Sequential Monte Carlo Methods in Practice

Sequential Monte Carlo Methods in Practice
Author: Arnaud Doucet
Publisher: Springer Science & Business Media
Total Pages: 590
Release: 2013-03-09
Genre: Mathematics
ISBN: 1475734379

Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.

Monte Carlo Strategies in Scientific Computing

Monte Carlo Strategies in Scientific Computing
Author: Jun S. Liu
Publisher: Springer Science & Business Media
Total Pages: 350
Release: 2013-11-11
Genre: Mathematics
ISBN: 0387763716

This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.

Protein Simulations

Protein Simulations
Author: Valerie Daggett
Publisher: Elsevier
Total Pages: 477
Release: 2003-11-26
Genre: Medical
ISBN: 0080493785

Protein Simulation focuses on predicting how protein will act in vivo. These studies use computer analysis, computer modeling, and statistical probability to predict protein function.* Force Fields* Ligand Binding* Protein Membrane Simulation* Enzyme Dynamics* Protein Folding and unfolding simulations

Statistical Mechanics: Algorithms and Computations

Statistical Mechanics: Algorithms and Computations
Author: Werner Krauth
Publisher: Oxford University Press, USA
Total Pages: 355
Release: 2006-09-14
Genre: Computers
ISBN: 0198515367

This book discusses the computational approach in modern statistical physics in a clear and accessible way and demonstrates its close relation to other approaches in theoretical physics. Individual chapters focus on subjects as diverse as the hard sphere liquid, classical spin models, single quantum particles and Bose-Einstein condensation. Contained within the chapters are in-depth discussions of algorithms, ranging from basic enumeration methods to modern Monte Carlo techniques. The emphasis is on orientation, with discussion of implementation details kept to a minimum. Illustrations, tables and concise printed algorithms convey key information, making the material very accessible. The book is completely self-contained and graphs and tables can readily be reproduced, requiring minimal computer code. Most sections begin at an elementary level and lead on to the rich and difficult problems of contemporary computational and statistical physics. The book will be of interest to a wide range of students, teachers and researchers in physics and the neighbouring sciences. An accompanying CD allows incorporation of the book's content (illustrations, tables, schematic programs) into the reader's own presentations.

Markov Chain Monte Carlo Simulations and Their Statistical Analysis

Markov Chain Monte Carlo Simulations and Their Statistical Analysis
Author: Bernd A. Berg
Publisher: World Scientific
Total Pages: 380
Release: 2004
Genre: Science
ISBN: 9812389350

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.

Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation and Applications

Advanced Monte Carlo for Radiation Physics, Particle Transport Simulation and Applications
Author: Andreas Kling
Publisher: Springer Science & Business Media
Total Pages: 1200
Release: 2014-02-22
Genre: Science
ISBN: 3642182119

This book focuses on the state of the art of Monte Carlo methods in radiation physics and particle transport simulation and applications. Special attention is paid to algorithm development for modeling, and the analysis of experiments and measurements in a variety of fields.

Markov Chain Monte Carlo: Innovations And Applications

Markov Chain Monte Carlo: Innovations And Applications
Author: Wilfrid S Kendall
Publisher: World Scientific
Total Pages: 239
Release: 2005-11-08
Genre: Mathematics
ISBN: 9814479691

Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods. That variety stimulates new ideas and developments from many different places, and there is much to be gained from cross-fertilization. This book presents five expository essays by leaders in the field, drawing from perspectives in physics, statistics and genetics, and showing how different aspects of MCMC come to the fore in different contexts. The essays derive from tutorial lectures at an interdisciplinary program at the Institute for Mathematical Sciences, Singapore, which exploited the exciting ways in which MCMC spreads across different disciplines.

Applications of Molecular Simulation in the Oil and Gas Industry

Applications of Molecular Simulation in the Oil and Gas Industry
Author: Philippe Ungerer
Publisher: Editions TECHNIP
Total Pages: 318
Release: 2005
Genre: Business & Economics
ISBN: 9782710808589

Molecular simulation is an emerging technology for determining the properties of many systems that are of interest to the oil and gas industry, and more generally to the chemical industry. Based on a universally accepted theoretical background, molecular simulation accounts for the precise structure of molecules in evaluating their interactions. Taking advantage of the availability of powerful computers at moderate cost, molecular simulation is now providing reliable predictions in many cases where classical methods (such as equations of state or group contribution methods) have limited prediction capabilities. This is particularly useful for designing processes involving toxic components, extreme pressure conditions, or adsorption selectivity in microporous adsorbents. Molecular simulation moreover provides a detailed understanding of system behaviour. As illustrated by their award from the American Institute of Chemical Engineers for the best overall performance at the Fluid Simulation Challenge 2004, the authors are recognized experts in Monte Carlo simulation techniques, which they use to address equilibrium properties. This book presents these techniques in sufficient detail for readers to understand how simulation works, and describes many applications for industrially relevant problems. The book is primarily dedicated to chemical engineers who are not yet conversant with molecular simulation techniques. In addition, specialists in molecular simulation will be interested in the large scope of applications presented (including fluid properties, fluid phase equilibria, adsorption in zeolites, etc.).Contents: 1. Introduction. 2. Basics of Molecular Simulation. 3. Fluid Phase Equilibria and Fluid Properties. 4. Adsorption. 5. Conclusion and Perspectives. Appendix

Monte Carlo Simulation for the Pharmaceutical Industry

Monte Carlo Simulation for the Pharmaceutical Industry
Author: Mark Chang
Publisher: CRC Press
Total Pages: 566
Release: 2010-09-29
Genre: Mathematics
ISBN: 1439835934

Helping you become a creative, logical thinker and skillful "simulator," Monte Carlo Simulation for the Pharmaceutical Industry: Concepts, Algorithms, and Case Studies provides broad coverage of the entire drug development process, from drug discovery to preclinical and clinical trial aspects to commercialization. It presents the theories and metho

Models and Algorithms for Biomolecules and Molecular Networks

Models and Algorithms for Biomolecules and Molecular Networks
Author: Bhaskar DasGupta
Publisher: John Wiley & Sons
Total Pages: 260
Release: 2016-01-26
Genre: Science
ISBN: 0470601930

By providing expositions to modeling principles, theories, computational solutions, and open problems, this reference presents a full scope on relevant biological phenomena, modeling frameworks, technical challenges, and algorithms. Up-to-date developments of structures of biomolecules, systems biology, advanced models, and algorithms Sampling techniques for estimating evolutionary rates and generating molecular structures Accurate computation of probability landscape of stochastic networks, solving discrete chemical master equations End-of-chapter exercises