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Simulation Methodology for Statisticians, Operations Analysts, and Engineers (CRC Press Revivals)
by P. W. Lewis Ed McKenzieStudents of statistics, operations research, and engineering will be informed of simulation methodology for problems in both mathematical statistics and systems simulation. This discussion presents many of the necessary statistical and graphical techniques. A discussion of statistical methods based on graphical techniques and exploratory data is among the highlights of Simulation Methodology for Statisticians, Operations Analysts, and Engineers. For students who only have a minimal background in statistics and probability theory, the first five chapters provide an introduction to simulation.
Simulation Modeling and Arena (Wiley Series In Modeling And Simulation Ser.)
by Manuel D. RossettiEmphasizes a hands-on approach to learning statistical analysis and model building through the use of comprehensive examples, problems sets, and software applications With a unique blend of theory and applications, Simulation Modeling and Arena®, Second Edition integrates coverage of statistical analysis and model building to emphasize the importance of both topics in simulation. Featuring introductory coverage on how simulation works and why it matters, the Second Edition expands coverage on static simulation and the applications of spreadsheets to perform simulation. The new edition also introduces the use of the open source statistical package, R, for both performing statistical testing and fitting distributions. In addition, the models are presented in a clear and precise pseudo-code form, which aids in understanding and model communication. Simulation Modeling and Arena, Second Edition also features: Updated coverage of necessary statistical modeling concepts such as confidence interval construction, hypothesis testing, and parameter estimation Additional examples of the simulation clock within discrete event simulation modeling involving the mechanics of time advancement by hand simulation A guide to the Arena Run Controller, which features a debugging scenario New homework problems that cover a wider range of engineering applications in transportation, logistics, healthcare, and computer science A related website with an Instructor’s Solutions Manual, PowerPoint® slides, test bank questions, and data sets for each chapter Simulation Modeling and Arena, Second Edition is an ideal textbook for upper-undergraduate and graduate courses in modeling and simulation within statistics, mathematics, industrial and civil engineering, construction management, business, computer science, and other departments where simulation is practiced. The book is also an excellent reference for professionals interested in mathematical modeling, simulation, and Arena.
Simulation Science: First International Workshop, Simscience 2017, Göttingen, Germany, April 27-28, 2017, Revised Selected Papers (Communications In Computer And Information Science #889)
by Stefan Hartmann Anita Schöbel Jens Grabowski Marcus Baum Gunther Brenner Thomas HanschkeThis book constitutes the thoroughly refereed proceedings of the Clausthal-Göttingen International Workshop on Simulation Science, held in Göttingen, Germany, in April 2017. The 16 full papers presented were carefully reviewed and selected from 40 submissions. The papers are organized in topical sections on simulation and optimization in networks, simulation of materials, distributed simulations.
Simulation Techniques in Financial Risk Management
by Ngai Hang Chan Hoi Ying WongPraise for the First Edition "...a nice, self-contained introduction to simulation and computational techniques in finance..." - Mathematical Reviews Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the recent innovations in simulations and risk management, such as advanced option pricing models beyond the Black-Scholes paradigm, interest rate models, MCMC methods including stochastic volatility models simulations, model assets and model-free properties, jump diffusion, and state space modeling. The Second Edition also features: Updates to primary software used throughout the book, Microsoft Office® Excel® VBA New topical coverage on multiple assets, model-free properties, and related models More than 300 exercises at the end of each chapter, with select answers in the appendix, to help readers apply new concepts and test their understanding Extensive use of examples to illustrate how to use simulation techniques in risk management Practical case studies, such as the pricing of exotic options; simulations of Greeks in hedging; and the use of Bayesian ideas to assess the impact of jumps, so readers can reproduce the results of the studies A related website with additional solutions to problems within the book as well as Excel VBA and S-Plus computer code for many of the examples within the book Simulation Techniques in Financial Risk Management, Second Edition is an invaluable resource for risk managers in the financial and actuarial industries as well as a useful reference for readers interested in learning how to better gauge risk and make more informed decisions. The book is also ideal for upper-undergraduate and graduate-level courses in simulation and risk management.
