Description 
1 online resource (xiii, 233 pages) : illustrations 
Series 
De Gruyter proceedings in mathematics 

Proceedings in mathematics

Contents 
Preface; 1 Improvement of Multipopulation Genetic Algorithms Convergence Time; 1.1 Introduction; 1.2 Short Overview of MpGA Modifications; 1.3 Parameter Identification of S. cerevisiae FedBatch Cultivation Using Different Kinds of MpGA; 1.4 Analysis and Conclusions; 2 Parallelization and Optimization of 4D Binary Mixture Monte Carlo Simulations Using Open MPI and CUDA; 2.1 Introduction; 2.2 The Metropolis Monte Carlo Method; 2.3 Decomposition into Subdomains and the Virtual Topology Using OpenMPI; 2.4 Management of Hypersphere Coordinate Migration Between Domains 

2.4.1 Communication between the CPU and the GPU2.5 Pseudorandom Number Generation; 2.6 Results of Running the Modified Code; 2.7 Conclusions; 3 Efficient Implementation of the Heston Model Using GPGPU; 3.1 Introduction; 3.2 Our GPGPUBased Algorithm for Option Pricing; 3.3 Numerical Results; 3.4 Conclusions and Future Work; 4 On a GameMethod for Modeling with Intuitionistic Fuzzy Estimations. Part 2; 4.1 Introduction; 4.2 Short Remarks on the GameMethod for Modeling from Crisp Point of View; 4.3 On the GameMethod for Modeling with Intuitionistic Fuzzy Estimations; 4.4 Main Results 

4.5 Conclusion5 Generalized Nets, ACO Algorithms, and Genetic Algorithms; 5.1 Introduction; 5.2 ACO and GA; 5.3 GN for Hybrid ACOGA Algorithm; 5.4 Conclusion; 6 Bias Evaluation and Reduction for SamplePath Optimization; 6.1 Introduction; 6.2 Problem Formulation; 6.3 TaylorBased Bias Correction; 6.4 Impact on the Optimization Bias; 6.5 Numerical Experiments; 6.6 Conclusions; 7 Monte Carlo Simulation of Electron Transport in Quantum Cascade Lasers; 7.1 Introduction; 7.2 QCL Transport Model; 7.2.1 Pauli Master Equation; 7.2.2 Calculation of Basis States; 7.2.3 Monte Carlo Solver 

7.3 Results and Discussion7.4 Conclusion; 8 Markov Chain Monte Carlo Particle Algorithms for DiscreteTime Nonlinear Filtering; 8.1 Introduction; 8.2 General Particle Filtering Framework; 8.3 High Dimensional Particle Schemes; 8.3.1 Sequential MCMC Filtering; 8.3.2 Efficient Sampling in High Dimensions; 8.3.3 Setting Proposal and Steering Distributions; 8.4 Illustrative Examples; 8.5 Conclusions; 9 GameMethod for Modeling and WRFFire Model Working Together; 9.1 Introduction; 9.2 Description of the GameMethod for Modeling 

9.3 General Description of the Coupled Atmosphere Fire Modeling and WRFFire9.4 Wind Simulation Approach; 9.5 Conclusion; 10 Wireless Sensor Network Layout; 10.1 Introduction; 10.2 Wireless Sensor Network Layout Problem; 10.3 ACO for WSN Layout Problem; 10.4 Experimental Results; 10.5 Conclusion; 11 A TwoDimensional Lorentzian Distribution for an Atomic Force Microscopy Simulator; 11.1 Introduction; 11.2 Modeling Oxidation Kinetics; 11.3 Development of the Lorentzian Model; 11.3.1 Algorithm for the Gaussian Model; 11.3.2 Development of the Lorentzian Model; 11.4 Conclusion 
Summary 
"This is the proceedings of the "8th 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, highperformance computations for Monte Carlo applications, stochastic metaheuristics for optimization problems, sequential Monte Carlo methods for largescale problems, semiconductor devices and nanostructures."Publisher's website 
Bibliography 
Includes bibliographical references 
Notes 
In English 

Print version record 
Subject 
Monte Carlo method  Congresses


Mathematics  Congresses


MATHEMATICS  Numerical Analysis.


Mathematics


Monte Carlo method

Genre/Form 
Conference papers and proceedings

Form 
Electronic book

Author 
Sabelʹfelʹd, K. K. (Karl Karlovich), editor


Dimov, Ivan, 1963 editor

LC no. 
2012538466 
ISBN 
9783110293586 

3110293587 

3110293471 

9783110293470 
