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Monte Carlo and Quasi-Monte Carlo Methods 2006 / edited by Alexander Keller, Stefan Heinrich, Harald Niederreiter

Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: SpringerLink BücherPublisher: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008Description: Online-Ressource (digital)ISBN:
  • 9783540744962
Subject(s): Genre/Form: Additional physical formats: 9783540744955 | Buchausg. u.d.T.: 9783540744955 DDC classification:
  • 515.353
  • 518 23
  • 518.282
  • 510
MSC: MSC: *65-06 | 00B25 | 65C05 | 65C10 | 11K45 | 65D30 | 65D32RVK: RVK: QH 239 | SD 2006LOC classification:
  • QA370-380
  • Q183.9
DOI: DOI: 10.1007/978-3-540-74496-2Online resources: Summary: 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 -- 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 -- Tractability of Linear Multivariate Problems in the Average Case Setting -- Zinterhof Sequences in GRID-Based Numerical Integration -- A Pragmatic View on Numerical Integration of Unbounded Functions -- Assessment of Genetic Association using Haplotypes Inferred with Uncertainty via Markov Chain Monte Carlo -- The Generalized Gibbs Sampler and the Neighborhood Sampler -- The Weighted Dyadic Diaphony of Digital Sequences -- A New Criterion for Finiteness of Weight Estimator Variance in Statistical Simulation -- Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive Space-Time White Noise -- Unbiased Global Illumination with Participating Media -- SIMD-Oriented Fast Mersenne Twister: 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.Summary: 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 methods and their applications, as well as providing information on current research in these very active areas. Besides covering theory, the book is an excellent resource work for practitioners as well.PPN: PPN: 1646423208Package identifier: Produktsigel: ZDB-2-SEB | ZDB-2-SXMS | ZDB-2-SMA
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