Monte Carlo Methods and Applications: Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 – September 2, 2011, Borovets, Bulgaria

Book

Monte Carlo Methods and Applications

Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 – September 2, 2011, Borovets, Bulgaria

Edited by: Karl K. Sabelfeld and Ivan Dimov
With contributions by: Enrique Alba , Donka Angelova , Maria Angelova , Sergey Artemchuk , Emanouil Atanassov , Krassimir Atanassov , Lilija Atanassova , Vassia Atanassova , Fabian Bastin , Oskar Baumgartner , Aleksandr Burmistrov , Avishy Carmi , Panagiotis Chountas , Carlos Cotta , Dimitar Dimitrov , Ivan Dimov , Nina Dobrinkova , Rami El Haddad , Rana Fakhreddine , Antonio J. Fernández-Leiva , Stefka Fidanova , Lado Filipovic , Amadou Gning , Oleg Iliev , Sofiya Ivanovska , Dimitri Kanevsky , Mariya Korotchenko , Hans Kosina , Christian Lécot , Jan Mandel , Pencho Marinov , Mikhail Mayorov , Ilya N. Medvedev , Lyudmila Mihaylova , Tigran Nagapetyan , Mihail Nedjalkov , Florian Pausinger , Tania Pencheva , Nikolay Petrov , Ivan Popchev , Klaus Ritter , David Rodríguez Rueda , Olympia Roeva , Wolfgang Ch. Schmid , Philipp Schwaha , Siegfried Selberherr , Zlatan Stanojevic , Hidemaro Suwa , Synge Todo , Mario Ullrich and Paula A. Whitlock

Language: English

Published/Copyright: 2013

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De Gruyter Proceedings in Mathematics

About this book

This is the proceedings of the "8^th IMACS Seminar on Monte Carlo Methods" held from August 29 to September 2, 2011 in Borovets, Bulgaria, and organized by the Institute of Information and Communication Technologies of the Bulgarian Academy of Sciences in cooperation with the International Association for Mathematics and Computers in Simulation (IMACS). Included are 24 papers which cover all topics presented in the sessions of the seminar: stochastic computation and complexity of high dimensional problems, sensitivity analysis, high-performance computations for Monte Carlo applications, stochastic metaheuristics for optimization problems, sequential Monte Carlo methods for large-scale problems, semiconductor devices and nanostructures.

The history of the IMACS Seminar on Monte Carlo Methods goes back to April 1997 when the first MCM Seminar was organized in Brussels:

1^st IMACS Seminar, 1997, Brussels, Belgium
2^nd IMACS Seminar, 1999, Varna, Bulgaria
3^rd IMACS Seminar, 2001, Salzburg, Austria
4^th IMACS Seminar, 2003, Berlin, Germany
5^th IMACS Seminar, 2005, Tallahassee, USA
6^th IMACS Seminar, 2007, Reading, UK
7^th IMACS Seminar, 2009, Brussels, Belgium
8^th IMACS Seminar, 2011, Borovets, Bulgaria

Author / Editor information

Karl K. Sabelfeld, Institute of Computational Mathematics and Geophysics, Russian Acacemy of Sciences, Novosibirsk, Russia; Ivan Dimov, Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, Sofia, Bulgaria.

