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Transport Simulation in Microelectronics
Computer simulation of semiconductor processing equipment and devices requires the use of a wide variety of numerical methods. Of these methods, the Monte Carlo approach is perhaps most fundamentally suited to mod eling physical events occurring on microscopic scales which are intricately connected to the particle structure of nature. Here physical phenomena can be simulated by following simulation particles (such as electrons, molecules, photons, etc. ) through a statistical sampling of scattering events. Monte Carlo is, however, generally looked on as a last resort due to the extremely slow convergence of these methods. It is of interest, then, to examine when in microelectronics it is nec...
Monte Carlo and Quasi-Monte Carlo Methods 1996
Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.
Modeling Environment-Improving Technological Innovations under Uncertainty
The issues of technology and uncertainty are very much at the heart of the policy debate of how much to control greenhouse gas emissions. The costs of doing so are present and high while the benefits are very much in the future and, most importantly, they are highly uncertain. Whilst there is broad consensus on the key elements of climate change science and agreement that near-term actions are needed to prevent dangerous anthropogenic interference with the climate system, there is little agreement on the costs and benefits of climate policy. The book looks at different ways of reconciling the needs for sustainability and equity with the costs of action now. Presenting a compendium of methodo...
Framework for Analysis and Identification of Nonlinear Distributed Parameter Systems using Bayesian Uncertainty Quantification based on Generalized Polynomial Chaos
In this work, the Uncertainty Quantification (UQ) approaches combined systematically to analyze and identify systems. The generalized Polynomial Chaos (gPC) expansion is applied to reduce the computational effort. The framework using gPC based on Bayesian UQ proposed in this work is capable of analyzing the system systematically and reducing the disagreement between the model predictions and the measurements of the real processes to fulfill user defined performance criteria.
Financial Engineering and Computation
A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Peter Lax, Mathematician
This book is a biography of one of the most famous and influential living mathematicians, Peter Lax. He is virtually unique as a preeminent leader in both pure and applied mathematics, fields which are often seen as competing and incompatible. Although he has been an academic for all of his adult life, his biography is not without drama and tragedy. Lax and his family barely escaped to the U.S. from Budapest before the Holocaust descended. He was one of the youngest scientists to work on the Manhattan Project. He played a leading role in coping with the infamous "kidnapping" of the NYU mathematics department's computer, in 1970. The list of topics in which Lax made fundamental and long-lasti...
