dollfus philippe the wigner monte carlo method for nanoelectronic devices a particle description of quantum transport and decoherence в наличии / купить интернет-магазине

This book gives an overview of the quantum transport approaches for nanodevices and focuses on the Wigner formalism. It details the implementation of a particle-based Monte Carlo solution of the Wigner transport equation and how the technique is applied to typical devices exhibiting quantum phenomena, such as the resonant tunnelling diode, the ultra-short silicon MOSFET and the carbon nanotube transistor. In the final part, decoherence theory is used to explain the emergence of the semi-classical transport in nanodevices.

A comprehensive advanced level examination of the transport theory of nanoscale devices Provides advanced level material of electron transport in nanoscale devices from basic principles of quantum mechanics through to advanced theory and various numerical techniques for electron transport Combines several up-to-date theoretical and numerical approaches in a unified manner, such as Wigner-Boltzmann equation, the recent progress of carrier transport research for nanoscale MOS transistors, and quantum correction approximations The authors approach the subject in a logical and systematic way, reflecting their extensive teaching and research backgrounds

This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century 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 Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples. The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on: • Random number generation, including multiple-recursive generators and the Mersenne Twister • Simulation of Gaussian processes, Brownian motion, and diffusion processes • Multilevel Monte Carlo method • New enhancements of the cross-entropy (CE) method, including the “improved” CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters • Over 100 algorithms in modern pseudo code with flow control • Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic 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. Reuven Y. Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting. Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia. He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.

Introducing up-to-date coverage of research in electron field emission from nanostructures, Vacuum Nanoelectronic Devices outlines the physics of quantum nanostructures, basic principles of electron field emission, and vacuum nanoelectronic devices operation, and offers as insight state-of-the-art and future researches and developments. This book also evaluates the results of research and development of novel quantum electron sources that will determine the future development of vacuum nanoelectronics. Further to this, the influence of quantum mechanical effects on high frequency vacuum nanoelectronic devices is also assessed. Key features: • In-depth description and analysis of the fundamentals of Quantum Electron effects in novel electron sources. • Comprehensive and up-to-date summary of the physics and technologies for THz sources for students of physical and engineering specialties and electronics engineers. • Unique coverage of quantum physical results for electron-field emission and novel electron sources with quantum effects, relevant for many applications such as electron microscopy, electron lithography, imaging and communication systems and signal processing. • New approaches for realization of electron sources with required and optimal parameters in electronic devices such as vacuum micro and nanoelectronics. This is an essential reference for researchers working in terahertz technology wanting to expand their knowledge of electron beam generation in vacuum and electron source quantum concepts. It is also valuable to advanced students in electronics engineering and physics who want to deepen their understanding of this topic. Ultimately, the progress of the quantum nanostructure theory and technology will promote the progress and development of electron sources as main part of vacuum macro-, micro- and nanoelectronics.

A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes: Detailed algorithms needed to practice solving real-world problems Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error A new generic sequential importance sampling algorithm alongside extensive numerical results An appendix focused on review material to provide additional background information Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.

An invaluable introduction to nanomaterials and their applications Offering the unique approach of applying traditional physics concepts to explain new phenomena, Introduction to Nanomaterials and Devices provides readers with a solid foundation on the subject of quantum mechanics and introduces the basic concepts of nanomaterials and the devices fabricated from them. Discussion begins with the basis for understanding the basic properties of semiconductors and gradually evolves to cover quantum structures—including single, multiple, and quantum wells—and the properties of nanomaterial systems, such as quantum wires and dots. Written by a renowned specialist in the field, this book features: An introduction to the growth of bulk semiconductors, semiconductor thin films, and semiconductor nanomaterials Information on the application of quantum mechanics to nanomaterial structures and quantum transport Extensive coverage of Maxwell-Boltzmann, Fermi-Dirac, and Bose-Einstein stastistics An in-depth look at optical, electrical, and transport properties Coverage of electronic devices and optoelectronic devices Calculations of the energy levels in periodic potentials, quantum wells, and quantum dots Introduction to Nanomaterials and Devices provides essential groundwork for understanding the behavior and growth of nanomaterials and is a valuable resource for students and practitioners in a field full of possibilities for innovation and invention.

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.

