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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edición: | 1st ed. 2008. |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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.