The Monte Carlo Methods in Atmospheric Optics
The Monte Carlo Methods in Atmospheric Optics

Author: G.I. Marchuk

Publisher: Springer

Published: 2013-04-17

Total Pages: 218

ISBN-13: 3540352376

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This monograph is devoted to urgent questions of the theory and applications of the Monte Carlo method for solving problems of atmospheric optics and hydrooptics. The importance of these problems has grown because of the increas ing need to interpret optical observations, and to estimate radiative balance precisely for weather forecasting. Inhomogeneity and sphericity of the atmos phere, absorption in atmospheric layers, multiple scattering and polarization of light, all create difficulties in solving these problems by traditional methods of computational mathematics. Particular difficulty arises when one must solve nonstationary problems of the theory of transfer of narrow beams that are connected with the estimation of spatial location and time characteristics of the radiation field. The most universal method for solving those problems is the Monte Carlo method, which is a numerical simulation of the radiative-transfer process. This process can be regarded as a Markov chain of photon collisions in a medium, which result in scattering or absorption. The Monte Carlo tech nique consists in computational simulation of that chain and in constructing statistical estimates of the desired functionals. The authors of this book have contributed to the development of mathemati cal methods of simulation and to the interpretation of optical observations. A series of general method using Monte Carlo techniques has been developed. The present book includes theories and algorithms of simulation. Numerical results corroborate the possibilities and give an impressive prospect of the applications of Monte Carlo methods.

Monte Carlo Methods in Statistical Physics
Monte Carlo Methods in Statistical Physics

Author: M. E. J. Newman

Publisher: Clarendon Press

Published: 1999-02-11

Total Pages: 490

ISBN-13: 0191589861

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This book provides an introduction to Monte Carlo simulations in classical statistical physics and is aimed both at students beginning work in the field and at more experienced researchers who wish to learn more about Monte Carlo methods. The material covered includes methods for both equilibrium and out of equilibrium systems, and common algorithms like the Metropolis and heat-bath algorithms are discussed in detail, as well as more sophisticated ones such as continuous time Monte Carlo, cluster algorithms, multigrid methods, entropic sampling and simulated tempering. Data analysis techniques are also explained starting with straightforward measurement and error-estimation techniques and progressing to topics such as the single and multiple histogram methods and finite size scaling. The last few chapters of the book are devoted to implementation issues, including discussions of such topics as lattice representations, efficient implementation of data structures, multispin coding, parallelization of Monte Carlo algorithms, and random number generation. At the end of the book the authors give a number of example programmes demonstrating the applications of these techniques to a variety of well-known models.

Monte Carlo Methods in Statistical Physics
Monte Carlo Methods in Statistical Physics

Author: Kurt Binder

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 425

ISBN-13: 3642828035

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In the seven years since this volume first appeared. there has been an enormous expansion of the range of problems to which Monte Carlo computer simulation methods have been applied. This fact has already led to the addition of a companion volume ("Applications of the Monte Carlo Method in Statistical Physics", Topics in Current Physics. Vol . 36), edited in 1984, to this book. But the field continues to develop further; rapid progress is being made with respect to the implementation of Monte Carlo algorithms, the construction of special-purpose computers dedicated to exe cute Monte Carlo programs, and new methods to analyze the "data" generated by these programs. Brief descriptions of these and other developments, together with numerous addi tional references, are included in a new chapter , "Recent Trends in Monte Carlo Simulations" , which has been written for this second edition. Typographical correc tions have been made and fuller references given where appropriate, but otherwise the layout and contents of the other chapters are left unchanged. Thus this book, together with its companion volume mentioned above, gives a fairly complete and up to-date review of the field. It is hoped that the reduced price of this paperback edition will make it accessible to a wide range of scientists and students in the fields to which it is relevant: theoretical phYSics and physical chemistry , con densed-matter physics and materials science, computational physics and applied mathematics, etc.

Monte Carlo Methods for Applied Scientists
Monte Carlo Methods for Applied Scientists

