Monte Carlo and Quasi-Monte Carlo Methods 2006 : [proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo methods in Scientific Computing, which was held at Ulm University, Germany, from 14 18 August 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...
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| Kolejni autorzy: | , , |
| Format: | Livre numérique |
| Język: | Anglais |
| Wydane: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Wydanie: | 1st ed. 2008. |
| Hasła przedmiotowe: | |
| Dostęp online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Komentarz: |
L'impression du document génère 681 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Monte Carlo and Quasi-Monte Carlo Methods 2006, Texte imprimé, 9783540842965 • Monte Carlo and Quasi-Monte Carlo Methods 2006, Texte imprimé, 9783540744955 |
Spis treści:
- 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.