A groundbreaking guide dedicated exclusively to the MCRT method in radiation heat transfer and applied optics The Monte Carlo Ray-Trace Method in Radiation Heat Transfer and Applied Optics offers the most modern and up-to-date approach to radiation heat transfer modelling and performance evaluation of optical instruments. The Monte Carlo ray-trace (MCRT) method is based on the statistically predictable behavior of entities, called rays, which describe the paths followed by energy bundles as they are emitted, reflected, scattered, refracted, diffracted and ultimately absorbed. The author – a noted expert on the subject – covers a wide variety of topics including the mathematics and statistics of ray tracing, the physics of thermal radiation, basic principles of geometrical and physical optics, radiant heat exchange among surfaces and within participating media, and the statistical evaluation of uncertainty of results obtained using the method. The book is a guide to help formulate and solve models that accurately describe the distribution of radiant energy in thermal and optical systems of practical engineering interest. This important guide: Combines radiation heat transfer and applied optics into a single discipline Covers the MCRT method, which has emerged as the dominant tool for radiation heat transfer modelling Helps readers to formulate and solve models that describe the distribution of radiant energy Features pages of color images and a wealth of line drawings Written for faculty and graduate students in mechanical and aerospace engineering and applied optics professionals, The Monte Carlo Ray-Trace Method in Radiation Heat Transfer and Applied Optics is the first book dedicated exclusively to the MCRT method.

Quantum Monte Carlo is a large class of computer algorithms that simulate quantum systems to solve many body systems in order to investigate the electronic structure of many-body systems. This book presents a numeric approach to determine the electronic structure of atoms, molecules and solids. Because of the simplicity of its theoretical concept, the authors focus on the variational Quantum-Monte-Carlo (VQMC) scheme. The reader is enabled to proceed from simple examples as the hydrogen atom to advanced ones as the Lithium solid. Several intermediate steps cover the Hydrogen molecule, how to deal with a two electron systems, going over to three electrons, and expanding to an arbitrary number of electrons to finally treat the three-dimensional periodic array of Lithium atoms in a crystal. The exmples in the field of VQMC are followed by the subject of diffusion Monte-Calro (DMC) which covers a common example, the harmonic ascillator. The book is unique as it provides both theory and numerical programs. It includes rather practical advices to do what is usually described in a theoretical textbook, and presents in more detail the physical understanding of what the manual of a code usually promises as result. Detailed derivations can be found at the appendix, and the references are chosen with respect to their use for specifying details or getting an deeper understanding . The authors address an introductory readership in condensed matter physics, computational phyiscs, chemistry and materials science. As the text is intended to open the reader's view towards various possibilities of choices of computing schemes connected with the method of QMC, it might also become a welcome literature for researchers who would like to know more about QMC methods. The book is accompanied with a collection of programs, routines, and data. To download the codes, please follow http://www.wiley-vch.de/books/sample/3527408517_codes.tar.gz

Quantum Optics in Phase Space provides a concise introduction to the rapidly moving field of quantum optics from the point of view of phase space. Modern in style and didactically skillful, Quantum Optics in Phase Space prepares students for their own research by presenting detailed derivations, many illustrations and a large set of workable problems at the end of each chapter. Often, the theoretical treatments are accompanied by the corresponding experiments. An exhaustive list of references provides a guide to the literature. Quantum Optics in Phase Space also serves advanced researchers as a comprehensive reference book. Starting with an extensive review of the experiments that define quantum optics and a brief summary of the foundations of quantum mechanics the author Wolfgang P. Schleich illustrates the properties of quantum states with the help of the Wigner phase space distribution function. His description of waves ala WKB connects semi-classical phase space with the Berry phase. These semi-classical techniques provide deeper insight into the timely topics of wave packet dynamics, fractional revivals and the Talbot effect. Whereas the first half of the book deals with mechanical oscillators such as ions in a trap or atoms in a standing wave the second half addresses problems where the quantization of the radiation field is of importance. Such topics extensively discussed include optical interferometry, the atom-field interaction, quantum state preparation and measurement, entanglement, decoherence, the one-atom maser and atom optics in quantized light fields. Quantum Optics in Phase Space presents the subject of quantum optics as transparently as possible. Giving wide-ranging references, it enables students to study and solve problems with modern scientific literature. The result is a remarkably concise yet comprehensive and accessible text- and reference book – an inspiring source of information and insight for students, teachers and researchers alike.

Linear current-voltage pattern, has been and continues to be the basis for characterizing, evaluating performance, and designing integrated circuits, but is shown not to hold its supremacy as channel lengths are being scaled down. In a nanoscale circuit with reduced dimensionality in one or more of the three Cartesian directions, quantum effects transform the carrier statistics. In the high electric field, the collision free ballistic transform is predicted, while in low electric field the transport remains predominantly scattering-limited. In a micro/nano-circuit, even a low logic voltage of 1 V is above the critical voltage triggering nonohmic behavior that results in ballistic current saturation. A quantum emission may lower this ballistic velocity.

