The Resource Monte Carlo and Quasi-Monte Carlo Methods 2006, edited by Alexander Keller, Stefan Heinrich, Harald Niederreiter, (electronic resource)

Monte Carlo and Quasi-Monte Carlo Methods 2006, edited by Alexander Keller, Stefan Heinrich, Harald Niederreiter, (electronic resource)

Label
Monte Carlo and Quasi-Monte Carlo Methods 2006
Title
Monte Carlo and Quasi-Monte Carlo Methods 2006
Statement of responsibility
edited by Alexander Keller, Stefan Heinrich, Harald Niederreiter
Creator
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
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
http://bibfra.me/vocab/relation/corporateauthor
Ec9t9mkI640
Dewey number
518.282
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • xn0CNrkL3fg
  • lfIabjw8mdU
  • rAg5Y6-ntKc
Language note
English
LC call number
QA297-299.4
Literary form
non fiction
http://bibfra.me/vocab/lite/meetingDate
2006
http://bibfra.me/vocab/lite/meetingName
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Nature of contents
dictionaries
http://bibfra.me/vocab/lite/organizationName
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
http://library.link/vocab/relatedWorkOrContributorName
  • International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
  • Keller, Alexander.
  • Heinrich, Stefan.
  • Niederreiter, Harald.
http://library.link/vocab/subjectName
  • Numerical analysis
  • Probabilities
  • Partial differential equations
  • Economics, Mathematical
  • Applied mathematics
  • Engineering mathematics
  • Mathematical physics
  • Numerical Analysis
  • Probability Theory and Stochastic Processes
  • Partial Differential Equations
  • Quantitative Finance
  • Mathematical and Computational Engineering
  • Theoretical, Mathematical and Computational Physics
Label
Monte Carlo and Quasi-Monte Carlo Methods 2006, edited by Alexander Keller, Stefan Heinrich, Harald Niederreiter, (electronic resource)
Instantiates
Publication
Note
Selected conference papers
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
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 -- 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
Dimensions
unknown
Edition
1st ed. 2008.
Extent
1 online resource (703 p.)
Form of item
online
Isbn
9781281180568
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-540-74496-2
Specific material designation
remote
System control number
  • (CKB)1000000000399709
  • (EBL)337982
  • (OCoLC)234535925
  • (SSID)ssj0000205315
  • (PQKBManifestationID)11199601
  • (PQKBTitleCode)TC0000205315
  • (PQKBWorkID)10191839
  • (PQKB)10434148
  • (DE-He213)978-3-540-74496-2
  • (MiAaPQ)EBC337982
  • (EXLCZ)991000000000399709
Label
Monte Carlo and Quasi-Monte Carlo Methods 2006, edited by Alexander Keller, Stefan Heinrich, Harald Niederreiter, (electronic resource)
Publication
Note
Selected conference papers
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
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 -- 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
Dimensions
unknown
Edition
1st ed. 2008.
Extent
1 online resource (703 p.)
Form of item
online
Isbn
9781281180568
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-540-74496-2
Specific material designation
remote
System control number
  • (CKB)1000000000399709
  • (EBL)337982
  • (OCoLC)234535925
  • (SSID)ssj0000205315
  • (PQKBManifestationID)11199601
  • (PQKBTitleCode)TC0000205315
  • (PQKBWorkID)10191839
  • (PQKB)10434148
  • (DE-He213)978-3-540-74496-2
  • (MiAaPQ)EBC337982
  • (EXLCZ)991000000000399709

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