Monte Carlo Methods and Applications

Karl K. Sabelfeld, Ivan Dimov, Karl K. Sabelfeld, Ivan Dimov

• Editorial: De Gruyter
• Año: 2012
• ISBN:
  9783110293586
• Edición: 1
• Categoría: Matematica
• Categoría: Probabilità e statistica

This is the proceedings of the "8 th 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.

The history of the IMACS Seminar on Monte Carlo Methods goes back to April 1997 when the first MCM Seminar was organized in Brussels:

1 st IMACS Seminar, 1997, Brussels, Belgium
2 nd IMACS Seminar, 1999, Varna, Bulgaria
3 rd IMACS Seminar, 2001, Salzburg, Austria
4 th IMACS Seminar, 2003, Berlin, Germany
5 th IMACS Seminar, 2005, Tallahassee, USA
6 th IMACS Seminar, 2007, Reading, UK
7 th IMACS Seminar, 2009, Brussels, Belgium
8 th IMACS Seminar, 2011, Borovets, Bulgaria