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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Keller, Alexander (Επιμελητής έκδοσης), Heinrich, Stefan (Επιμελητής έκδοσης), Niederreiter, Harald (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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.