Theory and Applications of Monte Carlo Simulations
eBook - PDF

Theory and Applications of Monte Carlo Simulations

  1. 286 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Theory and Applications of Monte Carlo Simulations

About this book

The purpose of this book is to introduce researchers and practitioners to recent advances and applications of Monte Carlo Simulation (MCS). Random sampling is the key of the MCS technique. The 11 chapters of this book collectively illustrates how such a sampling technique is exploited to solve difficult problems or analyze complex systems in various engineering and science domains. Issues related to the use of MCS including goodness-of-fit, uncertainty evaluation, variance reduction, optimization, and statistical estimation are discussed and examples of solutions are given. Novel applications of MCS are demonstrated in financial systems modeling, estimation of transition behavior of organic molecules, chemical reaction, particle diffusion, kinetic simulation of biophysics and biological data, and healthcare practices. To enlarge the accessibility of this book, both field-specific background materials and field-specific usages of MCS are introduced in most chapters. The aim of this book is to unify knowledge of MCS from different fields to facilitate research and new applications of MCS.

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
At the moment all of our mobile-responsive ePub books are available to download via the app. Most of our PDFs are also available to download and we're working on making the final remaining ones downloadable now. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Theory and Applications of Monte Carlo Simulations by Victor (Wai Kin) Chan in PDF and/or ePUB format, as well as other popular books in Computer Science & Programming Algorithms. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Theory and Applications of Monte Carlo Simulations
  2. Contents
  3. Preface
  4. Chapter 1 Monte Carlo Statistical Tests for Identity of Theoretical and Empirical Distributions of Experimental Data
  5. Chapter 2 Monte Carlo Simulations Applied to Uncertainty in Measurement
  6. Chapter 3 Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation
  7. Chapter 4 Monte-Carlo-Based Robust Procedure for Dynamic Line Layout Problems
  8. Chapter 5 Comparative Study of Various Self-Consistent Event Biasing Schemes for Monte Carlo Simulations of Nanoscale MOSFETs
  9. Chapter 6 Atomistic Monte Carlo Simulations on the Formation of Carbonaceous Mesophase in Large Ensembles of Polyaromatic Hydrocarbons
  10. Chapter 7 Variance Reduction of Monte Carlo Simulation in Nuclear Engineering Field
  11. Chapter 8 Stochastic Models of Physicochemical Processes in Catalytic Reactions - Self-Oscillations and Chemical Waves in CO Oxidation Reaction
  12. Chapter 9 Monte-Carlo Simulation of Particle Diffusion in Various Geometries and Application to Chemistry and Biology
  13. Chapter 10 Kinetic Monte Carlo Simulation in Biophysics and Systems Biology
  14. Chapter 11 Detection of Breast Cancer Lumps Using Scattered X-Ray Profiles: A Monte Carlo Simulation Study