Monte Carlo Methods for Applied Scientists
B-splinesBoltzmann equationcentral limit theoremcomputational complexityconvergenceeigenvalueselliptic equationserror analysisFredholm integral equationGeometric MCMimportance samplinglinear boundary value problemlinear systemsMarkov chains MC algorithmsmatrix inversionMonte Carlo Methods (MCM)numerical examplesnumerical integrationparallel computationPlain MCMquantum transportquasi-Monte Carlo methodssemiconductorssuperconvergencetextbookvariance reductionWigner equation
Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45) Boundary value problems for second-order elliptic equations (35J25) Other nonlinear integral equations (45G10) Central limit and other weak theorems (60F05) Computational methods in Markov chains (60J22) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to stochastic differential and integral equations (65C30) Numerical analysis or methods applied to Markov chains (65C40) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for integral equations (65R20) Phase-space methods including Wigner distributions, etc. applied to problems in quantum mechanics (81S30) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Statistical mechanics of semiconductors (82D37)
- Parallel algorithms in computational science
- A synopsis of Monte Carlo perturbation algorithms
- On a full Monte Carlo approach to quantum mechanics
- Monte Carlo methods
- Variance reduction in Monte Carlo estimators via empirical variance minimization
- A Wigner approach to the study of wave packets in ordered and disordered arrays of dopants
- The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
- A new unbiased stochastic algorithm for solving linear Fredholm equations of the second kind
- Preparing input data for sensitivity analysis of an air pollution model by using high-performance supercomputers and algorithms
- Toeplitz Monte Carlo
- Variance reduction for additive functionals of Markov chains via martingale representations
- A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
- Combining neural networks and signed particles to simulate quantum systems more efficiently
- A highly parallel algorithm for computing the action of a matrix exponential on a vector based on a multilevel Monte Carlo method
- A comparison of approaches for the solution of the Wigner equation
- A new \textit{walk on equations} Monte Carlo method for solving systems of linear algebraic equations
- A Monte Carlo method for computing the action of a matrix exponential on a vector
- A probabilistic linear solver based on a multilevel Monte Carlo method
- A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions
- A new Green's function Monte Carlo algorithm for the estimation of the derivative of the solution of Helmholtz equation subject to Neumann and mixed boundary conditions
- Monte Carlo strategies in scientific computing.
- Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem
- A comparison of methods for selecting values of simulation input variables
- Balancing of systematic and stochastic errors in Monte Carlo algorithms for integral equations
- Deterministic solution of the discrete Wigner equation
- Stochastic algorithms in linear algebra -- beyond the Markov chains and von Neumann-Ulam scheme
- Monte Carlo method for numerical integration based on Sobol's sequences
- Particle Monte Carlo algorithms with small number of particles in grid cells
- scientific article; zbMATH DE number 4180742 (Why is no real title available?)
- Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics
- Optimization of the Deterministic Solution of the Discrete Wigner Equation
- Parallelization of the Two-Dimensional Wigner Monte Carlo Method
- A Wigner Monte Carlo approach to density functional theory
- A new Green's function Monte Carlo algorithm for the solution of the two-dimensional nonlinear Poisson-Boltzmann equation: application to the modeling of the communication breakdown problem in space vehicles during re-entry
- Sensitivity studies of pollutant concentrations calculated by the UNI-DEM with respect to the input emissions
- Monte Carlo difference schemes for the wave equation
- Using the approximation functional bases in Monte Carlo methods
- Randomized complete pivoting for solving symmetric indefinite linear systems
- A measure approximation for distributionally robust PDE-constrained optimization problems
- scientific article; zbMATH DE number 749521 (Why is no real title available?)
- scientific article; zbMATH DE number 1569641 (Why is no real title available?)
- scientific article; zbMATH DE number 5793653 (Why is no real title available?)
- An improved ``walk on equations Monte Carlo algorithm for linear algebraic systems
- On the consistency of Bayes estimates for the infinite continuous mixture of Dirichlet distributions
- Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm
- Sensitivity Studies of an Air Pollution Model by Using Efficient Stochastic Algorithms for Multidimensional Numerical Integration
- An introduction to applied quantum mechanics in the Wigner Monte Carlo formalism
- Latin hypercube sampling and Fibonacci based lattice method comparison for computation of multidimensional integrals
- Learning with boundary conditions
- Partitioning inverse Monte Carlo iterative algorithm for finding the three smallest eigenpairs of generalized eigenvalue problem
- Error Analysis of a Monte Carlo Algorithm for Computing Bilinear Forms of Matrix Powers
- A global random walk on grid algorithm for second order elliptic equations
- Sensitivity analysis of an air pollution model with using innovative Monte Carlo methods in calculating multidimensional integrals
- Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods
- Optimized stochastic approaches based on Sobol quasirandom sequences for Fredholm integral equations of the second kind
- On a Full Monte Carlo Approach to Computational Finance
- Advanced Monte Carlo Methods to Neural Networks
- An Efficient Adaptive Monte Carlo Approach for Multidimensional Quantum Mechanics
- An Overview of Lattice and Adaptive Approaches for Multidimensional Integrals
- Advanced Biased Stochastic Approach for Solving Fredholm Integral Equations
- A stochastic method for solving time-fractional differential equations
- Measuring the network robustness by Monte Carlo estimation of shortest path length distribution
- A Fast Monte Carlo Algorithm for Evaluating Matrix Functions with Application in Complex Networks
- Advanced lattice rules for multidimensional sensitivity analysis in air pollution modelling
- Trapezoidal and Simpson's methods with a random design
- Approximate Wigner approach to Coulomb entanglement
- Advanced Monte Carlo optimizations for multidimensional European style options
- Novel stochastic sequences for multidimensional air pollution modelling
- Advanced unbiased Monte Carlo for multidimensional Fredholm integral equations
- An optimization approach for sensitivity analysis of UNI-DEM framework
- Advanced biased stochastic approaches based on modified sobol sequences for the Fredholm integral equation
- Highly accurate scrambled stochastic approaches for multidimensional sensitivity analysis in air pollution modeling
- Simulating stochastic differential equations in option pricing
- An efficient stochastic particle method for moderately high-dimensional nonlinear PDEs
- A resolvent quasi-Monte Carlo method for estimating the minimum eigenvalues using the error balancing
- Improved stochastic lattice methods for large-scale air pollution model
- An improved algorithm for Fredholm integral equations
- The many-body Wigner Monte Carlo method for time-dependent ab-initio quantum simulations
- On the Wigner Monte Carlo method coupled to pseudopotential models
- Monte Carlo linear solvers with non-diagonal splitting
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