Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation
Author(s)/Editor(s): Carl Graham and Denis Talay | Size: 2.07 MB | Format:PDF | Quality:Unspecified | Publisher: SPRINGER | Year: 2013 | pages: 264 | ISBN: ISBN: 3642393624
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems.
The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a result, the book is a self-contained and rigorous study of the numerical methods within a theoretical framework. After briefly reviewing the basics, the authors first introduce fundamental notions in stochastic calculus and continuous-time martingale theory, then develop the analysis of pure-jump Markov processes, Poisson processes, and stochastic differential equations. In particular, they review the essential properties of Itô integrals and prove fundamental results on the probabilistic analysis of parabolic partial differential equations. These results in turn provide the basis for developing stochastic numerical methods, both from an algorithmic and theoretical point of view.
The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.
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This book reviews all the major research accomplishments and summarizes the different applications of radon. It serves as a solid reference book for researchers who are interested in the U-series radionuclides and noble gases as tracers and chronometers. Radon has been widely utilized as a powerful tracer to quantify a number of processes that include gas exchange rates between air and water, submarine groundwater discharge in coastal waters, water exchange between rivers and lakes, ocean circulation, hydrocarbon and uranium exploration. It is also used as an atmospheric tracer for the identification and quantification of air masses and as a tool for earthquake prediction, etc. A significant portion of the book presents state-of-the knowledge on indoor-radon-related health issues. Applications of the decay-series of Rn-222 are presented in a chapter. It serves as a reference and a state-of-the-art resource for researchers who want to learn the different applications of radon in Earth systems.
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The Oxford Brookes Department of Architecture exhibition explodes with colour and zeal, each presentation as unique as the area of study it represents’. Thus began the review of the 2009 end of year show in the Architect’s Journal, the first of two in the national architectural press.
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BRIDGE FOR DESIGN is the only high end interior design magazine that is directly delivered to accredited interior designers, hotel specifiers and architects internationally.
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This book presents a unified approach for modeling hydrologic processes distributed in space and time using geographic information systems (GIS). This Third Edition focuses on the principles of implementing a distributed model using geospatial data to simulate hydrologic processes in urban, rural and peri-urban watersheds. The author describes fully distributed representations of hydrologic processes, where physics is the basis for modeling, and geospatial data forms the cornerstone of parameter and process representation. A physics-based approach involves conservation laws that govern the movement of water, ranging from precipitation over a river basin to flow in a river.
Global geospatial data have become readily available in GIS format, and a modeling approach that can utilize this data for hydrology offers numerous possibilities. GIS data formats, spatial interpolation and resolution have important effects on the hydrologic simulation of the major hydrologic components of a watershed, and the book provides examples illustrating how to represent a watershed with spatially distributed data along with the many pitfalls inherent in such an undertaking. Since the First and Second Editions, software development and applications have created a richer set of examples, and a deeper understanding of how to perform distributed hydrologic analysis and prediction. This Third Edition describes the development of geospatial data for use in Vflo® physics-based distributed modeling.
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Plasticity of Boronized Layers (Springer Series in Materials Science)
Author(s)/Editor(s): M. G. Krukovich, Boris Prusakov, Igor Sizov | Size: 11 MB | Format:PDF | Quality:Unspecified | Publisher: SPRINGER | Year: 2016 | pages: 364 | ISBN: 3319400118
This book presents the physico-technical basis and current state of the technology of boronized layers. Special attention is given to the layer structure and morphology of allocated phases and distributions in a superficial zone of chemical compounds. Two- and multi-component phases of alloys and diffusion processes in a self-organizing mode are discussed. Surface hardening by boronizing increases the life time of mechanical tools. This is important for the mining industry, agriculture, textile and chemical industry. The book is important for thermochemical treatment and surface hardening of metals and alloys.
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Proceedings of the American Ceramic Society Conference on Energy Management: Ceramic Engineering and Science Proceedings, Volume 1, Issue 11/12
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Progress in Civil, Architectural and Hydraulic Engineering IV : Proceedings of the 2015 4th International Conference on Civil, Architectural and Hydraulic Engineering (ICCAHE 2015), Guangzhou, China, June 20-21, 2015
Progress in Civil, Architectural and Hydraulic Engineering IV : Proceedings of the 2015 4th International Conference on Civil, Architectural and Hydraulic Engineering (ICCAHE 2015), Guangzhou, China, June 20-21, 2015
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Geosynthetics in Civil and Environmental Engineering: Geosynthetics Asia 2008 Proceedings of the 4th Asian Regional Conference on Geosynthetics in Shanghai, China
Geosynthetics in Civil and Environmental Engineering: Geosynthetics Asia 2008 Proceedings of the 4th Asian Regional Conference on Geosynthetics in Shanghai, China
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