pages. Contents:. Codes for Download. Modeling and Simulation. Fundamental Tools for Mathematical Computing. Numerical Interface Designs. Curve Visualization. Systems of Linear Equations. Nonlinear Equations. Interpolation and Approximation. Differentiation and Integration. Eigenvalues and Eigenvectors. Ordinary Differential Equations. Partial Differential Equations.

Princeton University Press, 2011. - 342 p. ISBN:978-0-691-14686-7 Computational science is fundamentally changing how technological questions are addressed. The design of aircraft, automobiles, and even racing sailboats is now done by computational simulation. The mathematical foundation of this new approach is numerical analysis, which studies algorithms for computing expressions defined with real numbers. Emphasizing the theory behind the comp...