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.

This book starts with the basic ideas in uncertainty propagation using Monte Carlo methods and the generation of random variables and stochastic processes for some common distributions encountered in engineering applications. It then introduces a class of powerful simulation techniques called Markov Chain Monte Carlo method (MCMC), an important machinery behind Subset Simulation that allows one to generate samples for investigating rare scenarios in a probabilistically consistent manner. The theory of Subset Simulation is then presented, addressing related practical issues encountered in the actual implementation. The book also introduces the reader to probabilistic failure analysis and reliability-based sensitivity analysis, which are laid out in a context that can be efficiently tackled with Subset Simulation or Monte Carlo simulation in general. The book is supplemented with an Excel VBA code that provides a user-friendly tool for the reader to gain hands-on experience with Monte Carlo simulation. Presents a powerful simulation method called Subset Simulation for efficient engineering risk assessment and failure and sensitivity analysis Illustrates examples with MS Excel spreadsheets, allowing readers to gain hands-on experience with Monte Carlo simulation Covers theoretical fundamentals as well as advanced implementation issues A companion website is available to include the developments of the software ideas This book is essential reading for graduate students, researchers and engineers interested in applying Monte Carlo methods for risk assessment and reliability based design in various fields such as civil engineering, mechanical engineering, aerospace engineering, electrical engineering and nuclear engineering. Project managers, risk managers and financial engineers dealing with uncertainty effects may also find it useful.

Advanced research reference examining the closed and open quantum systems Control of Quantum Systems: Theory and Methods provides an insight into the modern approaches to control of quantum systems evolution, with a focus on both closed and open (dissipative) quantum systems. The topic is timely covering the newest research in the field, and presents and summarizes practical methods and addresses the more theoretical aspects of control, which are of high current interest, but which are not covered at this level in other text books. The quantum control theory and methods written in the book are the results of combination of macro-control theory and microscopic quantum system features. As the development of the nanotechnology progresses, the quantum control theory and methods proposed today are expected to be useful in real quantum systems within five years. The progress of the quantum control theory and methods will promote the progress and development of quantum information, quantum computing, and quantum communication. Equips readers with the potential theories and advanced methods to solve existing problems in quantum optics/information/computing, mesoscopic systems, spin systems, superconducting devices, nano-mechanical devices, precision metrology. Ideal for researchers, academics and engineers in quantum engineering, quantum computing, quantum information, quantum communication, quantum physics, and quantum chemistry, whose research interests are quantum systems control.

A distinctive discussion of the nonlinear dynamical phenomena of semiconductor lasers. The book combines recent results of quantum dot laser modeling with mathematical details and an analytic understanding of nonlinear phenomena in semiconductor lasers and points out possible applications of lasers in cryptography and chaos control. This interdisciplinary approach makes it a unique and powerful source of knowledge for anyone intending to contribute to this field of research. By presenting both experimental and theoretical results, the distinguished authors consider solitary lasers with nano-structured material, as well as integrated devices with complex feedback sections. In so doing, they address such topics as the bifurcation theory of systems with time delay, analysis of chaotic dynamics, and the modeling of quantum transport. They also address chaos-based cryptography as an example of the technical application of highly nonlinear laser systems.

## dollfus philippe the wigner monte carlo method for nanoelectronic devices a particle description of quantum transport and decoherence в наличии / купить интернет-магазине

## Dollfus Philippe The Wigner Monte-Carlo Method for Nanoelectronic Devices. A Particle Description of Quantum Transport and Decoherence

This book gives an overview of the quantum transport approaches for nanodevices and focuses on the Wigner formalism. It details the implementation of a particle-based Monte Carlo solution of the Wigner transport equation and how the technique is applied to typical devices exhibiting quantum phenomena, such as the resonant tunnelling diode, the ultra-short silicon MOSFET and the carbon nanotube transistor. In the final part, decoherence theory is used to explain the emergence of the semi-classical transport in nanodevices.