Simulation Tools and Methods for Supercritical Carbon Dioxide Radial Inflow Turbine: Development and Application on Open-Source Code
by Jianhui QiTo protect the Earth, China has launched its target of peaking carbon dioxide emissions by 2030, and achieving carbon neutrality by 2060 , which greatly encourages the use and development of renewable energy. Supercritical CO2 power cycle is a promising technology and the radial inflow turbine is the most important component of it, whose design and optimisation are considered as great challenges. This book introduces simulation tools and methods for supercritical CO2 radial inflow turbine, including a high fidelity quasi-one-dimensional design procedure, a non-ideal compressible fluid dynamics Riemann solver within open-source CFD software OpenFOAM framework, and a multi-objective Nelder–Mead geometry optimiser. Enhanced one-dimensional loss models are presented for providing a new insight towards the preliminary design of the supercritical CO2 radial inflow turbine. Since the flow phenomena within the blade channels are complex, involving fluid flow, shock wave transmission and boundary layer separation, only employing the ideal gas model is inadequate to predict the performance of the turbine. Thus, a non-ideal compressible fluid dynamics Riemann solver based on OpenFOAM library is developed. This book addresses the issues related to the turbine design and blade optimization and provides leading techniques. Hence, this book is of great value for the readers working on the supercritical CO2 radial inflow turbine and understanding the knowledge of CFD and turbomachinery.
Simulation Tools and Techniques: 12th EAI International Conference, SIMUtools 2020, Guiyang, China, August 28-29, 2020, Proceedings, Part II (Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering #370)
by Houbing Song Dingde JiangThis two-volume set constitutes the refereed post-conference proceedings of the 12th International Conference on Simulation Tools and Techniques, SIMUTools 2020, held in Guiyang, China, in August 2020. Due to COVID-19 pandemic the conference was held virtually. The 125 revised full papers were carefully selected from 354 submissions. The papers focus on simulation methods, simulation techniques, simulation software, simulation performance, modeling formalisms, simulation verification and widely used frameworks.
Simulation and Analysis of Mathematical Methods in Real-Time Engineering Applications
by E. Golden Julie T. Ananth Kumar Y. Harold Robinson S. M. JaisakthiWritten and edited by a group of renowned specialists in the field, this outstanding new volume addresses primary computational techniques for developing new technologies in soft computing. It also highlights the security, privacy, artificial intelligence, and practical approaches needed by engineers and scientists in all fields of science and technology. It highlights the current research, which is intended to advance not only mathematics but all areas of science, research, and development, and where these disciplines intersect. As the book is focused on emerging concepts in machine learning and artificial intelligence algorithmic approaches and soft computing techniques, it is an invaluable tool for researchers, academicians, data scientists, and technology developers. The newest and most comprehensive volume in the area of mathematical methods for use in real-time engineering, this groundbreaking new work is a must-have for any engineer or scientist’s library. Also useful as a textbook for the student, it is a valuable contribution to the advancement of the science, both a working handbook for the new hire or student, and a reference for the veteran engineer.
Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
by Aleksand Janicki A. WeronPresents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes (Use R!)
by Stefano M. Iacus Nakahiro YoshidaThe YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. YUIMA also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non parametric.The book explains briefly the underlying theory for simulation and inference of several classes of stochastic processes and then presents both simulation experiments and applications to real data. Although these processes have been originally proposed in physics and more recently in finance, they are becoming popular also in biology due to the fact the time course experimental data are now available. The YUIMA package, available on CRAN, can be freely downloaded and this companion book will make the user able to start his or her analysis from the first page.
Simulation and Modeling Methodologies, Technologies and Applications
by Leifur Leifsson Slawomir Koziel Mohammad S. Obaidat Janusz Kacprzyk Tuncer ÖrenThis book includes extended and revised versions of a set of selected papers from the 3rd International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH 2013) which was co-organized by the Reykjavik University (RU) and sponsored by the Institute for Systems and Technologies of Information, Control and Communication (INSTICC). SIMULTECH 2013 was held in cooperation with the ACM SIGSIM - Special Interest Group (SIG) on SImulation and Modeling (SIM), Movimento Italiano Modellazione e Simulazione (MIMOS) and AIS Special Interest Group on Modeling and Simulation (AIS SIGMAS) and technically co-sponsored by the Society for Modeling & Simulation International (SCS), Liophant Simulation, Simulation Team and International Federation for Information Processing (IFIP). This proceedings brings together researchers, engineers, applied mathematicians and practitioners working in the advances and applications in the field of system simulation.
