Monte Carlo Methods and Applications

Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 – September 2, 2011, Borovets, Bulgaria

Karl K. Sabelfeld, Ivan Dimov, Karl K. Sabelfeld, Ivan Dimov

• Publisher: De Gruyter
• Year: 2012
• Print ISBN: 9783110293470
• eBook ISBN: 9783110293586
• Edition: 1
• Topic: Mathematics
• Subtopic: Business Mathematics
• Index: Mathematics

This is the proceedings of the "8^th 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:

1^st IMACS Seminar, 1997, Brussels, Belgium
2^nd IMACS Seminar, 1999, Varna, Bulgaria
3^rd IMACS Seminar, 2001, Salzburg, Austria
4^th IMACS Seminar, 2003, Berlin, Germany
5^th IMACS Seminar, 2005, Tallahassee, USA
6^th IMACS Seminar, 2007, Reading, UK
7^th IMACS Seminar, 2009, Brussels, Belgium
8^th IMACS Seminar, 2011, Borovets, Bulgaria

Table of contents

• Preface
• 1 Improvement of Multi-population Genetic Algorithms Convergence Time
• 2 Parallelization and Optimization of 4D Binary Mixture Monte Carlo Simulations Using Open MPI and CUDA
• 3 Efficient Implementation of the Heston Model Using GPGPU
• 4 On a Game-Method for Modeling with Intuitionistic Fuzzy Estimations. Part 2
• 5 Generalized Nets, ACO Algorithms, and Genetic Algorithms
• 6 Bias Evaluation and Reduction for Sample-Path Optimization
• 7 Monte Carlo Simulation of Electron Transport in Quantum Cascade Lasers
• 8 Markov Chain Monte Carlo Particle Algorithms for Discrete-Time Nonlinear Filtering
• 9 Game-Method for Modeling and WRF-Fire Model Working Together
• 10 Wireless Sensor Network Layout
• 11 A Two-Dimensional Lorentzian Distribution for an Atomic Force Microscopy Simulator
• 12 Stratified Monte Carlo Integration
• 13 Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation
• 14 Convexization in Markov Chain Monte Carlo
• 15 Value Simulation of the Interacting Pair Number for Solution of the Monodisperse Coagulation Equation
• 16 Parallelization of Algorithms for Solving a Three-Dimensional Sudoku Puzzle
• 17 The Efficiency Study of Splitting and Branching in the Monte Carlo Method
• 18 On the Asymptotics of a Lower Bound for the Diaphony of Generalized van der Corput Sequences
• 19 Group Object Tracking with a Sequential Monte Carlo Method Based on a Parameterized Likelihood Function
• 20 The Template Design Problem: A Perspective with Metaheuristics
• 21 A Comparison of Simulated Annealing and Genetic Algorithm Approaches for Cultivation Model Identification
• 22 Monte Carlo Investigations of Electron Decoherence due to Phonons
• 23 Geometric Allocation Approach for the Transition Kernel of a Markov Chain
• 24 Exact Sampling for the Ising Model at All Temperatures