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Title Monte Carlo and Quasi-Monte Carlo methods 2004 / Harald Niederreiter, Denis Talay, editors.
Imprint Berlin ; New York : Springer, 2006.

LOCATION CALL # STATUS MESSAGE
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LOCATION CALL # STATUS MESSAGE
 OHIOLINK SPRINGER EBOOKS    ONLINE  
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Subject Science -- Data processing -- Congresses.
Monte Carlo method -- Congresses.
Monte Carlo Method.
Alt Name Niederreiter, Harald, 1944-
Talay, D. (Denis)
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (6th : 2004 : Juan-les-Pins, France)
International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations (2nd : 2004 : Juan-les-Pins, France)
Description 1 online resource (ix, 514 pages) : illustrations
polychrome rdacc
Bibliography Note Includes bibliographical references.
Summary "This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas."--Publisher description.
Contents Invariance Principles with Logarithmic Averaging for Ergodic Simulations -- Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains -- Weak Approximation of Stopped Dffusions -- Approximation of Stochastic Programming Problems -- The Asymptotic Distribution of Quadratic Discrepancies -- Weighted Star Discrepancy of Digital Nets in Prime Bases -- Explaining Effective Low-Dimensionality -- Selection Criteria for (Random) Generation of Digital (0,s)-Sequences -- Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method -- A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes -- Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands -- Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy -- Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations -- Myths of Computer Graphics -- Illumination in the Presence of Weak Singularities -- Irradiance Filtering for Monte Carlo Ray Tracing -- On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions -- Lattice Rules for Multivariate Approximation in the Worst Case Setting -- Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space -- Experimental Designs Using Digital Nets with Small Numbers of Points -- Concentration Inequalities for Euler Schemes -- Fast Component-by-Component Construction, a Reprise for Different Kernels -- A Reversible Jump MCMC Sampler for Object Detection in Image Processing -- Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations -- Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in mathbb{F}_{2 w }
Note Print version record.
ISBN 9783540311867
3540311866
3540255419 (Paper)
9783540255413 (Paper)
6610462151
9786610462155
OCLC # 262692057
Link Springer e-books
Additional Format Print version: Monte Carlo and Quasi-Monte Carlo methods 2004. Berlin ; New York : Springer, 2006 3540255419 9783540255413 (DLC) 2005930449 (OCoLC)62701029


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