Simulation and Modeling Methodologies, Technologies and Applications
by Yuri Merkuryev Mohammad S. Obaidat Tuncer ÖrenThis book includes extended and revised versions of a set of selected papers from the 2012 International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH 2012) which was sponsored by the Institute for Systems and Technologies of Information, Control and Communication (INSTICC) and held in Rome, Italy. SIMULTECH 2012 was technically co-sponsored by the Society for Modeling & Simulation International (SCS), GDR I3, Lionphant Simulation, Simulation Team and IFIP and held in cooperation with AIS Special Interest Group of Modeling and Simulation (AIS SIGMAS) and the Movimento Italiano Modellazione e Simulazione (MIMOS).
Simulation and Modeling Methodologies, Technologies and Applications: 13th International Conference, SIMULTECH 2023 Rome, Italy, July 12-14, 2023 Revised Selected Papers (Lecture Notes in Networks and Systems #1211)
by Gerd Wagner Frank Werner Floriano De RangoThis book includes a set of selected best extended papers from the 13th International Conference on Simulation and Modeling Methodologies, Technologies and Applications (SIMULTECH 2023), that was held in Rome, Italy, from July 12 to 14. The conference brought together researchers, engineers, and practitioners interested in methodologies and applications of modeling and simulation. New and innovative solutions are reported in this book. A selection was made after the conference, based also on the conference chairs assessment, reviewers’ assessment, quality of presentation, and audience interest, so that this book includes the extended and revised versions of the very best papers of the conference. New and innovative solutions are reported in this book.
Simulation and Serious Games for Education
by Yiyu Cai Sui Lin Goei Wim TroosterThis book introduces state-of-the-art research on simulation and serious games for education. The major part of this book is based on selected work presented at the 2014 Asia-Europe Symposium on Simulation and Serious Games held in Windesheim University of Applied Sciences, the Netherlands (Oct 1-2, 2014). It covers three major domains of education applications that use simulation and serious games: Science, Technology, Engineering and Mathematics (STEM) Education; Special Needs Education and Humanity and Social Science Education. Researchers and developers in simulation and serious games for education benefit from this book, and it also offers educators and professionals involved in training insights into the possible applications of simulation and serious games in various areas.
Simulation and Statistics with Excel: An Introduction to Business Students
by Luis Fernando IbarraThe use of simulation techniques has increased in importance in recent history, and simulation activities are an important resource for advanced preparation for the organization and execution of events. When formal mathematics is not enough, simulation may be the only option capable of approximating solutions. Simulation and Statistics with Excel: An Introduction to Business Students offers a non-rigorous and practical tour of the simulation procedure on computers, using a versatile and accessible resource, the Microsoft Excel spreadsheet. This book covers the concepts essential to understanding the basic principles and approaches of statistical simulation, allowing for the study of complex systems. Aimed at students in business and operational research beginning to use simulation as an instrument for understanding existing or proposed processes, this book will lay solid foundations in understanding simulation experimentation.Key Features: Provides a basis to understand the approaches and principles of simulator experiments. Uses a universal and easily accessible resource. Introduces simple examples to teach the fundamentals of simulation.
Simulation and the Monte Carlo Method
by Dirk P. Kroese Reuven Y. RubinsteinThis accessible new edition explores the major topics in Monte Carlo simulationSimulation 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. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences.The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including:Markov Chain Monte CarloVariance reduction techniques such as the transform likelihood ratio method and the screening methodThe score function method for sensitivity analysisThe stochastic approximation method and the stochastic counter-part method for Monte Carlo optimizationThe cross-entropy method to rare events estimation and combinatorial optimizationApplication of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy methodAn extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB programs.Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method.
