Open access peer-reviewed Edited Volume

Theory and Applications of Monte Carlo Simulations

Edited by Wai Kin (Victor) Chan

Rensselaer Polytechnic Institute, United States of America

The purpose of this book is to introduce researchers and practitioners to recent advances and applications of Monte Carlo Simulation (MCS). Random sampling is the key of the MCS technique. The 11 chapters of this book collectively illustrates how such a sampling technique is exploited to solve difficult problems or analyze complex systems in various engineering and science domains. Issues related to the use of MCS including goodness-of-fit, uncertainty evaluation, variance reduction, optimization, and statistical estimation are discussed and examples of solutions are given. Novel applications of MCS are demonstrated in financial systems modeling, estimation of transition behavior of organic molecules, chemical reaction, particle diffusion, kinetic simulation of biophysics and biological data, and healthcare practices. To enlarge the accessibility of this book, both field-specific background materials and field-specific usages of MCS are introduced in most chapters. The aim of this book is to unify knowledge of MCS from different fields to facilitate research and new applications of MCS.

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Theory and Applications of Monte Carlo SimulationsEdited by Wai Kin (Victor) Chan

Published: March 6th 2013

DOI: 10.5772/45892

ISBN: 978-953-51-1012-5

eBook (PDF) ISBN: 978-953-51-5724-3

Copyright year: 2013

Books open for chapter submissions

32885 Total Chapter Downloads

33 Crossref Citations

71 Web of Science Citations

81 Dimensions Citations


Open access peer-reviewed

1. Monte Carlo Statistical Tests for Identity of Theoretical and Empirical Distributions of Experimental Data

By Natalia D. Nikolova, Daniela Toneva-Zheynova, Krasimir Kolev and Kiril Tenekedjiev


Open access peer-reviewed

2. Monte Carlo Simulations Applied to Uncertainty in Measurement

By Paulo Roberto Guimarães Couto, Jailton Carreteiro Damasceno and Sérgio Pinheiro de Oliveira


Open access peer-reviewed

3. Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation

By Masaaki Kijima and Chun Ming Tam


Open access peer-reviewed

4. Monte-Carlo-Based Robust Procedure for Dynamic Line Layout Problems

By Wai Kin (Victor) Chan and Charles J. Malmborg


Open access peer-reviewed

5. Comparative Study of Various Self-Consistent Event Biasing Schemes for Monte Carlo Simulations of Nanoscale MOSFETs

By Shaikh Ahmed, Mihail Nedjalkov and Dragica Vasileska


Open access peer-reviewed

6. Atomistic Monte Carlo Simulations on the Formation of Carbonaceous Mesophase in Large Ensembles of Polyaromatic Hydrocarbons

By R. Khanna, A. M. Waters and V. Sahajwalla


Open access peer-reviewed

7. Variance Reduction of Monte Carlo Simulation in Nuclear Engineering Field

By Pooneh Saidi, Mahdi Sadeghi and Claudio Tenreiro


Open access peer-reviewed

8. Stochastic Models of Physicochemical Processes in Catalytic Reactions - Self-Oscillations and Chemical Waves in CO Oxidation Reaction

By Vladimir I. Elokhin


Open access peer-reviewed

9. Monte-Carlo Simulation of Particle Diffusion in Various Geometries and Application to Chemistry and Biology

By Ianik Plante and Francis A. Cucinotta


Open access peer-reviewed

10. Kinetic Monte Carlo Simulation in Biophysics and Systems Biology

By Subhadip Raychaudhuri


Open access peer-reviewed

11. Detection of Breast Cancer Lumps Using Scattered X-Ray Profiles: A Monte Carlo Simulation Study

By Wael M. Elshemey


Edited Volume and chapters are indexed in

  • Worldcat
  • OpenAIRE
  • Google Scholar
  • AZ ebsco
  • Base
  • CNKI

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