Monte Carlo and Quasi-Monte Carlo Methods 2006Alexander Keller, Stefan Heinrich, Harald Niederreiter Springer Science & Business Media, 30.12.2007 - 698 Seiten This book presents 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. They also provide information on current research in these very active areas. |
Inhalt
| 3 | |
| 23 | |
Minimal Errors for Strong and Weak Approximation | 53 |
Nets t sSequences and Codes | 83 |
Quadratic Optimal Functional Quantization | 101 |
Random Field Simulation and Applications | 143 |
Monte Carlo and QuasiMonte Carlo Methods | 167 |
Random Walk Algorithm for Estimating the Derivatives | 181 |
An Improved Implementation of Stochastic Particle Methods | 383 |
t m sNets and Maximized Minimum Distance | 396 |
QuasiMonte Carlo Simulation of DiscreteTime Markov | 413 |
Computational Engine for a Virtual Tissue Simulator | 431 |
Randomized Approximation of Sobolev Embeddings | 444 |
Tractability of Linear Multivariate Problems in | 461 |
Zinterhof Sequences in GRIDBased Numerical Integration | 494 |
Heinz Hofbauer Andreas Uhl and Peter Zinterhof 495 | 511 |
FreeKnot Spline Approximation of Fractional | 195 |
Image Synthesis by Rank1 Lattices | 217 |
Continuous RungeKutta Methods for Stratonovich Stochastic | 237 |
Issues on Computer Search for Large Order Multiple | 251 |
Approximation of Functions Using Digital Nets | 275 |
Construction of LowDiscrepancy Point Sets of Small Size | 298 |
Benjamin Doerr and Michael Gnewuch 299 | 313 |
Improvements on Low Discrepancy OneDimensional | 327 |
Improved Multilevel Monte Carlo Convergence using | 342 |
Generalized Tractability for Linear Functionals | 359 |
Assessment of Genetic Association using Haplotypes Inferred | 529 |
The Weighted Dyadic Diaphony of Digital Sequences | 548 |
Optimal Pointwise Approximation of a Linear Stochastic Heat | 577 |
Unbiased Global Illumination with Participating Media | 591 |
a 128bit | 606 |
A New Lower Bound on the tParameter of t sSequences | 623 |
Good Lattice Rules with a Composite Number of Points | 645 |
Ergodic Simulations for Diffusion in Random Velocity Fields | 659 |
Conference Participants 687 | 686 |
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Monte Carlo and Quasi-Monte Carlo Methods 2006 Alexander Keller,Stefan Heinrich,Harald Niederreiter Keine Leseprobe verfügbar - 2007 |
Häufige Begriffe und Wortgruppen
algorithm applications approach approximation assume average base bound called Carlo Methods coefficients Complexity Computer consider constant construction continuous convergence corresponding defined definition denote depends determined dimension discrepancy distance distribution efficient elements equation error estimate evaluations example exists field Figure finite formula function given holds independent integration known lattice lattice rules light linear lower Math Mathematics means measure Monte Carlo nets Niederreiter Note obtain operator optimal parameter particles path point set polynomial positive possible presented probability problem proof properties q q q q q quantization Quasi-Monte Carlo random rank-1 lattice References respect sampling satisfies sequence simulation solution space step stochastic stochastic differential equations strong Theorem theory tractability transformation University variables variance vector weights