Multilevel monte carlo methods for solution of stochastic differential equations and its applications / (Record no. 80618)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02441cam a2200337 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223032727.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210411s2020 ua d f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Deposite |
| 097 ## - Thesis Degree | |
| Thesis Level | M.Sc |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.13.10.M.Sc.2020.Sh.M |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Shady Ahmed Nagy |
| 245 10 - TITLE STATEMENT | |
| Title | Multilevel monte carlo methods for solution of stochastic differential equations and its applications / |
| Statement of responsibility, etc. | Shady Ahmed Nagy ; Supervised Mohamed A. Elbeltagy , Mohamed Wafa |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | طرق مونت كارلو متعددة المستويات لحل المعادلات التفاضلية العشوائية وتطبيقاتها |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Shady Ahmed Nagy , |
| Date of publication, distribution, etc. | 2020 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 112 P. : |
| Other physical details | charts , facimiles ; |
| Dimensions | 30cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (M.Sc.) - Cairo University - Faculty of Engineering - Department of Mathematics and Physics |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Monte Carlo simulation is wide using in solving stochastic differential equations. Stochastic random samples represent by different random points in Monte Carlo random generation. The development of Multilevel Monte Carlo (MLMC) introduced by Giles to simulate different stochastic differential equations on different time grids by low cost and high convergence rate, also it minimizes the variance. We simulate and compare different type of stochastic differential equations on MLMC depending on Quasi-Monte Carlo of Halton sequence. We apply MLMC in diffrent types of ordinary SDEs as additive and multiplicative one to enhance cost by changing the random sample to be generated by different quasi-random numbers. Also, we use a different type of quasi-random numbers by Component by Component (CBC) algorithm that generates different random numbers by the concept of lattice rule. When we apply it in stochastic Burgers{u2019} equations, theinstability appears in simulation by doesn{u2019}t achieve the decreasing in cost despite the minimum time of CBC numbers that generate the stochastic samples |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Numerical analysis |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Stochastic differential equations |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Stochastic processes |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mohamed A. Elbeltagy , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mohamed Wafa , |
| Relator term | |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Nazla |
| Reviser | Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Shimaa |
| Reviser | Cataloger |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.13.10.M.Sc.2020.Sh.M | 01010110083227000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.13.10.M.Sc.2020.Sh.M | 01020110083227000 | 22.09.2023 | CD - Rom | 83227.CD |