Simulation for Applied Graph Theory Using Visual C++
by Shaharuddin Salleh Zuraida Abal AbasThe tool for visualization is Microsoft Visual C++. This popular software has the standard C++ combined with the Microsoft Foundation Classes (MFC) libraries for Windows visualization. This book explains how to create a graph interactively, solve problems in graph theory with minimum number of C++ codes, and provide friendly interfaces that makes learning the topics an interesting one. Each topic in the book comes with working Visual C++ codes which can easily be adapted as solutions to various problems in science and engineering.
Simulation for Policy Inquiry
by Anand DesaiPublic policy and management problems have been described as poorly defined, messy, squishy, unstructured, intractable, and wicked. In a word, they are complex. This book illustrates the development and use of simulation models designed to capture some of the complexity inherent in the formulation, management, and implementation of policies aimed at addressing such problems. Simulation models have long existed at the fringes of policy inquiry but are not yet considered an essential component of the policy analyst's toolkit. However, this situation is likely to change because with improvements in computational power and software, simulation is now easier to include in the standard repertoire of research tools available for discovery and decision support. This volume provides both a conceptual rationale for using simulations to inform public policy and a practical introduction to how such models might be constructed and employed. The focus of these papers is on the uses of simulation to gain understanding and inform policy decisions and action. Techniques represented in this volume include Monte Carlo simulation, system dynamics and agent based modeling.
Simulation for a Sustainable Future: 11th Congress, EUROSIM 2023, Amsterdam, The Netherlands, July 3–5, 2023, Proceedings, Part I (Communications in Computer and Information Science #2032)
by Miguel Mujica Mota Paolo ScalaThe two volume set CCIS 2032 and 2033 constitutes the proceedings of the 11th Congress on Simulation for a Sustainable Future, EUROSIM 2023, which was held in Amsterdam, The Netherlands, during July 3–5, 2023. The 47 full papers included in the proceedings were carefully reviewed and selected from 99 submissions. The papers are divided in the following topical sections: environmental sustainability; healthcare; production systems; business and industries; logistics and transportation systems; monitor, control, and theoretical systems.
Simulation mit dem Warteschlangensimulator: Mathematische Modellierung und Simulation von Produktions- und Logistikprozessen (Studienbücher Wirtschaftsmathematik)
by Alexander HerzogDieses Buch verknüpft die mathematischen Grundlagen der Warteschlangentheorie mit der Modellierung praktischer Problemstellungen, der Anwendung entsprechender Simulationen und der validen Auswertung ihrer Ergebnisse. In zahlreichen konkreten Beispielen und Fragestellungen kommt der frei verfügbare Warteschlangensimulator zum Einsatz, so dass alles nachvollzogen und für eigene Zwecke adaptiert werden kann. Das Buch bildet somit eine solide Basis für den erfolgreichen Einsatz von Warteschlangensimulationen, etwa zur Planung von Produktions- und Logistikprozessen: Mathematiker erhalten hier neue Impulse und Anwender aus der industriellen Praxis einen gut zugänglichen Einstieg in das Thema.
Simulation of Additive Manufacturing using Meshfree Methods: With Focus on Requirements for an Accurate Solution (Lecture Notes in Applied and Computational Mechanics #97)
by Christian WeißenfelsThis book provides a detailed instruction to virtually reproduce the processes of Additive Manufacturing on a computer. First, all mathematical equations needed to model these processes are presented. Due to their flexibility, meshfree methods represent optimal computational solution schemes to simulate Additive Manufacturing processes. On the other hand, these methods usually do not guarantee an accurate solution. For this reason, this monograph is dedicated in detail to the necessary criteria for computational solution schemes to provide accurate results. Several meshfree methods are examined with respect to these conditions. Two different 3D printing techniques are presented in detail. The results obtained from the simulation are investigated and compared with experimental data. This work is addressed to both scientists and professionals working in the field of development who are interested to learn the secrets behind meshfree methods or get into the modeling of Additive Manufacturing.
