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Monte Carlo methods for applied scientists /

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 wi...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Dimov, Ivan, 1963-
Format: Électronique eBook
Langue:Inglés
Publié: Hackensack, N.J. : World Scientific, ©2008.
Sujets:
Accès en ligne:Texto completo
Table des matières:
  • 1. Introduction
  • 2. Basic results of Monte Carlo integration
  • 3. Optimal Monte Carlo method for multidimensional integrals of smooth functions
  • 4. Iterative Monte Carlo methods for linear equations
  • 5. Markov Chain Monte Carlo methods for Eigenvalue Problems
  • 6. Monte Carlo methods for Boundary-Value Problems (BVP)
  • 7. Superconvergent Monte Carlo for density function simulation by B-Splines
  • 8. Solving non-linear equations
  • 9. Algorithmic efficiency for different computer models
  • 10. Applications for transport modeling in semiconductors and nanowires.