Keller, Alexander

Monte Carlo and Quasi-Monte Carlo Methods 2006

Monte Carlo and Quasi-Monte Carlo Methods 2006


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ISBN: 9783540744962
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Table of contents

1. Invited Articles

1. A Belgian View on Lattice Rules
Ronald Cools, Dirk Nuyens

2. MCQMC Algorithms for Solving some Classes of Equations
Sergej Ermakov

3. MCQMC Methods for Multivariate Statistical Distributions
Alan Genz

4. Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations
Thomas Müller-Gronbach, Klaus Ritter

5. Nets, (t, s)-Sequences, and Codes
Harald Niederreiter

6. Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications
Gilles Pagès

7. Random Field Simulation and Applications
Karl Sabelfeld

8. Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics
Peter Shirley, Dave Edwards, Solomon Boulos

2. Contributed Articles

9. Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP
Alexander Burmistrov

10. Free-Knot Spline Approximation of Fractional Brownian Motion
Jakob Creutzig, Mikhail Lifshits

11. Simulation on Rank-1 Lattices
Holger Dammertz, Alexander Keller, Sabrina Dammertz

12. Image Synthesis by Rank-1 Lattices
Sabrina Dammertz, Alexander Keller

13. Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations
Kristian Debrabant, Andreas Rößlers

14. Issues on Computer Search for Large Order Multiple Recursive Generators
Lih-Yuan Deng

15. Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients
Lih-Yuan Deng, Huajiang Li, Jyh-Jen Horng Shiau, Gwei-Hung Tsai

16. Approximation of Functions Using Digital Nets
Josef Dick, Peter Kritzer, Prances Y. Kuo

17. Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding
Benjamin Doerr, Michael Gnewuch

18. A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections
Yves Edel, Pierre L’Ecuyer

19. Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets
Henri Faure

20. Improved Multilevel Monte Carlo Convergence using the Milstein Scheme
Mike Giles

21. Generalized Tractability for Linear Functionals
Michael Gnewuch, Henryk Wozniakowski

22. An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations
Flavius Guias

23. (t, m, s)-Nets and Maximized Minimum Distance
Leonhard Grünschloß, Johannes Hanika, Ronnie Schwede, Alexander Keller

24. Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces
Rami Haddad, Christian Lécot, Pierre L’Ecuyer

25. Computational Engine for a Virtual Tissue Simulator
Carole Hayakawa, Jerome Spanier, Vasan Venugopalan

26. Randomized Approximation of Sobolev Embeddings
Stefan Heinrich

27. Tractability of Linear Multivariate Problems in the Average Case Setting
Fred Hickernell, Greg Wasilkowski, Henryk Wozniakowski

28. Zinterhof Sequences in GRID-Based Numerical Integration
Heinz Hofbauer, Andreas Uhl, Peter Zinterhof

29. A Pragmatic View on Numerical Integration of Unbounded Functions
Heinz Hofbauer, Andreas Uhl, Peter Zinterhof

30. Assessment of Genetic Association using Haplotypes Inferred with Uncertainty via Markov Chain Monte Carlo
Raquel Iniesta, Victor Moreno

31. The Generalized Gibbs Sampler and the Neighborhood Sampler
Jonathan Keith, George Sofronov, Dirk Kroese

32. The Weighted Dyadic Diaphony of Digital Sequences
Peter Kritzer, Friedrich Pillichshammer

33. A New Criterion for Finiteness of Weight Estimator Variance in Statistical Simulation
Ilya Medvedev, Gennadii Mikhailov

34. Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive Space-Time White Noise
Thomas Müller-Gronbach, Klaus Ritter, Tim Wagner

35. Unbiased Global Illumination with Participating Media
Matthias Raab, Daniel Seibert, Alexander Keller

36. SIMD-Oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator
Mutsuo Saito, Makoto Matsumoto

37. A New Lower Bound on the t-Parameter of (t, s)-Sequences
Rudolf Schürer

38. Walk-on-Spheres Algorithm for Solving Boundary-Value Problems with Continuity Flux Conditions
Nikolai Simonov

39. Good Lattice Rules with a Composite Number of Points Based on the Product Weighted Star Discrepancy
Vasile Sinescu, Stephen Joe

40. Ergodic Simulations for Diffusion in Random Velocity Fields
Nicolae Suciu, Calin Vamos, Karl Sabelfeld

41. Efficient Simultaneous Simulation of Markov Chains
Carsten Wächter, Alexander Keller


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Keywords: MATHEMATICS / General MAT000000

Publication year
Natural Sciences

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