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Книги з теми "Monte-Carlo numerical simulation"

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1

Pierre, L' Ecuyer, and Owen Art B, eds. Monte Carlo and quasi-Monte Carlo methods 2008. Heidelberg: Springer, 2009.

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2

Tomizawa, Kazutaka. Numerical simulation of submicron semiconductor devices. Boston: Artech House, 1993.

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3

Binder, Kurt. Monte Carlo Simulation in Statistical Physics: An Introduction. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002.

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4

W, Heermann Dieter, ed. Monte Carlo simulation in statistical physics: An introduction. 5th ed. Heidelberg: Springer, 2010.

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5

Schwarm, Fritz-Walter. Monte Carlo Simulation of Cyclotron Lines in Strong Magnetic Fields - Theory and Application. Erlangen: Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU), 2017.

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6

1955-, Privman V., ed. Finite size scaling and numerical simulation of statistical systems. Singapore: World Scientific, 1990.

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7

George, Casella, and SpringerLink (Online service), eds. Introducing Monte Carlo Methods with R. New York, NY: Springer Science+Business Media, LLC, 2010.

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8

Górski, Jarosław. Non-linear models of structures with random geometric and material imperfactions [sic] simulation-based approach. Gdańsk: Wydawn. Politechniki Gdańskiej, 2006.

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9

Jayashree, Moorthy, and Langley Research Center, eds. Numerical simulation of the nonlinear response of composite plates under combined thermal and acoustic loading: Final report, for the period ended March 15, 1995. Norfolk, Va: Old Dominion University, 1995.

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10

Jayashree, Moorthy, and Langley Research Center, eds. Numerical simulation of the nonlinear response of composite plates under combined thermal and acoustic loading: Final report, for the period ended March 15, 1995. Norfolk, Va: Old Dominion University, 1995.

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11

International Conference on Computational Mathematics. The International Conference on Computational Mathematics: Proceedings. Novosibirsk: ICM&MG, 2002.

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12

Center, Lewis Research, ed. Improved modeling of finite-rate turbulent combustion processes in research combustors. [Cleveland, Ohio]: National Aeronautics and Space Administration, Lewis Research Center, 1998.

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13

Andrea, Roncoroni, ed. Implementing models in quantitative finance: Methods and cases. Berlin: Springer, 2008.

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14

Monte Carlo Simulation in Statistical Physics. Springer Nature, 2019.

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15

Mean Field Simulation For Monte Carlo Integration. Taylor & Francis Inc, 2013.

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16

Ranjbar, Vahid. Phase transitions in magnetic trilayers using Monte Carlo numerical simulation. 1998.

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17

Monte Carlo Simulation of Financial and Actuarial Models. CRC, 2009.

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18

Binder, Kurt, and Dieter W. Heermann. Monte Carlo Simulation in Statistical Physics: An Introduction. Springer, 2012.

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19

Binder, Kurt, and Dieter Heermann. Monte Carlo Simulation in Statistical Physics: An Introduction. Springer, 2010.

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20

Monte Carlo Simulation in Statistical Physics: An Introduction. Springer, 2013.

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21

Statistical Simulation: Power Method Polynomials and other Transformations. Chapman & Hall/CRC, 2009.

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22

Boudreau, Joseph F., and Eric S. Swanson. Simulation. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198708636.003.0015.

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Анотація:
This chapter is devoted to Monte Carlo simulation of stochastic processes, both fundamental processes and those involving radiation transport through macroscopic material. The computation of fundamental processes builds on the treatment of rotations and Lorentz transformations from the previous chapter and expands it with a discussion of computational techniques for the evaluation of Feynman diagrams. The simulation of radiation transport covers electromagnetic processes such as ionization energy loss, bremsstrahlung, and pair production. A discussion of real-life challenges in the simulation of radiation transport is included, as well as a brief discussion of simulation toolkits that are available for solving industrial-strength problems. The discussion is intended to give an overview of some of the principal computational and numerical techniques enabling these toolkits.
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23

Succi, Sauro. Numerical Methods for the Kinetic Theory of Fluids. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199592357.003.0010.

