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, Ivan Dimov.

Format:

Book

Conference/Event

Author/Creator:

IMACS Seminar on Monte Carlo Methods, Corporate Author.

Contributor:

Sabelfeld, Karl K.

Dimov, Ivan.

Conference Name:

IMACS Seminar on Monte Carlo Methods (8th : 2011 : Borovet͡s, Bulgaria)

IMACS Seminar on Monte Carlo Methods

Series:

Proceedings in mathematics.

De Gruyter proceedings in mathematics

Language:

English

Subjects (All):

Monte Carlo method--Congresses.

Monte Carlo method.

Mathematics--Congresses.

Mathematics.

Physical Description:

1 online resource (248 p.)

Edition:

1st ed.

Place of Publication:

Berlin : De Gruyter, 2013.

Language Note:

English

Summary:

This is the proceedings of the "8th 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: 1st IMACS Seminar, 1997, Brussels, Belgium2nd IMACS Seminar, 1999, Varna, Bulgaria 3rd IMACS Seminar, 2001, Salzburg, Austria 4th IMACS Seminar, 2003, Berlin, Germany 5th IMACS Seminar, 2005, Tallahassee, USA6th IMACS Seminar, 2007, Reading, UK7th IMACS Seminar, 2009, Brussels, Belgium8th IMACS Seminar, 2011, Borovets, Bulgaria

Contents:

Frontmatter

Preface

Contents

Chapter 1. Improvement of Multi-population Genetic Algorithms Convergence Time / Angelova, Maria / Pencheva, Tania

Chapter 2 Parallelization and Optimization of 4D Binary Mixture Monte Carlo Simulations Using Open MPI and CUDA / Artemchuk, Sergey / Whitlock, Paula A.

Chapter 3 Efficient Implementation of the Heston Model Using GPGPU / Atanassov, Emanouil / Dimitrov, Dimitar / Ivanovska, Sofiya

Chapter 4. On a Game-Method for Modeling with Intuitionistic Fuzzy Estimations. Part 2 / Atanassova, Lilija / Atanassov, Krassimir

Chapter 5. Generalized Nets, ACO Algorithms, and Genetic Algorithms / Atanassova, Vassia / Fidanova, Stefka / Popchev, Ivan / Chountas, Panagiotis

Chapter 6. Bias Evaluation and Reduction for Sample-Path Optimization / / Bastin, Fabian

Chapter 7. Monte Carlo Simulation of Electron Transport in Quantum Cascade Lasers / Baumgartner, Oskar / Stanojević, Zlatan / Kosina, Hans

Chapter 8. Markov Chain Monte Carlo Particle Algorithms for Discrete-Time Nonlinear Filtering / Carmi, Avishy / Mihaylova, Lyudmila

Chapter 9. Game-Method for Modeling and WRF-Fire Model Working Together / Dobrinkova, Nina / Fidanova, Stefka / Dimov, Ivan / Atanassov, Krassimir / Mandel, Jan

Chapter 10. Wireless Sensor Network Layout / Fidanova, Stefka / Marinov, Pencho / Alba, Enrique

Chapter 11. A Two-Dimensional Lorentzian Distribution for an Atomic Force Microscopy Simulator / Filipovic, Lado / Selberherr, Siegfried

Chapter 12. Stratified Monte Carlo Integration / Haddad, Rami El / Fakhreddine, Rana / Lécot, Christian

Chapter 13. Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation / Iliev, Oleg / Nagapetyan, Tigran / Ritter, Klaus

Chapter 14. Convexization in Markov Chain Monte Carlo / Kanevsky, Dimitri / Carmi, Avishy

Chapter 15. Value Simulation of the Interacting Pair Number for Solution of the Monodisperse Coagulation Equation / Korotchenko, Mariya / Burmistrov, Aleksandr

Chapter 16. Parallelization of Algorithms for Solving a Three-Dimensional Sudoku Puzzle / Mayorov, Mikhail / Whitlock, Paula A.

Chapter 17. The Efficiency Study of Splitting and Branching in the Monte Carlo Method / Medvedev, Ilya N.

Chapter 18. On the Asymptotics of a Lower Bound for the Diaphony of Generalized van der Corput Sequences / Pausinger, Florian / Schmid, Wolfgang Ch.

Chapter 19. Group Object Tracking with a Sequential Monte Carlo Method Based on a Parameterized Likelihood Function / Petrov, Nikolay / Mihaylova, Lyudmila / Gning, Amadou / Angelova, Donka

Chapter 20. The Template Design Problem: A Perspective with Metaheuristics / Rueda, David Rodríguez / Cotta, Carlos / Fernández-Leiva, Antonio J.

Chapter 21. A Comparison of Simulated Annealing and Genetic Algorithm Approaches for Cultivation Model Identification / Roeva, Olympia

Chapter 22. Monte Carlo Investigations of Electron Decoherence due to Phonons / Schwaha, Philipp / Nedjalkov, Mihail / Selberherr, Siegfried / Dimov, Ivan

Chapter 23. Geometric Allocation Approach for the Transition Kernel of a Markov Chain / Suwa, Hidemaro / Todo, Synge

Chapter 24. Exact Sampling for the Ising Model at All Temperatures / Ullrich, Mario

Notes:

Description based upon print version of record.

Includes bibliographical references.

ISBN:

9783110293586

3110293587

OCLC:

826482092