Cover image for Monte Carlo Methods and Applications : Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 - September 2, 2011, Borovets, Bulgaria.
Monte Carlo Methods and Applications : Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 - September 2, 2011, Borovets, Bulgaria.
Title:
Monte Carlo Methods and Applications : Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 - September 2, 2011, Borovets, Bulgaria.
Author:
Alba, Enrique.
ISBN:
9783110293586
Personal Author:
Physical Description:
1 online resource (248 pages)
Series:
De Gruyter Proceedings in Mathematics
Contents:
Preface -- 1 Improvement of Multi-population Genetic Algorithms Convergence Time -- 1.1 Introduction -- 1.2 Short Overview of MpGA Modifications -- 1.3 Parameter Identification of S. cerevisiae Fed-Batch Cultivation Using Different Kinds of MpGA -- 1.4 Analysis and Conclusions -- 2 Parallelization and Optimization of 4D Binary Mixture Monte Carlo Simulations Using Open MPI and CUDA -- 2.1 Introduction -- 2.2 The Metropolis Monte Carlo Method -- 2.3 Decomposition into Subdomains and the Virtual Topology Using OpenMPI -- 2.4 Management of Hypersphere Coordinate Migration Between Domains -- 2.4.1 Communication between the CPU and the GPU -- 2.5 Pseudorandom Number Generation -- 2.6 Results of Running the Modified Code -- 2.7 Conclusions -- 3 Efficient Implementation of the Heston Model Using GPGPU -- 3.1 Introduction -- 3.2 Our GPGPU-Based Algorithm for Option Pricing -- 3.3 Numerical Results -- 3.4 Conclusions and Future Work -- 4 On a Game-Method for Modeling with Intuitionistic Fuzzy Estimations. Part 2 -- 4.1 Introduction -- 4.2 Short Remarks on the Game-Method for Modeling from Crisp Point of View -- 4.3 On the Game-Method for Modeling with Intuitionistic Fuzzy Estimations -- 4.4 Main Results -- 4.5 Conclusion -- 5 Generalized Nets, ACO Algorithms, and Genetic Algorithms -- 5.1 Introduction -- 5.2 ACO and GA -- 5.3 GN for Hybrid ACO-GA Algorithm -- 5.4 Conclusion -- 6 Bias Evaluation and Reduction for Sample-Path Optimization -- 6.1 Introduction -- 6.2 Problem Formulation -- 6.3 Taylor-Based Bias Correction -- 6.4 Impact on the Optimization Bias -- 6.5 Numerical Experiments -- 6.6 Conclusions -- 7 Monte Carlo Simulation of Electron Transport in Quantum Cascade Lasers -- 7.1 Introduction -- 7.2 QCL Transport Model -- 7.2.1 Pauli Master Equation -- 7.2.2 Calculation of Basis States -- 7.2.3 Monte Carlo Solver.

7.3 Results and Discussion -- 7.4 Conclusion -- 8 Markov Chain Monte Carlo Particle Algorithms for Discrete-Time Nonlinear Filtering -- 8.1 Introduction -- 8.2 General Particle Filtering Framework -- 8.3 High Dimensional Particle Schemes -- 8.3.1 Sequential MCMC Filtering -- 8.3.2 Efficient Sampling in High Dimensions -- 8.3.3 Setting Proposal and Steering Distributions -- 8.4 Illustrative Examples -- 8.5 Conclusions -- 9 Game-Method for Modeling and WRF-Fire Model Working Together -- 9.1 Introduction -- 9.2 Description of the Game-Method for Modeling -- 9.3 General Description of the Coupled Atmosphere Fire Modeling and WRF-Fire -- 9.4 Wind Simulation Approach -- 9.5 Conclusion -- 10 Wireless Sensor Network Layout -- 10.1 Introduction -- 10.2 Wireless Sensor Network Layout Problem -- 10.3 ACO for WSN Layout Problem -- 10.4 Experimental Results -- 10.5 Conclusion -- 11 A Two-Dimensional Lorentzian Distribution for an Atomic Force Microscopy Simulator -- 11.1 Introduction -- 11.2 Modeling Oxidation Kinetics -- 11.3 Development of the Lorentzian Model -- 11.3.1 Algorithm for the Gaussian Model -- 11.3.2 Development of the Lorentzian Model -- 11.4 Conclusion -- 12 Stratified Monte Carlo Integration -- 12.1 Introduction -- 12.2 Numerical Integration -- 12.3 Conclusion -- 13 Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation -- 13.1 Motivation -- 13.2 AFFFF -- 13.3 Mathematical Model and Numerical Algorithm -- 13.3.1 Mathematical Model -- 13.3.2 The MLMC Algorithm -- 13.4 Numerical Results -- 14 Convexization in Markov Chain Monte Carlo -- 14.1 Introduction -- 14.2 Auxiliary Functions -- 14.2.1 Definition of Auxiliary Functions -- 14.2.2 Optimization Process for Auxiliary Functions -- 14.2.3 Auxiliary Functions for Convex Functions.

