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Monte Carlo Methods

Author: J. Hammersley

Publisher: Springer Science & Business Media

Published: 2013-03-07

Total Pages: 184

ISBN-13: 9400958196

This monograph surveys the present state of Monte Carlo methods. we have dallied with certain topics that have interested us Although personally, we hope that our coverage of the subject is reasonably complete; at least we believe that this book and the references in it come near to exhausting the present range of the subject. On the other hand, there are many loose ends; for example we mention various ideas for variance reduction that have never been seriously appli(:d in practice. This is inevitable, and typical of a subject that has remained in its infancy for twenty years or more. We are convinced Qf:ver theless that Monte Carlo methods will one day reach an impressive maturity. The main theoretical content of this book is in Chapter 5; some readers may like to begin with this chapter, referring back to Chapters 2 and 3 when necessary. Chapters 7 to 12 deal with applications of the Monte Carlo method in various fields, and can be read in any order. For the sake of completeness, we cast a very brief glance in Chapter 4 at the direct simulation used in industrial and operational research, where the very simplest Monte Carlo techniques are usually sufficient. We assume that the reader has what might roughly be described as a 'graduate' knowledge of mathematics. The actual mathematical techniques are, with few exceptions, quite elementary, but we have freely used vectors, matrices, and similar mathematical language for the sake of conciseness.

Percolation

Author: Geoffrey R. Grimmett

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 459

ISBN-13: 3662039818

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Percolation theory is the study of an idealized random medium in two or more dimensions. The emphasis of this book is upon core mathematical material and the presentation of the shortest and most accessible proofs. Much new material appears in this second edition including dynamic and static renormalization, strict inequalities between critical points, a sketch of the lace expansion, and several essays on related fields and applications.

Percolation Structures and Processes

Author: Guy Deutscher

Publisher:

Published: 1983

Total Pages: 522

ISBN-13:

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Applications Of Percolation Theory

Author: M Sahini

Publisher: CRC Press

Published: 2003-07-13

Total Pages: 289

ISBN-13: 0203221532

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Over the past two decades percolation theory has been used to explain and model a wide variety of phenomena that are of industrial and scientific importance. Examples include characterization of porous materials and reservoir rocks, fracture patterns and earthquakes in rocks, calculation of effective transport properties of porous media permeability, conductivity, diffusivity, etc., groundwater flow, polymerization and gelation, biological evolution, galactic formation in the universe, spread of knowledge, and many others. Most of such applications have resulted in qualitative as well as quantitative predictions for the system of interest. This book attempts to describe in simple terms some of these applications, outline the results obtained so far, and provide further references for future reading.

Percolation Processes

Author:

Publisher:

Published: 1978

Total Pages:

ISBN-13:

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Percolation

Author: Geoffrey Grimmett

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 304

ISBN-13: 1475742088

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Quite apart from the fact that percolation theory had its ongm in an honest applied problem, it is a source of fascinating problems of the best kind for which a mathematician can wish: problems which are easy to state with a minimum of preparation, but whose solutions are apparently difficult and require new methods. At the same time, many of the prob lems are of interest to or proposed by statistical physicists and not dreamed up merely to demonstrate ingenuity. Much progress has been made in recent years, and many of the open problems of ten years aga have been solved. With such solutions we have seen the evolution of new techniques and questions; the consequent knowledge has shifted the ground under percolation, and it is time to examine afresh the mathematics of the subject. The quantity of literature related to percolation seems to grow hour by hour, mostly in the physics journals. It is becoming increasingly diffi cult to get to know the subject from scratch, and one of the principal purposes of this book is to remedy this. This book is about the mathematics of percolation theory, with the emphasis upon presenting the shortest rigorous proofs of the main facts.

Continuum Percolation

Author: Ronald Meester

Publisher: Cambridge University Press

Published: 1996-06-13

Total Pages:

ISBN-13: 131658254X

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Many phenomena in physics, chemistry, and biology can be modelled by spatial random processes. One such process is continuum percolation, which is used when the phenomenon being modelled is made up of individual events that overlap, for example, the way individual raindrops eventually make the ground evenly wet. This is a systematic rigorous account of continuum percolation. Two models, the Boolean model and the random connection model, are treated in detail, and related continuum models are discussed. All important techniques and methods are explained and applied to obtain results on the existence of phase transitions, equality and continuity of critical densities, compressions, rarefaction, and other aspects of continuum models. This self-contained treatment, assuming only familiarity with measure theory and basic probability theory, will appeal to students and researchers in probability and stochastic geometry.