Author: Ivan Dimov

Publisher: World Scientific

Published: 2008

Total Pages: 308

ISBN-13: 9812779892

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The Monte Carlo method is inherently parallel and the extensive and rapid development in parallel computers, computational clusters and grids has resulted in renewed and increasing interest in this method. At the same time there has been an expansion in the application areas and the method is now widely used in many important areas of science including nuclear and semiconductor physics, statistical mechanics and heat and mass transfer. This book attempts to bridge the gap between theory and practice concentrating on modern algorithmic implementation on parallel architecture machines. Although a suitable text for final year postgraduate mathematicians and computational scientists it is principally aimed at the applied scientists: only a small amount of mathematical knowledge is assumed and theorem proving is kept to a minimum, with the main focus being on parallel algorithms development often to applied industrial problems. A selection of algorithms developed both for serial and parallel machines are provided. Sample Chapter(s). Chapter 1: Introduction (231 KB). Contents: Basic Results of Monte Carlo Integration; Optimal Monte Carlo Method for Multidimensional Integrals of Smooth Functions; Iterative Monte Carlo Methods for Linear Equations; Markov Chain Monte Carlo Methods for Eigenvalue Problems; Monte Carlo Methods for Boundary-Value Problems (BVP); Superconvergent Monte Carlo for Density Function Simulation by B-Splines; Solving Non-Linear Equations; Algorithmic Effciency for Different Computer Models; Applications for Transport Modeling in Semiconductors and Nanowires. Readership: Applied scientists and mathematicians.

Theory, Application, and Implementation of Monte Carlo Method in Science and Technology
Theory, Application, and Implementation of Monte Carlo Method in Science and Technology

Author: Pooneh Saidi Bidokhti

Publisher: BoD – Books on Demand

Published: 2019-12-18

Total Pages: 189

ISBN-13: 1789855454

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The Monte Carlo method is a numerical technique to model the probability of all possible outcomes in a process that cannot easily be predicted due to the interference of random variables. It is a technique used to understand the impact of risk, uncertainty, and ambiguity in forecasting models. However, this technique is complicated by the amount of computer time required to achieve sufficient precision in the simulations and evaluate their accuracy. This book discusses the general principles of the Monte Carlo method with an emphasis on techniques to decrease simulation time and increase accuracy.

Monte Carlo Methods in Mechanics of Fluid and Gas
Monte Carlo Methods in Mechanics of Fluid and Gas

Author: Oleg Mikhaĭlovich Belot︠s︡erkovskiĭ

Publisher: World Scientific

Published: 2010

Total Pages: 281

ISBN-13: 9814282367

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This book is devoted to analysis of Monte Carlo methods developed in rarefied gas dynamics. Presented is the short history of the development of such methods, described are their main properties, their advantages and deficiencies. It is shown that the contemporary stage in the progress of computational methods cannot be regarded without a complex approach to the preparation of algorithms taking into account all the peculiarities of the problem under consideration, that is, of the physical nature of a process, the mathematical model and the theoretical aspects of computational mathematics and stochastic processes. Thoroughly investigated is the possibility of application of Monte Carlo methods in some kindred areas of science which are non-traditional for the use of statistical modeling (continuous media, turbulence). Considered are the possible directions of development of statistical modeling.

Monte Carlo Methods
Monte Carlo Methods

Author: Malvin H. Kalos

Publisher: John Wiley & Sons

Published: 2008-10-20

Total Pages: 217

ISBN-13: 352740760X

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This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial chapters provide a short treatment of the probability and statistics needed as background, enabling those without experience in Monte Carlo techniques to apply these ideas to their research. The book focuses on two basic themes: The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modeling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on this example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrodinger equation by random walks. The text includes sample problems that readers can solve by themselves to illustrate the content of each chapter. This is the second, completely revised and extended edition of the successful monograph, which brings the treatment up to date and incorporates the many advances in Monte Carlo techniques and their applications, while retaining the original elementary but general approach.

Quantum Monte Carlo Methods in Condensed Matter Physics
Quantum Monte Carlo Methods in Condensed Matter Physics

Author: Masuo Suzuki

Publisher: World Scientific

Published: 1993

Total Pages: 380

ISBN-13: 9789810236830

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This book reviews recent developments of quantum Monte Carlo methods and some remarkable applications to interacting quantum spin systems and strongly correlated electron systems. It contains twenty-two papers by thirty authors. Some of the features are as follows. The first paper gives the foundations of the standard quantum Monte Carlo method, including some recent results on higher-order decompositions of exponential operators and ordered exponentials. The second paper presents a general review of quantum Monte Carlo methods used in the present book. One of the most challenging problems in the field of quantum Monte Carlo techniques, the negative-sign problem, is also discussed and new methods proposed to partially overcome it. In addition, low-dimensional quantum spin systems are studied. Some interesting applications of quantum Monte Carlo methods to fermion systems are also presented to investigate the role of strong correlations and fluctuations of electrons and to clarify the mechanism of high-c superconductivity. Not only thermal properties but also quantum-mechanical ground-state properties have been studied by the projection technique using auxiliary fields. Further, the Haldane gap is confirmed by numerical calculations. Active researchers in the forefront of condensed matter physics as well as young graduate students who want to start learning the quantum Monte Carlo methods will find this book useful.