Spectral Models of Random Fields in Monte Carlo Methods

The book will be of value and interest to experts in Monte Carlo methods, as well as to those interested in the theory and applications of stochastic simulation.

Spectral Models of Random Fields in Monte Carlo Methods

Spectral models were developed in the 1970s and have appeared to be very promising for various applications. Nowadays, spectral models are extensively used for stochastic simulation in atmosphere and ocean optics, turbulence theory, analysis of pollution transport for porous media, astrophysics, and other fields of science. The spectral models presented in this monograph represent a new class of numerical methods aimed at simulation of random processes and fields. The book is divided into four chapters, which deal with scalar spectral models and some of their applications, vector-valued spectral models, convergence of spectral models, and problems of optimisation and convergence for functional Monte Carlo methods. Furthermore, the monograph includes four appendices, in which auxiliary information is presented and additional problems are discussed. The book will be of value and interest to experts in Monte Carlo methods, as well as to those interested in the theory and applications of stochastic simulation.

More Books:

Spectral Models of Random Fields in Monte Carlo Methods
Language: en
Pages: 198
Authors: Serge M. Prigarin
Categories: Science
Type: BOOK - Published: 2001 - Publisher: VSP

Spectral models were developed in the 1970s and have appeared to be very promising for various applications. Nowadays, spectral models are extensively used for stochastic simulation in atmosphere and ocean optics, turbulence theory, analysis of pollution transport for porous media, astrophysics, and other fields of science. The spectral models presented
Stochastic Systems
Language: en
Pages: 532
Authors: Mircea Grigoriu
Categories: Technology & Engineering
Type: BOOK - Published: 2012-05-15 - Publisher: Springer Science & Business Media

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of
Algorithms for Approximation
Language: en
Pages: 389
Authors: Armin Iske, Jeremy Levesley
Categories: Mathematics
Type: BOOK - Published: 2006-12-13 - Publisher: Springer Science & Business Media

Approximation methods are vital in many challenging applications of computational science and engineering. This is a collection of papers from world experts in a broad variety of relevant applications, including pattern recognition, machine learning, multiscale modelling of fluid flow, metrology, geometric modelling, tomography, signal and image processing. It documents recent
Travels in Siberia
Language: en
Pages: 544
Authors: Ian Frazier
Categories: Travel
Type: BOOK - Published: 2010-10-12 - Publisher: Farrar, Straus and Giroux

A Dazzling Russian travelogue from the bestselling author of Great Plains In his astonishing new work, Ian Frazier, one of our greatest and most entertaining storytellers, trains his perceptive, generous eye on Siberia, the storied expanse of Asiatic Russia whose grim renown is but one explanation among hundreds for the
Numerical Modelling of Random Processes and Fields
Language: en
Pages: 250
Authors: V. A. Ogorodnikov, S. M. Prigarin
Categories: Mathematics
Type: BOOK - Published: 2018-11-05 - Publisher: Walter de Gruyter GmbH & Co KG

Books about Numerical Modelling of Random Processes and Fields