## Hideaki Tsuchiya Carrier Transport in Nanoscale MOS Transistors

A comprehensive advanced level examination of the transport theory of nanoscale devices Provides advanced level material of electron transport in nanoscale devices from basic principles of quantum mechanics through to advanced theory and various numerical techniques for electron transport Combines several up-to-date theoretical and numerical approaches in a unified manner, such as Wigner-Boltzmann equation, the recent progress of carrier transport research for nanoscale MOS transistors, and quantum correction approximations The authors approach the subject in a logical and systematic way, reflecting their extensive teaching and research backgrounds

## Dirk Kroese P. Simulation and the Monte Carlo Method

This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century 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 Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples. The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on: • Random number generation, including multiple-recursive generators and the Mersenne Twister • Simulation of Gaussian processes, Brownian motion, and diffusion processes • Multilevel Monte Carlo method • New enhancements of the cross-entropy (CE) method, including the “improved” CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters • Over 100 algorithms in modern pseudo code with flow control • Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic 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. Reuven Y. Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting. Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia. He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.

## Hans Hartnagel Vacuum Nanoelectronic Devices. Novel Electron Sources and Applications

Introducing up-to-date coverage of research in electron field emission from nanostructures, Vacuum Nanoelectronic Devices outlines the physics of quantum nanostructures, basic principles of electron field emission, and vacuum nanoelectronic devices operation, and offers as insight state-of-the-art and future researches and developments. This book also evaluates the results of research and development of novel quantum electron sources that will determine the future development of vacuum nanoelectronics. Further to this, the influence of quantum mechanical effects on high frequency vacuum nanoelectronic devices is also assessed. Key features: • In-depth description and analysis of the fundamentals of Quantum Electron effects in novel electron sources. • Comprehensive and up-to-date summary of the physics and technologies for THz sources for students of physical and engineering specialties and electronics engineers. • Unique coverage of quantum physical results for electron-field emission and novel electron sources with quantum effects, relevant for many applications such as electron microscopy, electron lithography, imaging and communication systems and signal processing. • New approaches for realization of electron sources with required and optimal parameters in electronic devices such as vacuum micro and nanoelectronics. This is an essential reference for researchers working in terahertz technology wanting to expand their knowledge of electron beam generation in vacuum and electron source quantum concepts. It is also valuable to advanced students in electronics engineering and physics who want to deepen their understanding of this topic. Ultimately, the progress of the quantum nanostructure theory and technology will promote the progress and development of electron sources as main part of vacuum macro-, micro- and nanoelectronics.

## Ad Ridder Fast Sequential Monte Carlo Methods for Counting and Optimization

A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization is a complete illustration of fast sequential Monte Carlo techniques. The book provides an accessible overview of current work in the field of Monte Carlo methods, specifically sequential Monte Carlo techniques, for solving abstract counting and optimization problems. Written by authorities in the field, the book places emphasis on cross-entropy, minimum cross-entropy, splitting, and stochastic enumeration. Focusing on the concepts and application of Monte Carlo techniques, Fast Sequential Monte Carlo Methods for Counting and Optimization includes: Detailed algorithms needed to practice solving real-world problems Numerous examples with Monte Carlo method produced solutions within the 1-2% limit of relative error A new generic sequential importance sampling algorithm alongside extensive numerical results An appendix focused on review material to provide additional background information Fast Sequential Monte Carlo Methods for Counting and Optimization is an excellent resource for engineers, computer scientists, mathematicians, statisticians, and readers interested in efficient simulation techniques. The book is also useful for upper-undergraduate and graduate-level courses on Monte Carlo methods.

## Omar Manasreh Introduction to Nanomaterials and Devices

An invaluable introduction to nanomaterials and their applications Offering the unique approach of applying traditional physics concepts to explain new phenomena, Introduction to Nanomaterials and Devices provides readers with a solid foundation on the subject of quantum mechanics and introduces the basic concepts of nanomaterials and the devices fabricated from them. Discussion begins with the basis for understanding the basic properties of semiconductors and gradually evolves to cover quantum structures—including single, multiple, and quantum wells—and the properties of nanomaterial systems, such as quantum wires and dots. Written by a renowned specialist in the field, this book features: An introduction to the growth of bulk semiconductors, semiconductor thin films, and semiconductor nanomaterials Information on the application of quantum mechanics to nanomaterial structures and quantum transport Extensive coverage of Maxwell-Boltzmann, Fermi-Dirac, and Bose-Einstein stastistics An in-depth look at optical, electrical, and transport properties Coverage of electronic devices and optoelectronic devices Calculations of the energy levels in periodic potentials, quantum wells, and quantum dots Introduction to Nanomaterials and Devices provides essential groundwork for understanding the behavior and growth of nanomaterials and is a valuable resource for students and practitioners in a field full of possibilities for innovation and invention.

