Mean Field Simulation For Monte Carlo Integration

Author : Pierre Del Moral
Publisher : CRC Press
ISBN 13 : 146650417X
Total Pages : 624 pages
Book Rating : 4.72/5 ( download)

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Download or read book Mean Field Simulation for Monte Carlo Integration written by Pierre Del Moral and published by CRC Press. This book was released on 2013-05-20 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the first comprehensive and modern mathematical treatment of these mean field particle models, including refined convergence analysis on nonlinear Markov chain models. It also covers applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology.

Author : Pierre Del Moral
Publisher : CRC Press
ISBN 13 : 1466504056
Total Pages : 628 pages
Book Rating : 4.59/5 ( download)

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Download or read book Mean Field Simulation for Monte Carlo Integration written by Pierre Del Moral and published by CRC Press. This book was released on 2013-05-20 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Markov chain Monte Carlo models; bootstrapping methods; ensemble Kalman filters; and interacting particle filters. Mean Field Simulation for Monte Carlo Integration presents the first comprehensive and modern mathematical treatment of mean field particle simulation models and interdisciplinary research topics, including interacting jumps and McKean-Vlasov processes, sequential Monte Carlo methodologies, genetic particle algorithms, genealogical tree-based algorithms, and quantum and diffusion Monte Carlo methods. Along with covering refined convergence analysis on nonlinear Markov chain models, the author discusses applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology. This book shows how mean field particle simulation has revolutionized the field of Monte Carlo integration and stochastic algorithms. It will help theoretical probability researchers, applied statisticians, biologists, statistical physicists, and computer scientists work better across their own disciplinary boundaries.

Author : Dana Zöllner
Publisher :
ISBN 13 : 9783832256333
Total Pages : 164 pages
Book Rating : 4.34/5 ( download)

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Download or read book Monte Carlo Potts Model Simulation and Statistical Mean Field Theory of Normal Grain Growth written by Dana Zöllner and published by . This book was released on 2006 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Badis Ydri
Publisher : World Scientific Publishing Company
ISBN 13 : 9789813200210
Total Pages : 292 pages
Book Rating : 4.19/5 ( download)

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Download or read book Computational Physics written by Badis Ydri and published by World Scientific Publishing Company. This book was released on 2017 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Euler algorithm -- Classical numerical integration -- Newton-Raphson algorithms and interpolation -- The solar system-the Runge-Kutta methods -- Chaotic pendulum -- Molecular dynamics -- Pseudo random numbers and random walks -- Monte Carlo integration -- The Metropolis algorithm and the Ising model -- Metropolis algorithm for Yang-Mills matrix models -- Hybrid Monte Carlo algorithm for noncommutative Phi-Four -- Lattice HMC simulations of Phi 4/2: a lattice example -- (Multi-trace) quartic matrix models -- The Remez algorithm and the conjugate gradient method -- Monte Carlo simulation of fermion determinants -- U(1) gauge theory on the lattice: another lattice example -- Codes

Author : S. Jain
Publisher : World Scientific
ISBN 13 : 9789810236892
Total Pages : 196 pages
Book Rating : 4.91/5 ( download)

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Download or read book Monte Carlo Simulations of Disordered Systems written by S. Jain and published by World Scientific. This book was released on 1992-04-01 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the techniques of computer simulations of disordered systems. It describes how one performs Monte Carlo simulations in condensed matter physics and deals with spin-glasses, percolating networks and the random field Ising model. Other methods mentioned are molecular dynamics and Brownian dynamics. Use of flow-diagrams enables the reader to grasp both the problem and its solution more readily. The book deals with highly complicated problems at a relatively simple level and will be most useful for advanced undergraduate and other courses in computational modelling.

Author : K. Binder
Publisher : Springer Science & Business Media
ISBN 13 : 3642967884
Total Pages : 321 pages
Book Rating : 4.87/5 ( download)

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Download or read book Applications of the Monte Carlo Method in Statistical Physics written by K. Binder and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo computer simulations are now a standard tool in scientific fields such as condensed-matter physics, including surface-physics and applied-physics problems (metallurgy, diffusion, and segregation, etc. ), chemical physics, including studies of solutions, chemical reactions, polymer statistics, etc. , and field theory. With the increasing ability of this method to deal with quantum-mechanical problems such as quantum spin systems or many-fermion problems, it will become useful for other questions in the fields of elementary-particle and nuclear physics as well. The large number of recent publications dealing either with applications or further development of some aspects of this method is a clear indication that the scientific community has realized the power and versatility of Monte Carlo simula tions, as well as of related simulation techniques such as "molecular dynamics" and "Langevin dynamics," which are only briefly mentioned in the present book. With the increasing availability of recent very-high-speed general-purpose computers, many problems become tractable which have so far escaped satisfactory treatment due to prac tical limitations (too small systems had to be chosen, or too short averaging times had to be used). While this approach is admittedly rather expensive, two cheaper alternatives have become available, too: (i) array or vector processors specifical ly suited for wide classes of simulation purposes; (ii) special purpose processors, which are built for a more specific class of problems or, in the extreme case, for the simulation of one single model system.