Simulation of Dynamic Systems with MATLAB and Simulink
by Harold Klee Randal Allen"� a seminal text covering the simulation design and analysis of a broad variety of systems using two of the most modern software packages available today. � particularly adept [at] enabling students new to the field to gain a thorough understanding of the basics of continuous simulation in a single semester, and [also provides] a more advanced tre
Simulation of Dynamic Systems with MATLAB® and Simulink®
by Harold Klee Randal AllenContinuous-system simulation is an increasingly important tool for optimizing the performance of real-world systems. The book presents an integrated treatment of continuous simulation with all the background and essential prerequisites in one setting. It features updated chapters and two new sections on Black Swan and the Stochastic Information Packet (SIP) and Stochastic Library Units with Relationships Preserved (SLURP) Standard. The new edition includes basic concepts, mathematical tools, and the common principles of various simulation models for different phenomena, as well as an abundance of case studies, real-world examples, homework problems, and equations to develop a practical understanding of concepts.
Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB
by Alain Vande Wouwer Philippe Saucez Carlos VilasSimulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB shows the reader how to exploit a fuller array of numerical methods for the analysis of complex scientific and engineering systems than is conventionally employed. The book is dedicated to numerical simulation of distributed parameter systems described by mixed systems of algebraic equations, ordinary differential equations (ODEs) and partial differential equations (PDEs). Special attention is paid to the numerical method of lines (MOL), a popular approach to the solution of time-dependent PDEs, which proceeds in two basic steps: spatial discretization and time integration. Besides conventional finite-difference and element techniques, more advanced spatial-approximation methods are examined in some detail, including nonoscillatory schemes and adaptive-grid approaches. A MOL toolbox has been developed within MATLAB®/OCTAVE/SCILAB. In addition to a set of spatial approximations and time integrators, this toolbox includes a collection of application examples, in specific areas, which can serve as templates for developing new programs. Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB provides a practical introduction to some advanced computational techniques for dynamic system simulation, supported by many worked examples in the text, and a collection of codes available for download from the book's page at www. springer. com. This text is suitable for self-study by practicing scientists and engineers and as a final-year undergraduate course or at the graduate level.
Simulation-Based Algorithms for Markov Decision Processes
by Hyeong Soo Chang Steven I. Marcus Michael C. Fu Jiaqiao HuMarkov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences. Many real-world problems modeled by MDPs have huge state and/or action spaces, giving an opening to the curse of dimensionality and so making practical solution of the resulting models intractable. In other cases, the system of interest is too complex to allow explicit specification of some of the MDP model parameters, but simulation samples are readily available (e.g., for random transitions and costs). For these settings, various sampling and population-based algorithms have been developed to overcome the difficulties of computing an optimal solution in terms of a policy and/or value function. Specific approaches include adaptive sampling, evolutionary policy iteration, evolutionary random policy search, and model reference adaptive search. This substantially enlarged new edition reflects the latest developments in novel algorithms and their underpinning theories, and presents an updated account of the topics that have emerged since the publication of the first edition. Includes: innovative material on MDPs, both in constrained settings and with uncertain transition properties; game-theoretic method for solving MDPs; theories for developing roll-out based algorithms; and details of approximation stochastic annealing, a population-based on-line simulation-based algorithm. The self-contained approach of this book will appeal not only to researchers in MDPs, stochastic modeling, and control, and simulation but will be a valuable source of tuition and reference for students of control and operations research.
Simulation-Based Analysis of Energy and Carbon Emissions in the Housing Sector: A System Dynamics Approach (Green Energy And Technology)
by Michael Gbolagade Oladokun Clinton Ohis AigbavboaThis book describes the development of a system dynamics-based model that can capture the future trajectories of housing energy and carbon emissions. It approaches energy and carbon emissions in the housing sector as a complex socio-technical problem involving the analysis of intrinsic interrelationships among dwellings, occupants and the environment. Based on an examination of the UK housing sector but with relevance worldwide, the book demonstrates how the systems dynamics simulation can be used as a learning laboratory regarding future trends in housing energy and carbon emissions. The authors employ a pragmatic research strategy, involving the collection of both qualitative and quantitative data to develop a model. The book enriches readers’ understanding of the complexity involved in housing energy and carbon emissions from a systems-thinking perspective. As such, it will be of interest to researchers in the fields of architectural engineering, housing studies and climate change, while also appealing to industry practitioners and policymakers specializing in housing energy.