## Thomas Taimre Handbook of Monte Carlo Methods

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.

## J. Mahan Robert The Monte Carlo Ray-Trace Method in Radiation Heat Transfer and Applied Optics

A groundbreaking guide dedicated exclusively to the MCRT method in radiation heat transfer and applied optics The Monte Carlo Ray-Trace Method in Radiation Heat Transfer and Applied Optics offers the most modern and up-to-date approach to radiation heat transfer modelling and performance evaluation of optical instruments. The Monte Carlo ray-trace (MCRT) method is based on the statistically predictable behavior of entities, called rays, which describe the paths followed by energy bundles as they are emitted, reflected, scattered, refracted, diffracted and ultimately absorbed. The author – a noted expert on the subject – covers a wide variety of topics including the mathematics and statistics of ray tracing, the physics of thermal radiation, basic principles of geometrical and physical optics, radiant heat exchange among surfaces and within participating media, and the statistical evaluation of uncertainty of results obtained using the method. The book is a guide to help formulate and solve models that accurately describe the distribution of radiant energy in thermal and optical systems of practical engineering interest. This important guide: Combines radiation heat transfer and applied optics into a single discipline Covers the MCRT method, which has emerged as the dominant tool for radiation heat transfer modelling Helps readers to formulate and solve models that describe the distribution of radiant energy Features pages of color images and a wealth of line drawings Written for faculty and graduate students in mechanical and aerospace engineering and applied optics professionals, The Monte Carlo Ray-Trace Method in Radiation Heat Transfer and Applied Optics is the first book dedicated exclusively to the MCRT method.

## Schattke Wolfgang Quantum Monte-Carlo Programming. For Atoms, Molecules, Clusters, and Solids

Quantum Monte Carlo is a large class of computer algorithms that simulate quantum systems to solve many body systems in order to investigate the electronic structure of many-body systems. This book presents a numeric approach to determine the electronic structure of atoms, molecules and solids. Because of the simplicity of its theoretical concept, the authors focus on the variational Quantum-Monte-Carlo (VQMC) scheme. The reader is enabled to proceed from simple examples as the hydrogen atom to advanced ones as the Lithium solid. Several intermediate steps cover the Hydrogen molecule, how to deal with a two electron systems, going over to three electrons, and expanding to an arbitrary number of electrons to finally treat the three-dimensional periodic array of Lithium atoms in a crystal. The exmples in the field of VQMC are followed by the subject of diffusion Monte-Calro (DMC) which covers a common example, the harmonic ascillator. The book is unique as it provides both theory and numerical programs. It includes rather practical advices to do what is usually described in a theoretical textbook, and presents in more detail the physical understanding of what the manual of a code usually promises as result. Detailed derivations can be found at the appendix, and the references are chosen with respect to their use for specifying details or getting an deeper understanding . The authors address an introductory readership in condensed matter physics, computational phyiscs, chemistry and materials science. As the text is intended to open the reader's view towards various possibilities of choices of computing schemes connected with the method of QMC, it might also become a welcome literature for researchers who would like to know more about QMC methods. The book is accompanied with a collection of programs, routines, and data. To download the codes, please follow http://www.wiley-vch.de/books/sample/3527408517_codes.tar.gz

## Wolfgang Schleich P. Quantum Optics in Phase Space

Quantum Optics in Phase Space provides a concise introduction to the rapidly moving field of quantum optics from the point of view of phase space. Modern in style and didactically skillful, Quantum Optics in Phase Space prepares students for their own research by presenting detailed derivations, many illustrations and a large set of workable problems at the end of each chapter. Often, the theoretical treatments are accompanied by the corresponding experiments. An exhaustive list of references provides a guide to the literature. Quantum Optics in Phase Space also serves advanced researchers as a comprehensive reference book. Starting with an extensive review of the experiments that define quantum optics and a brief summary of the foundations of quantum mechanics the author Wolfgang P. Schleich illustrates the properties of quantum states with the help of the Wigner phase space distribution function. His description of waves ala WKB connects semi-classical phase space with the Berry phase. These semi-classical techniques provide deeper insight into the timely topics of wave packet dynamics, fractional revivals and the Talbot effect. Whereas the first half of the book deals with mechanical oscillators such as ions in a trap or atoms in a standing wave the second half addresses problems where the quantization of the radiation field is of importance. Such topics extensively discussed include optical interferometry, the atom-field interaction, quantum state preparation and measurement, entanglement, decoherence, the one-atom maser and atom optics in quantized light fields. Quantum Optics in Phase Space presents the subject of quantum optics as transparently as possible. Giving wide-ranging references, it enables students to study and solve problems with modern scientific literature. The result is a remarkably concise yet comprehensive and accessible text- and reference book – an inspiring source of information and insight for students, teachers and researchers alike.