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This chapter provides a bird’s eye view of the main numerical particle methods used in the kinetic theory of fluids, the main purpose being of locating Lattice Boltzmann in the broader context of computational kinetic theory. The leading numerical methods for dense and rarified fluids are Molecular Dynamics (MD) and Direct Simulation Monte Carlo (DSMC), respectively. These methods date of the mid 50s and 60s, respectively, and, ever since, they have undergone a series of impressive developments and refinements which have turned them in major tools of investigation, discovery and design. However, they are both very demanding on computational grounds, which motivates a ceaseless demand for new and improved variants aimed at enhancing their computational efficiency without losing physical fidelity and vice versa, enhance their physical fidelity without compromising computational viability.
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24

Numerical simulation of the nonlinear response of composite plates under combined thermal and acoustic loading: Final report, for the period ended March 15, 1995. Norfolk, Va: Old Dominion University, 1995.

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25

Coolen, A. C. C., A. Annibale, and E. S. Roberts. Graphs with hard constraints: further applications and extensions. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198709893.003.0007.

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This chapter looks at further topics pertaining to the effective use of Markov Chain Monte Carlo to sample from hard- and soft-constrained exponential random graph models. The chapter considers the question of how moves can be sampled efficiently without introducing unintended bias. It is shown mathematically and numerically that apparently very similar methods of picking out moves can give rise to significant differences in the average topology of the networks generated by the MCMC process. The general discussion in complemented with pseudocode in the relevant section of the Algorithms chapter, which explicitly sets out some accurate and practical move sampling approaches. The chapter also describes how the MCMC equilibrium probabilities can be purposely deformed to, for example, target desired correlations between degrees of connected nodes. The mathematical exposition is complemented with graphs showing the results of numerical simulations.
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26

Jansen, A. P. J. An Introduction to Kinetic Monte Carlo Simulations of Surface Reactions. Springer, 2012.

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27

Fusai, Gianluca, and Andrea Roncoroni. Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance). Springer, 2007.

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28

Vanden-Eijnden, Eric, Weinan E, and Tiejun Li. Applied Stochastic Analysis. American Mathematical Society, 2019.

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29

Applied Stochastic Analysis. American Mathematical Society, 2019.

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30

Sobczyk, Eugeniusz Jacek. Uciążliwość eksploatacji złóż węgla kamiennego wynikająca z warunków geologicznych i górniczych. Instytut Gospodarki Surowcami Mineralnymi i Energią PAN, 2022. http://dx.doi.org/10.33223/onermin/0222.

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Анотація:
Hard coal mining is characterised by features that pose numerous challenges to its current operations and cause strategic and operational problems in planning its development. The most important of these include the high capital intensity of mining investment projects and the dynamically changing environment in which the sector operates, while the long-term role of the sector is dependent on factors originating at both national and international level. At the same time, the conditions for coal mining are deteriorating, the resources more readily available in active mines are being exhausted, mining depths are increasing, temperature levels in pits are rising, transport routes for staff and materials are getting longer, effective working time is decreasing, natural hazards are increasing, and seams with an increasing content of waste rock are being mined. The mining industry is currently in a very difficult situation, both in technical (mining) and economic terms. It cannot be ignored, however, that the difficult financial situation of Polish mining companies is largely exacerbated by their high operating costs. The cost of obtaining coal and its price are two key elements that determine the level of efficiency of Polish mines. This situation could be improved by streamlining the planning processes. This would involve striving for production planning that is as predictable as possible and, on the other hand, economically efficient. In this respect, it is helpful to plan the production from operating longwalls with full awareness of the complexity of geological and mining conditions and the resulting economic consequences. The constraints on increasing the efficiency of the mining process are due to the technical potential of the mining process, organisational factors and, above all, geological and mining conditions. The main objective of the monograph is to identify relations between geological and mining parameters and the level of longwall mining costs, and their daily output. In view of the above, it was assumed that it was possible to present the relationship between the costs of longwall mining and the daily coal output from a longwall as a function of onerous geological and mining factors. The monograph presents two models of onerous geological and mining conditions, including natural hazards, deposit (seam) parameters, mining (technical) parameters and environmental factors. The models were used to calculate two onerousness indicators, Wue and WUt, which synthetically define the level of impact of onerous geological and mining conditions on the mining process in relation to: —— operating costs at longwall faces – indicator WUe, —— daily longwall mining output – indicator WUt. In the next research step, the analysis of direct relationships of selected geological and mining factors with longwall costs and the mining output level was conducted. For this purpose, two statistical models were built for the following dependent variables: unit operating cost (Model 1) and daily longwall mining output (Model 2). The models served two additional sub-objectives: interpretation of the influence of independent variables on dependent variables and point forecasting. The models were also used for forecasting purposes. Statistical models were built on the basis of historical production results of selected seven Polish mines. On the basis of variability of geological and mining conditions at 120 longwalls, the influence of individual parameters on longwall mining between 2010 and 2019 was determined. The identified relationships made it possible to formulate numerical forecast of unit production cost and daily longwall mining output in relation to the level of expected onerousness. The projection period was assumed to be 2020–2030. On this basis, an opinion was formulated on the forecast of the expected unit production costs and the output of the 259 longwalls planned to be mined at these mines. A procedure scheme was developed using the following methods: 1) Analytic Hierarchy Process (AHP) – mathematical multi-criteria decision-making method, 2) comparative multivariate analysis, 3) regression analysis, 4) Monte Carlo simulation. The utilitarian purpose of the monograph is to provide the research community with the concept of building models that can be used to solve real decision-making problems during longwall planning in hard coal mines. The layout of the monograph, consisting of an introduction, eight main sections and a conclusion, follows the objectives set out above. Section One presents the methodology used to assess the impact of onerous geological and mining conditions on the mining process. Multi-Criteria Decision Analysis (MCDA) is reviewed and basic definitions used in the following part of the paper are introduced. The section includes a description of AHP which was used in the presented analysis. Individual factors resulting from natural hazards, from the geological structure of the deposit (seam), from limitations caused by technical requirements, from the impact of mining on the environment, which affect the mining process, are described exhaustively in Section Two. Sections Three and Four present the construction of two hierarchical models of geological and mining conditions onerousness: the first in the context of extraction costs and the second in relation to daily longwall mining. The procedure for valuing the importance of their components by a group of experts (pairwise comparison of criteria and sub-criteria on the basis of Saaty’s 9-point comparison scale) is presented. The AHP method is very sensitive to even small changes in the value of the comparison matrix. In order to determine the stability of the valuation of both onerousness models, a sensitivity analysis was carried out, which is described in detail in Section Five. Section Six is devoted to the issue of constructing aggregate indices, WUe and WUt, which synthetically measure the impact of onerous geological and mining conditions on the mining process in individual longwalls and allow for a linear ordering of longwalls according to increasing levels of onerousness. Section Seven opens the research part of the work, which analyses the results of the developed models and indicators in individual mines. A detailed analysis is presented of the assessment of the impact of onerous mining conditions on mining costs in selected seams of the analysed mines, and in the case of the impact of onerous mining on daily longwall mining output, the variability of this process in individual fields (lots) of the mines is characterised. Section Eight presents the regression equations for the dependence of the costs and level of extraction on the aggregated onerousness indicators, WUe and WUt. The regression models f(KJC_N) and f(W) developed in this way are used to forecast the unit mining costs and daily output of the designed longwalls in the context of diversified geological and mining conditions. The use of regression models is of great practical importance. It makes it possible to approximate unit costs and daily output for newly designed longwall workings. The use of this knowledge may significantly improve the quality of planning processes and the effectiveness of the mining process.
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