Author : Kurt Binder
Publisher : Springer
ISBN 13 : 3030107582
Total Pages : 258 pages
Book Rating : 4.81/5 ( download)

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Download or read book Monte Carlo Simulation in Statistical Physics written by Kurt Binder and published by Springer. This book was released on 2019-04-30 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: The sixth edition of this highly successful textbook provides a detailed introduction to Monte Carlo simulation in statistical physics, which deals with the computer simulation of many-body systems in condensed matter physics and related fields of physics and beyond (traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, these powerful simulation methods calculate probability distributions, making it possible to estimate the thermodynamic properties of various systems. The book describes the theoretical background of these methods, enabling newcomers to perform such simulations and to analyse their results. It features a modular structure, with two chapters providing a basic pedagogic introduction plus exercises suitable for university courses; the remaining chapters cover major recent developments in the field. This edition has been updated with two new chapters dealing with recently developed powerful special algorithms and with finite size scaling tools for the study of interfacial phenomena, which are important for nanoscience. Previous editions have been highly praised and widely used by both students and advanced researchers.

Author : David Landau
Publisher : Cambridge University Press
ISBN 13 : 1108809294
Total Pages : 583 pages
Book Rating : 4.90/5 ( download)

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Download or read book A Guide to Monte Carlo Simulations in Statistical Physics written by David Landau and published by Cambridge University Press. This book was released on 2021-07-29 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dealing with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed matter physics and statistical mechanics, this book provides an introduction to computer simulations in physics. The 5th edition contains extensive new material describing numerous powerful algorithms and methods that represent recent developments in the field. New topics such as active matter and machine learning are also introduced. Throughout, there are many applications, examples, recipes, case studies, and exercises to help the reader fully comprehend the material. This book is ideal for graduate students and researchers, both in academia and industry, who want to learn techniques that have become a third tool of physical science, complementing experiment and analytical theory.

Author : David P. Landau
Publisher : Cambridge University Press
ISBN 13 : 9780521653664
Total Pages : 402 pages
Book Rating : 4.65/5 ( download)

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Download or read book A Guide to Monte Carlo Simulations in Statistical Physics written by David P. Landau and published by Cambridge University Press. This book was released on 2000-08-17 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics, as well as in related fields, such as polymer science and lattice gauge theory. The authors give a succinct overview of simple sampling methods and develop the importance sampling method. In addition they introduce quantum Monte Carlo methods, aspects of simulations of growth phenomena and other systems far from equilibrium, and the Monte Carlo Renormalization Group approach to critical phenomena. The book includes many applications, examples, and current references, and exercises to help the reader.

Author : Claude Itzykson
Publisher : Cambridge University Press
ISBN 13 : 9780521408066
Total Pages : 440 pages
Book Rating : 4.67/5 ( download)

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Download or read book Statistical Field Theory: Volume 2, Strong Coupling, Monte Carlo Methods, Conformal Field Theory and Random Systems written by Claude Itzykson and published by Cambridge University Press. This book was released on 1991-03-29 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 1: From Brownian Motion to Renormalization and Lattice Gauge Theory. Volume 2: Strong Coupling, Monte Carlo Methods, Conformal Field Theory, and Random Systems. This two-volume work provides a comprehensive and timely survey of the application of the methods of quantum field theory to statistical physics, a very active and fruitful area of modern research. The first volume provides a pedagogical introduction to the subject, discussing Brownian motion, its anticommutative counterpart in the guise of Onsager's solution to the two-dimensional Ising model, the mean field or Landau approximation, scaling ideas exemplified by the Kosterlitz-Thouless theory for the XY transition, the continuous renormalization group applied to the standard phi-to the fourth theory (the simplest typical case) and lattice gauge theory as a pathway to the understanding of quark confinement in quantum chromodynamics. The second volume covers more diverse topics, including strong coupling expansions and their analysis, Monte Carlo simulations, two-dimensional conformal field theory, and simple disordered systems. The book concludes with a chapter on random geometry and the Polyakov model of random surfaces which illustrates the relations between string theory and statistical physics. The two volumes that make up this work will be useful to theoretical physicists and applied mathematicians who are interested in the exciting developments which have resulted from the synthesis of field theory and statistical physics.