## Philippe Dollfus Simulation of Transport in Nanodevices

Linear current-voltage pattern, has been and continues to be the basis for characterizing, evaluating performance, and designing integrated circuits, but is shown not to hold its supremacy as channel lengths are being scaled down. In a nanoscale circuit with reduced dimensionality in one or more of the three Cartesian directions, quantum effects transform the carrier statistics. In the high electric field, the collision free ballistic transform is predicted, while in low electric field the transport remains predominantly scattering-limited. In a micro/nano-circuit, even a low logic voltage of 1 V is above the critical voltage triggering nonohmic behavior that results in ballistic current saturation. A quantum emission may lower this ballistic velocity.

## Paolo Brandimarte Handbook in Monte Carlo Simulation. Applications in Financial Engineering, Risk Management, and Economics

An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.

## Wang Yu Engineering Risk Assessment with Subset Simulation

This book starts with the basic ideas in uncertainty propagation using Monte Carlo methods and the generation of random variables and stochastic processes for some common distributions encountered in engineering applications. It then introduces a class of powerful simulation techniques called Markov Chain Monte Carlo method (MCMC), an important machinery behind Subset Simulation that allows one to generate samples for investigating rare scenarios in a probabilistically consistent manner. The theory of Subset Simulation is then presented, addressing related practical issues encountered in the actual implementation. The book also introduces the reader to probabilistic failure analysis and reliability-based sensitivity analysis, which are laid out in a context that can be efficiently tackled with Subset Simulation or Monte Carlo simulation in general. The book is supplemented with an Excel VBA code that provides a user-friendly tool for the reader to gain hands-on experience with Monte Carlo simulation. Presents a powerful simulation method called Subset Simulation for efficient engineering risk assessment and failure and sensitivity analysis Illustrates examples with MS Excel spreadsheets, allowing readers to gain hands-on experience with Monte Carlo simulation Covers theoretical fundamentals as well as advanced implementation issues A companion website is available to include the developments of the software ideas This book is essential reading for graduate students, researchers and engineers interested in applying Monte Carlo methods for risk assessment and reliability based design in various fields such as civil engineering, mechanical engineering, aerospace engineering, electrical engineering and nuclear engineering. Project managers, risk managers and financial engineers dealing with uncertainty effects may also find it useful.

## Shuang Cong Control of Quantum Systems. Theory and Methods

Advanced research reference examining the closed and open quantum systems Control of Quantum Systems: Theory and Methods provides an insight into the modern approaches to control of quantum systems evolution, with a focus on both closed and open (dissipative) quantum systems. The topic is timely covering the newest research in the field, and presents and summarizes practical methods and addresses the more theoretical aspects of control, which are of high current interest, but which are not covered at this level in other text books. The quantum control theory and methods written in the book are the results of combination of macro-control theory and microscopic quantum system features. As the development of the nanotechnology progresses, the quantum control theory and methods proposed today are expected to be useful in real quantum systems within five years. The progress of the quantum control theory and methods will promote the progress and development of quantum information, quantum computing, and quantum communication. Equips readers with the potential theories and advanced methods to solve existing problems in quantum optics/information/computing, mesoscopic systems, spin systems, superconducting devices, nano-mechanical devices, precision metrology. Ideal for researchers, academics and engineers in quantum engineering, quantum computing, quantum information, quantum communication, quantum physics, and quantum chemistry, whose research interests are quantum systems control.

## Lüdge Kathy Nonlinear Laser Dynamics. From Quantum Dots to Cryptography

A distinctive discussion of the nonlinear dynamical phenomena of semiconductor lasers. The book combines recent results of quantum dot laser modeling with mathematical details and an analytic understanding of nonlinear phenomena in semiconductor lasers and points out possible applications of lasers in cryptography and chaos control. This interdisciplinary approach makes it a unique and powerful source of knowledge for anyone intending to contribute to this field of research. By presenting both experimental and theoretical results, the distinguished authors consider solitary lasers with nano-structured material, as well as integrated devices with complex feedback sections. In so doing, they address such topics as the bifurcation theory of systems with time delay, analysis of chaotic dynamics, and the modeling of quantum transport. They also address chaos-based cryptography as an example of the technical application of highly nonlinear laser systems.