Simulation methods

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  • Due to the enormous progress in computer technology and numerical methods that have been achieved in recent years, the use of numerical simulation methods in industry gains more and more importance. In particular, this applies to all engineering disciplines. Numerical computations in many cases offer a cost effective and, therefore, very attractive possibility for the investigation and optimization of products and processes.

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  • This paper proposes a novel user intention simulation method which is a data-driven approach but able to integrate diverse user discourse knowledge together to simulate various type of users. In Markov logic framework, logistic regression based data-driven user intention modeling is introduced, and human dialog knowledge are designed into two layers such as domain and discourse knowledge, then it is integrated with the data-driven model in generation time. Cooperative, corrective and selfdirecting discourse knowledge are designed and integrated to mimic such type of users. ...

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  • Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago.

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  • This book presents and develops major numerical methods currently used for solving problems arising in quantitative finance. Our presentation splits into two parts. Part I is methodological, and offers a comprehensive toolkit on numerical methods and algorithms. This includes Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. Part II is practical, and features a number of self-contained cases.

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  • This volume contains a refereed selection of papers, which were first presented at the international conference on Numerical Methods for Finance held in Dublin, Ireland in June 2006 and were then submitted for publication. The refereeing procedure was carried out by members of the International Steering Committee, the Local Organizing Committee and the Editors. The aim of the conference was to attract leading researchers, both practitioners and academics, to discuss new and relevant numerical methods for the solution of practical problems in finance.

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  • This new and updated deals with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics as well as in related fields, for example polymer science, lattice gauge theory and protein folding. After briefly recalling essential background in statistical mechanics and probability theory, the authors give a succinct overview of simple sampling methods. The next several chapters develop the importance sampling method, both for lattice models and for systems in continuum space....

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  • The Nondestructive testing science is a broad field that covers variety of testing methods and applications, in addition to the associated pre and post processing mathematics. In terms of methods and techniques the Nondestructive testing modalities rely on different physical phenomena such as the electromagnetism, the acoustic emission, the thermal emission and the penetration of high-energy radiation through materials and structures.

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  • Parametric representation of shapes, mechanical components modeling with 3D visualization techniques using object oriented programming, the well known golden ratio application on vertical and horizontal displacement investigations of the ground surface, spatial modeling and simulating of dynamic continuous fluid flow process, simulation model for waste-water treatment, an interaction of tilt and illumination conditions at flight simulation and errors in taxiing performance, plant layout optimal plot plan, atmospheric modeling for weather prediction, a stochastic search method that explores ...

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  • This volume is an eclectic mix of applications of Monte Carlo methods in many fields of research should not be surprising, because of the ubiquitous use of these methods in many fields of human endeavor. In an attempt to focus attention on a manageable set of applications, the main thrust of this book is to emphasize applications of Monte Carlo simulation methods in biology and medicine.

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  • The book presents a collection of chapters dealing with a wide selection of topics concerning different applications of modeling. It includes modeling, simulation and optimization applications in the areas of medical care systems, genetics, business, ethics and linguistics, applying very sophisticated methods. Algorithms, 3-D modeling, virtual reality, multi objective optimization, finite element methods, multi agent model simulation, system dynamics simulation, hierarchical Petri Net model and two level formalism modeling are tools and methods employed in these papers....

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  • The objective of this book is to introduce recent advances and state-of-the-art applications of Monte Carlo Simulation (MCS) in various fields. MCS is a class of statistical methods for performance analysis and decision making based on taking random samples from underly‐ ing systems or problems to draw inferences or estimations. Let us make an analogy by using the structure of an umbrella to define and exemplify the position of this book within the fields of science and engineering. Imagine that one can place MCS at the centerpoint of an umbrella and define the...

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  • This book provides an introduction to the theory and practice of Monte Carlo and Simulation methods. It arises from a 20 hour course given simultaneously to two groups of students. The first are final year Honours students in the School of Mathematics at the University of Edinburgh and the second are students from Heriot Watt and Edinburgh Universities taking the MSc in Financial Mathematics. The intention is that this be a practical book that encourages readers to write and experiment with actual simulation models.

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  • The Discrete Event Simulation (DES) method has received widespread attention and acceptance by both researchers and practitioners in recent years. The range of application of DES spans across many different disciplines and research fields. In research, further development and advancements of the basic DES algorithm continue to be sought while various hybrid methods derived by combining DES with other simulation techniques continue to be developed.

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  • Modeling, simulation and identification has been actively researched in solving practical engineering problems. This book presents the wide applications of modeling, simulation and identification in the fields of electrical engineering, mechanical engineering, civil engineering, computer science and information technology.

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  • Physical theories allow us to make predictions: given a complete description of a physical system, we can predict the outcome of some measurements. This problem of predicting the result of measurements is called the modelization problem, the simulation problem, or the forward problem. The inverse problem consists of using the actual result of some measurements to infer the values of the parameters that characterize the system. While the forward problemhas (in deterministic physics) a unique solution, the inverse problem does not.

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  • Simulation allows the repeated solution of an evaluation model. Each solution randomly selects values from predetermined probability distributions. All solutions are summarized into an overall distribution of NPV values. This distribution shows management how risky the project is.

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  • The book contains 15 chapters presenting recent contributions of top researchers working with Simulated Annealing (SA). Although it represents a small sample of the research activity on SA, the book will certainly serve as a valuable tool for researchers interested in getting involved in this multidisciplinary field. In fact, one of the salient features is that the book is highly multidisciplinary in terms of application areas since it assembles experts from the fields of Biology, Telecommunications, Geology, Electronics and Medicine....

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  • We have developed a new formulation for fast calculation of far-field force of fast multipole method (FMM)in molecular dynamics simulations. FMM is a linear algorithm to calculate force for molecular dynamics simulations. GRAPE is a special-purpose computer dedicated to Coulombic force calculation. It runs 100-1000 times faster than normal computer at the same price. However FMM cannot be implemented directly on GRAPE. We have succeeded to implement FMM on GRAPE and developed a new formulation for far-field force calculation. ...

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  • Floods in urban areas due to levee overtopping and/or breaking may cause a lot of severe damage of property and lost of human lives. In case of river dike and/or dam break, the problem is characterized by the overland propagation of discontinuity fronts or hydraulic jumps. !t is of immense importance that urban planners and personnel have tools to assist in predicting and evaluating beforehand the flood process in such incidents.

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  • Speech recognition affords automobile drivers a hands-free, eyes-free method of replying to Short Message Service (SMS) text messages. Although a voice search approach based on template matching has been shown to be more robust to the challenging acoustic environment of automobiles than using dictation, users may have difficulties verifying whether SMS response templates match their intended meaning, especially while driving. Using a high-fidelity driving simulator, we compared dictation for SMS replies versus voice search in increasingly difficult driving conditions. ...

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