14.2.4 Objective Function Which Is the Sum of Convex and Concave Functions -- 14.3 Stochastic Auxiliary Functions -- 14.3.1 Stochastic Convex Learning (Summary) -- 14.3.2 Auxiliary Stochastic Functions -- 14.4 Metropolis-Hastings Auxiliary Algorithm -- 14.5 Numerical Experiments -- 14.6 Conclusion -- 15 Value Simulation of the Interacting Pair Number for Solution of the Monodisperse Coagulation Equation -- 15.1 Introduction -- 15.2 Value Simulation for Integral Equations -- 15.2.1 Value Simulation of the Time Interval Between Interactions -- 15.2.2 VSIPN to Estimate the Monomer Concentration Jh1 -- 15.2.3 VSIPN to Estimate the Monomer and Dimer Concentration Jh12 -- 15.3 Results of the Numerical Experiments -- 15.4 Conclusion -- 16 Parallelization of Algorithms for Solving a Three-Dimensional Sudoku Puzzle -- 16.1 Introduction -- 16.2 The Simulated Annealing Method -- 16.3 Successful Algorithms for Solving the Three-Dimensional Puzzle Using MPI -- 16.3.1 An Embarrassingly Parallel Algorithm -- 16.3.2 Distributed Simulated Annealing Using a Master/Worker Organization -- 16.4 Results -- 16.5 Conclusions -- 17 The Efficiency Study of Splitting and Branching in the Monte Carlo Method -- 17.1 Introduction -- 17.2 Randomized Branching -- 17.3 Splitting -- 18 On the Asymptotics of a Lower Bound for the Diaphony of Generalized van der Corput Sequences -- 18.1 Introduction and Main Result -- 18.2 Definitions and Previous Results -- 18.3 Proof of Theorem 18.1 -- 19 Group Object Tracking with a Sequential Monte Carlo Method Based on a Parameterized Likelihood Function -- 19.1 Motivation -- 19.2 Group Object Tracking within the Sequential Monte Carlo Framework -- 19.3 Measurement Likelihood for Group Object Tracking -- 19.3.1 Introduction of the Notion of the Visible Surface.

19.3.2 Parametrization of the Visible Surface -- 19.4 Performance Evaluation -- 19.5 Conclusions -- 20 The Template Design Problem: A Perspective with Metaheuristics -- 20.1 Introduction -- 20.2 The Template Design Problem -- 20.3 Solving the TDP under Deterministic Demand -- 20.3.1 Representation and Evaluation -- 20.3.2 Metaheuristic Approaches -- 20.4 Experimental Results -- 20.5 Conclusions and Future Work -- 21 A Comparison of Simulated Annealing and Genetic Algorithm Approaches for Cultivation Model Identification -- 21.1 Introduction -- 21.2 Genetic Algorithm -- 21.3 Simulated Annealing -- 21.4 E. coli MC4110 Fed-Batch Cultivation Process Model -- 21.5 Numerical Results and Discussion -- 21.6 Conclusion -- 22 Monte Carlo Investigations of Electron Decoherence due to Phonons -- 22.1 Introduction -- 22.2 The Algorithms -- 22.2.1 Algorithm A -- 22.2.2 Algorithm B -- 22.2.3 Algorithm C -- 23 Geometric Allocation Approach for the Transition Kernel of a Markov Chain -- 23.1 Introduction -- 23.2 Geometric Approach -- 23.2.1 Reversible Kernel -- 23.2.2 Irreversible Kernel -- 23.3 Benchmark Test -- 23.4 Conclusion -- 24 Exact Sampling for the Ising Model at All Temperatures -- 24.1 Introduction -- 24.2 The Ising Model -- 24.3 Exact Sampling -- 24.4 The Random Cluster Model -- 24.5 Exact Sampling for the Ising Model.
Abstract:
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.
Local Note:
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Electronic Access:
Click to View
Holds: Copies: