Monte Carlo Methods and Applications ：Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 – September 2, 2011, Borovets, Bulgaria ( De Gruyter Proceedings in Mathematics )

Publication subTitle ：Proceedings of the 8th IMACS Seminar on Monte Carlo Methods, August 29 – September 2, 2011, Borovets, Bulgaria

Publication series ：De Gruyter Proceedings in Mathematics

Author： Enrique Alba   Donka Angelova   Maria Angelova   Sergey Artemchuk   Emanouil Atanassov   Krassimir Atanassov   Lilija Atanassova   Vassia Atanassova   Fabian Bastin   Oskar Baumgartner   Aleksandr Burmistrov   Avishy Carmi   Panagiotis Chountas   Carlos Cotta   Dimitar Dimitrov   Ivan Dimov   Nina Dobrinkova   Rami El Haddad   Rana Fakhreddine   Antonio J. Fernández-Leiva   Stefka Fidanova   Lado Filipovic   Amadou Gning   Oleg Iliev   Sofiya Ivanovska   Dimitri Kanevsky   Mariya Korotchenko   Hans Kosina   Christian Lécot   Jan Mandel   Pencho Marinov   Mikhail Mayorov   Ilya N. Medvedev   Lyudmila Mihaylova   Tigran Nagapetyan   Mihail Nedjalkov   Florian Pausinger   Tania Pencheva   Nikolay Petrov   Ivan Popchev   Klaus Ritter   David Rodríguez Rueda   Olympia Roeva   Wolfgang Ch. Schmid   Philipp Schwaha   Siegfried Selberherr   Zlatan Stanojevic   Hidemaro Suwa   Synge Todo   Mario Ullrich   Paula A. Whitlock   Karl K. Sabelfeld   Ivan Dimov  

Publisher： De Gruyter‎

Publication year： 2012

E-ISBN: 9783110293586

P-ISBN(Paperback): 9783110293470

Subject：

Keyword： Monte Carlo Method, Stochastic Model, Financial Mathematics

Language： ENG

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Description

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, high-performance computations for Monte Carlo applications, stochastic metaheuristics for optimization problems, sequential Monte Carlo methods for large-scale problems, semiconductor devices and nanostructures.

Chapter

Preface

pp.：  1 – 5

1 Improvement of Multi-population Genetic Algorithms Convergence Time

pp.：  5 – 15

2 Parallelization and Optimization of 4D Binary Mixture Monte Carlo Simulations Using Open MPI and CUDA

pp.：  15 – 25

3 Efficient Implementation of the Heston Model Using GPGPU

pp.：  25 – 35

4 On a Game-Method for Modeling with Intuitionistic Fuzzy Estimations. Part 2

pp.：  35 – 43

5 Generalized Nets, ACO Algorithms, and Genetic Algorithms

pp.：  43 – 53

6 Bias Evaluation and Reduction for Sample-Path Optimization

pp.：  53 – 61

7 Monte Carlo Simulation of Electron Transport in Quantum Cascade Lasers

pp.：  61 – 73

8 Markov Chain Monte Carlo Particle Algorithms for Discrete-Time Nonlinear Filtering

pp.：  73 – 83

9 Game-Method for Modeling and WRF-Fire Model Working Together

pp.：  83 – 93

10 Wireless Sensor Network Layout

pp.：  93 – 101

11 A Two-Dimensional Lorentzian Distribution for an Atomic Force Microscopy Simulator

pp.：  101 – 111

12 Stratified Monte Carlo Integration

pp.：  111 – 119

13 Monte Carlo Simulation of Asymmetric Flow Field Flow Fractionation

pp.：  119 – 129

14 Convexization in Markov Chain Monte Carlo

pp.：  129 – 139

15 Value Simulation of the Interacting Pair Number for Solution of the Monodisperse Coagulation Equation

pp.：  139 – 149

16 Parallelization of Algorithms for Solving a Three-Dimensional Sudoku Puzzle

pp.：  149 – 159

17 The Efficiency Study of Splitting and Branching in the Monte Carlo Method

pp.：  159 – 169

18 On the Asymptotics of a Lower Bound for the Diaphony of Generalized van der Corput Sequences

pp.：  169 – 177

19 Group Object Tracking with a Sequential Monte Carlo Method Based on a Parameterized Likelihood Function

pp.：  177 – 185

20 The Template Design Problem: A Perspective with Metaheuristics

pp.：  185 – 195

21 A Comparison of Simulated Annealing and Genetic Algorithm Approaches for Cultivation Model Identification

pp.：  195 – 207

22 Monte Carlo Investigations of Electron Decoherence due to Phonons

pp.：  207 – 217

23 Geometric Allocation Approach for the Transition Kernel of a Markov Chain

pp.：  217 – 227

24 Exact Sampling for the Ising Model at All Temperatures

pp.：  227 – 237

LastPages

pp.：  237 – 249

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