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Spectral Models of Random Fields in Monte Carlo Methods [Hardcover]

By S. M. Prigarin (Author)
Our Price $ 204.23  
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Item Number 184060  
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Item description for Spectral Models of Random Fields in Monte Carlo Methods by S. M. Prigarin...

Spectral models were developed in the 1970s and have appeared to be very promising for various applications. Nowadays, spectral models are extensively used for stochastic simulation in atmosphere and ocean optics, turbulence theory, analysis of pollution transport for porous media, astrophysics, and other fields of science. The spectral models presented in this monograph represent a new class of numerical methods aimed at simulation of random processes and fields. The book is divided into four chapters, which deal with scalar spectral models and some of their applications, vector-valued spectral models, convergence of spectral models, and problems of optimization and convergence for functional Monte Carlo methods. Furthermore, the monograph includes four appendices, in which auxiliary information is presented and additional problems are discussed. The book will be of value and interest to experts in Monte Carlo methods, as well as to those interested in the theory and applications of stochastic simulation.

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Item Specifications...

Studio: Walter de Gruyter
Pages   198
Est. Packaging Dimensions:   Length: 9.5" Width: 6.25" Height: 0.5"
Weight:   1.05 lbs.
Binding  Hardcover
Publisher   Brill Academic Publishers
ISBN  9067643432  
ISBN13  9789067643436  

Availability  0 units.

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