Monte-Carlo Simulation-Based Statistical Modeling

Monte-Carlo Simulation-Based Statistical Modeling PDF

Author: Ding-Geng (Din) Chen

Publisher: Springer

Published: 2017-02-01

Total Pages: 440

ISBN-13: 9811033072

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This book brings together expert researchers engaged in Monte-Carlo simulation-based statistical modeling, offering them a forum to present and discuss recent issues in methodological development as well as public health applications. It is divided into three parts, with the first providing an overview of Monte-Carlo techniques, the second focusing on missing data Monte-Carlo methods, and the third addressing Bayesian and general statistical modeling using Monte-Carlo simulations. The data and computer programs used here will also be made publicly available, allowing readers to replicate the model development and data analysis presented in each chapter, and to readily apply them in their own research. Featuring highly topical content, the book has the potential to impact model development and data analyses across a wide spectrum of fields, and to spark further research in this direction.

Monte Carlo Statistical Methods

Monte Carlo Statistical Methods PDF

Author: Christian Robert

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 522

ISBN-13: 1475730713

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We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.

Monte Carlo Methods in Statistical Physics

Monte Carlo Methods in Statistical Physics PDF

Author: M. E. J. Newman

Publisher: Clarendon Press

Published: 1999-02-11

Total Pages: 490

ISBN-13: 0191589861

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This book provides an introduction to Monte Carlo simulations in classical statistical physics and is aimed both at students beginning work in the field and at more experienced researchers who wish to learn more about Monte Carlo methods. The material covered includes methods for both equilibrium and out of equilibrium systems, and common algorithms like the Metropolis and heat-bath algorithms are discussed in detail, as well as more sophisticated ones such as continuous time Monte Carlo, cluster algorithms, multigrid methods, entropic sampling and simulated tempering. Data analysis techniques are also explained starting with straightforward measurement and error-estimation techniques and progressing to topics such as the single and multiple histogram methods and finite size scaling. The last few chapters of the book are devoted to implementation issues, including discussions of such topics as lattice representations, efficient implementation of data structures, multispin coding, parallelization of Monte Carlo algorithms, and random number generation. At the end of the book the authors give a number of example programmes demonstrating the applications of these techniques to a variety of well-known models.

Essentials of Monte Carlo Simulation

Essentials of Monte Carlo Simulation PDF

Author: Nick T. Thomopoulos

Publisher: Springer Science & Business Media

Published: 2012-12-19

Total Pages: 184

ISBN-13: 1461460220

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Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in this text deal with systems that are too complex to solve analytically. As a result, readers are given a system of interest and constructs using computer code, as well as algorithmic models to emulate how the system works internally. After the models are run several times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.

A Guide to Monte Carlo Simulations in Statistical Physics

A Guide to Monte Carlo Simulations in Statistical Physics PDF

Author: David P. Landau

Publisher: Cambridge University Press

Published: 2000-08-17

Total Pages: 402

ISBN-13: 9780521653664

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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.

A Guide to Monte Carlo Simulations in Statistical Physics

A Guide to Monte Carlo Simulations in Statistical Physics PDF

Author: David Landau

Publisher: Cambridge University Press

Published: 2021-07-29

Total Pages: 583

ISBN-13: 1108809294

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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.

Monte Carlo Simulation in Statistical Physics

Monte Carlo Simulation in Statistical Physics PDF

Author: Kurt Binder

Publisher: Springer Science & Business Media

Published: 2013-11-11

Total Pages: 201

ISBN-13: 366230273X

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When learning very formal material one comes to a stage where one thinks one has understood the material. Confronted with a "realiife" problem, the passivity of this understanding sometimes becomes painfully elear. To be able to solve the problem, ideas, methods, etc. need to be ready at hand. They must be mastered (become active knowledge) in order to employ them successfully. Starting from this idea, the leitmotif, or aim, of this book has been to elose this gap as much as possible. How can this be done? The material presented here was born out of a series of lectures at the Summer School held at Figueira da Foz (Portugal) in 1987. The series of lectures was split into two concurrent parts. In one part the "formal material" was presented. Since the background of those attending varied widely, the presentation of the formal material was kept as pedagogic as possible. In the formal part the general ideas behind the Monte Carlo method were developed. The Monte Carlo method has now found widespread appli cation in many branches of science such as physics, chemistry, and biology. Because of this, the scope of the lectures had to be narrowed down. We could not give a complete account and restricted the treatment to the ap plication of the Monte Carlo method to the physics of phase transitions. Here particular emphasis is placed on finite-size effects.

Monte Carlo Simulation in Statistical Physics

Monte Carlo Simulation in Statistical Physics PDF

Author: Kurt Binder

Publisher: Springer Science & Business Media

Published: 2002

Total Pages: 200

ISBN-13: 9783540432210

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Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body systems in condensed-matter physics and related fields of physics, chemistry and beyond, to traffic flows, stock market fluctuations, etc.). Using random numbers generated by a computer, probability distributions are calculated, allowing the estimation of the thermodynamic properties of various systems. This book describes the theoretical background to several variants of these Monte Carlo methods and gives a systematic presentation from which newcomers can learn to perform such simulations and to analyze their results. This fourth edition has been updated and a new chapter on Monte Carlo simulation of quantum-mechanical problems has been added. To help students in their work a special web server has been installed to host programs and discussion groups (http: //wwwcp.tphys.uni-heidelberg.de). Prof. Binder was the winner of the Berni J. Alder CECAM Award for Computational Physics 2001.

A Guide to Monte Carlo Simulations in Statistical Physics

A Guide to Monte Carlo Simulations in Statistical Physics PDF

Author: David P. Landau

Publisher: Cambridge University Press

Published: 2009-09-10

Total Pages: 489

ISBN-13: 113948043X

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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. This edition now contains material describing powerful new algorithms that have appeared since the previous edition was published, and highlights recent technical advances and key applications that these algorithms now make possible. Updates also include several new sections and a chapter on the use of Monte Carlo simulations of biological molecules. Throughout the book there are many applications, examples, recipes, case studies, and exercises to help the reader understand the material. It 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.

Applications of the Monte Carlo Method in Statistical Physics

Applications of the Monte Carlo Method in Statistical Physics PDF

Author: Kurt Binder

Publisher: Springer Science & Business Media

Published: 2013-06-29

Total Pages: 350

ISBN-13: 364251703X

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Deals with the computer simulation of complex physical sys- tems encounteredin condensed-matter physics and statistical mechanics as well as in related fields such as metallurgy, polymer research, lattice gauge theory and quantummechanics.