Monte Carlo and Quasi-Monte Carlo Methods 2004 [electronic resource] /
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)
Niederreiter, Harald.editor.
Talay, Denis.editor.
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
Description based upon print version of record.
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
Includes bibliographical references.
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 F2w  -- Monte Carlo Studies of Effective Diffusivities for Inertial Particles -- An Adaptive Importance Sampling Technique -- MinT: A Database for Optimal Net Parameters -- On Ergodic Measures for McKean-Vlasov Stochastic Equations -- On the Distribution of Some New Explicit Inversive Pseudorandom Numbers and Vectors -- Error Analysis of Splines for Periodic Problems Using Lattice Designs.
Probabilities.
Mathematical analysis.
Analysis (Mathematics).
Applied mathematics.
Engineering mathematics.
Partial differential equations.
Economics, Mathematical .
Probability Theory and Stochastic Processes.
Analysis.
Applications of Mathematics.
Partial Differential Equations.
Quantitative Finance.
Mathematical and Computational Engineering.