Random Methods Applied to Problem Solving in Geophysics
-- Elective Course; 3 credits ---
Prerequisite: Mandatory Course "Computational Methods in Geophysics - MCOM"
Some algorithms will be computationally implemented.
Topics:
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Concepts of statistics and generation of pseudo-random numbers.
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Monte Carlo Method
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Random Walk
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Genetic Algorithm
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Simulated Annealing
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Ant Colony Optimization
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Artificial Neural Network
Bibliography:
- S. Kirkpatrick, C. D. Gelatt, Jr., M. P. Vecchi. Optimization by Simulated Annealing . Science 13 may 1993, volume 220, Number 4598
- Bogachev, L.V. Spitzer, F. (1976).Principles of Random Walk, Springer-Verlag
- Gregory F. Lawler, Vlada Limic. Random Walk: A Modern Introduction. 2010 Cambridge University Press
- Goldberg, D. E. (1989) Genetic algorithms in search, optimization, and machine learning. Ed. Addison Wesley, INC.
- Christian Blum. Ant colony optimization: Introduction and recent trends. Physics of Life Reviews 2 (2005) 353–373
- E. Bonabeau, M. Dorigo et G. Theraulaz, 1999. Swarm Intelligence: From Natural to Artificial Systems, Oxford University Press. ISBN 0-19-513159-2
- Notas em Matemática Aplicada e-ISSN 2236-5915. Volume 41, 2012. Sociedade Brasileira de Matemática Aplicada e Computacional. http://www.sbmac.org.br/notas.php
- T. Kohonen, “Self Organizing Maps”, Springer 1995 - Simon Haykin. Neural Networks: A Comprehensive Foundation. Prentice Hall, 1999
- Numerical Recipes in Fortran 90. The Art of Parallel Scientific Computing, 2nd Edition, 1996, ISBN 0-521-57439-0. Published by Cambridge University Press.