[PDF] Top 20 Monte Carlo method for solving a parabolic problem

... cal method based on ran dom sam pling for a par - a bolic prob ...This method com bines use of the Crank-Nicolson method and Monte Carlo ...Crank-Nicolson method, and ob tain a ... See full document

... on Monte Carlo simulations have been used al- ready to solve problems in Science and Engineering modeled by partial differ- ential ...for solving large scale and high dimensional problems are ...the ... See full document

... Solving a high number of linear equations based on measurements corrupted by random variables and noise, requires the use of iterative algorithms. The iterative methods are divided in two categories, the algebraic ... See full document

... These probabilistic methods offer important computational advantages. Further- more, the algorithms are much simpler to code than their deterministic counterparts, which impact positively in promoting an easy further ... See full document

... this problem from a Monte Carlo simulation. The Monte Carlo method (MMC) is a statistical method used in stochastic simulations with several applications in areas such as ... See full document

... We have established in this paper the evolution and resolution of the drop size distribution equation submitted to coalescence effect. In this work we consider only binary interactions where two droplets can coalesce to ... See full document

... Não existem métodos que resolvam todos os problemas. Mas, é desejável que os problemas sejam atacados pelos métodos mais precisos em qualquer escala de investigação. Como discutido aci- ma, o método Monte ... See full document

... Monte Carlo (MC) methods, on the other hand, are rather less known as an efficient method for dealing with the type of problem here addressed, although they are widely used in computer ... See full document

... estimation problem using convex optimization based on semi definite ...mining method to derive object movement patterns and then used the derived patterns to predict the future location of the ... See full document

... (“Monte Carlo on Monte Carlo”) of the Monte Carlo method to calculate conditional expec- ...dimensionality” problem: the number of scenarios does not increase ... See full document

... ensemble Monte Carlo methods [5]. Extended ensem- ble Monte Carlo methods were initially developed in the field of statistical physics, and have found a wide field of applications beyond their ... See full document

... for solving different ...quadrature problem, ...this problem, Algorithm ...any method, for example using Taylor models or Monte Carlo ...Taylor method, which produce ... See full document

... Runge6Kutta method. Note that the used Modified Decomposition Method gives the critical Reynolds number for larger values of channel half6angle α while the earlier applied analytical methods which give the ... See full document

... If execution time is crucial, the user can trade a small amount of power in the sequential test by a large decrease in number of simulations. To guide this trade- off choice, we develop bounds for the difference in power ... See full document

... i ) A discretização em tempo imaginário: Os algoritmos baseados na decomposição de Suzuki-Trotter [26], [27] permitem o mapeamento da função de partição de um sis- tema quântico de dimensão d para uma função de partição ... See full document

... Chain Monte Carlo Multiple Imputation), MCMC SI (Markov Chain Monte Carlo Single Imputation) and MS (Mean Substitution) over different percentages of missing ...statistical method for ... See full document

... Para as simulações deste trabalho optou-se por utilizar o método computacional de Monte Carlo. Este método possibilita a verificação de diversos parâmetros atuantes na situação a ser experimentada, tanto de ... See full document

... Water has been exhaustively studied both theoretically and experimentally, because of its fundamental chemical and biochemical importance. Nevertheless, analytical approaches for the description of water are seriously ... See full document

... general-purpose Monte Carlo N-Particle code that can be used for various types of ionizing radia- tions like neutron, photon and electron, among ...the problem in areas such as the geome- try ... See full document

... on Monte Carlo simulations for deriving the optimal control of the infinite horizon linear regulator problem of discrete- time Markovian jump linear systems for the case in which the transition ... See full document