Supplementary Materials

Contents

Topics

Frontmatter Publicly Available Download PDF	i
Preface Requires Authentication Unlicensed Licensed	v
Contents Publicly Available Download PDF	vii
Chapter 1. Improvement of Multi-population Genetic Algorithms Convergence Time Maria Angelova and Tania Pencheva Requires Authentication Unlicensed Licensed	1
Chapter 2 Parallelization and Optimization of 4D Binary Mixture Monte Carlo Simulations Using Open MPI and CUDA Sergey Artemchuk and Paula A. Whitlock Requires Authentication Unlicensed Licensed	11
Chapter 3 Efficient Implementation of the Heston Model Using GPGPU Emanouil Atanassov, Dimitar Dimitrov and Sofiya Ivanovska Requires Authentication Unlicensed Licensed	21
Chapter 4. On a Game-Method for Modeling with Intuitionistic Fuzzy Estimations. Part 2 Lilija Atanassova and Krassimir Atanassov Requires Authentication Unlicensed Licensed	29
Chapter 5. Generalized Nets, ACO Algorithms, and Genetic Algorithms Vassia Atanassova, Stefka Fidanova, Ivan Popchev and Panagiotis Chountas Requires Authentication Unlicensed Licensed	39
Chapter 6. Bias Evaluation and Reduction for Sample-Path Optimization and Fabian Bastin Requires Authentication Unlicensed Licensed	47
Chapter 7. Monte Carlo Simulation of Electron Transport in Quantum Cascade Lasers Oskar Baumgartner, Zlatan Stanojević and Hans Kosina Requires Authentication Unlicensed Licensed	59
Chapter 8. Markov Chain Monte Carlo Particle Algorithms for Discrete-Time Nonlinear Filtering Avishy Carmi and Lyudmila Mihaylova Requires Authentication Unlicensed Licensed	69
Chapter 9. Game-Method for Modeling and WRF-Fire Model Working Together Nina Dobrinkova, Stefka Fidanova, Ivan Dimov, Krassimir Atanassov and Jan Mandel Requires Authentication Unlicensed Licensed	79
Chapter 10. Wireless Sensor Network Layout Stefka Fidanova, Pencho Marinov and Enrique Alba Requires Authentication Unlicensed Licensed	87
Chapter 11. A Two-Dimensional Lorentzian Distribution for an Atomic Force Microscopy Simulator Lado Filipovic and Siegfried Selberherr Requires Authentication Unlicensed Licensed	97
Chapter 12. Stratified Monte Carlo Integration Rami El Haddad, Rana Fakhreddine and Christian Lécot Requires Authentication Unlicensed Licensed	105
Chapter 13. Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation Oleg Iliev, Tigran Nagapetyan and Klaus Ritter Requires Authentication Unlicensed Licensed	115
Chapter 14. Convexization in Markov Chain Monte Carlo Dimitri Kanevsky and Avishy Carmi Requires Authentication Unlicensed Licensed	125
Chapter 15. Value Simulation of the Interacting Pair Number for Solution of the Monodisperse Coagulation Equation Mariya Korotchenko and Aleksandr Burmistrov Requires Authentication Unlicensed Licensed	135
Chapter 16. Parallelization of Algorithms for Solving a Three-Dimensional Sudoku Puzzle Mikhail Mayorov and Paula A. Whitlock Requires Authentication Unlicensed Licensed	145
Chapter 17. The Efficiency Study of Splitting and Branching in the Monte Carlo Method Ilya N. Medvedev Requires Authentication Unlicensed Licensed	155
Chapter 18. On the Asymptotics of a Lower Bound for the Diaphony of Generalized van der Corput Sequences Florian Pausinger and Wolfgang Ch. Schmid Requires Authentication Unlicensed Licensed	163
Chapter 19. Group Object Tracking with a Sequential Monte Carlo Method Based on a Parameterized Likelihood Function Nikolay Petrov, Lyudmila Mihaylova, Amadou Gning and Donka Angelova Requires Authentication Unlicensed Licensed	171
Chapter 20. The Template Design Problem: A Perspective with Metaheuristics David Rodríguez Rueda, Carlos Cotta and Antonio J. Fernández-Leiva Requires Authentication Unlicensed Licensed	181
Chapter 21. A Comparison of Simulated Annealing and Genetic Algorithm Approaches for Cultivation Model Identification Olympia Roeva Requires Authentication Unlicensed Licensed	193
Chapter 22. Monte Carlo Investigations of Electron Decoherence due to Phonons Philipp Schwaha, Mihail Nedjalkov, Siegfried Selberherr and Ivan Dimov Requires Authentication Unlicensed Licensed	203
Chapter 23. Geometric Allocation Approach for the Transition Kernel of a Markov Chain Hidemaro Suwa and Synge Todo Requires Authentication Unlicensed Licensed	213
Chapter 24. Exact Sampling for the Ising Model at All Temperatures Mario Ullrich Requires Authentication Unlicensed Licensed	223

Publishing information

Pages and Images/Illustrations in book

eBook published on:

December 6, 2012

eBook ISBN:

9783110293586

Hardcover published on:

November 15, 2012

Hardcover ISBN:

9783110293470

Pages and Images/Illustrations in book

Front matter:

13

Main content:

233

Illustrations:

48

Tables:

27

https://doi.org/10.1515/9783110293586

eBook ISBN: 9783110293586

Hardcover ISBN: 9783110293470

Keywords for this book

Monte Carlo Method; Stochastic Model; Financial Mathematics

Audience(s) for this book

PhD Students, Researchers; Specialists in Different Fields using Monte Carlo Methods, e.g. Financial Mathematics, Transport of Particles, Semiconductor Simulation; Academic Libraries

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Monte Carlo Methods and Applications

Overview

About this book

Author / Editor information

Supplementary Materials

Topics

Table of contents

Bibliographic data