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Monte Carlo and Quasi-Monte Carlo Methods 2006

This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm (Germany) in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo met...

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Bibliographic Details
Other Authors: Keller, Alexander (Editor), Heinrich, Stefan (Editor), Niederreiter, Harald (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2008, 2008
Edition:1st ed. 2008
Subjects:
Applied Mathematics
Quantitative Finance
Engineering Mathematics
Economics, Mathematical 
Mathematical And Computational Engineering
Partial Differential Equations
Mathematical Physics
Numerical Analysis
Theoretical, Mathematical And Computational Physics
Probability Theory And Stochastic Processes
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Invited Articles
  • A Belgian View on Lattice Rules
  • MCQMC Algorithms for Solving some Classes of Equations
  • MCQMC Methods for Multivariate Statistical Distributions
  • Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations
  • Nets, (t, s)-Sequences, and Codes
  • Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications
  • Random Field Simulation and Applications
  • Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics
  • Contributed Articles
  • Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP
  • Free-Knot Spline Approximation of Fractional Brownian Motion
  • Simulation on Rank-1 Lattices
  • Image Synthesis by Rank-1 Lattices
  • Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations
  • Issues on Computer Search for Large Order Multiple Recursive Generators
  • a 128-bit Pseudorandom Number Generator
  • A New Lower Bound on the t-Parameter of (t, s)-Sequences
  • Walk-on-Spheres Algorithm for Solving Boundary-Value Problems with Continuity Flux Conditions
  • Good Lattice Rules with a Composite Number of Points Based on the Product Weighted Star Discrepancy
  • Ergodic Simulations for Diffusion in Random Velocity Fields
  • Efficient Simultaneous Simulation of Markov Chains
  • Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients
  • Approximation of Functions Using Digital Nets
  • Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding
  • A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections
  • Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets
  • Improved Multilevel Monte Carlo Convergence using the Milstein Scheme
  • Generalized Tractability for Linear Functionals
  • An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations
  • (t, m, s)-Nets and Maximized Minimum Distance
  • Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces
  • Computational Engine for a Virtual Tissue Simulator
  • Randomized Approximation of Sobolev Embeddings

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