Monte Carlo And Quasi Monte Carlo Methods 1998
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Monte Carlo And Quasi Monte Carlo Methods
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Author : Art B. Owen
language : en
Publisher: Springer
Release Date : 2018-07-03
Monte Carlo And Quasi Monte Carlo Methods written by Art B. Owen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-03 with Computers categories.
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
Monte Carlo And Quasi Monte Carlo Methods 2008
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Author : Pierre L' Ecuyer
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-01-14
Monte Carlo And Quasi Monte Carlo Methods 2008 written by Pierre L' Ecuyer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-14 with Mathematics categories.
This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.
Monte Carlo And Quasi Monte Carlo Methods 1998
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Author : Harald Niederreiter
language : en
Publisher: Springer
Release Date : 2000
Monte Carlo And Quasi Monte Carlo Methods 1998 written by Harald Niederreiter and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.
Introduction To Quasi Monte Carlo Integration And Applications
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Author : Gunther Leobacher
language : en
Publisher: Springer
Release Date : 2014-09-12
Introduction To Quasi Monte Carlo Integration And Applications written by Gunther Leobacher and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-12 with Mathematics categories.
This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.
Advanced Monte Carlo For Radiation Physics Particle Transport Simulation And Applications
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Author : Andreas Kling
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-02-22
Advanced Monte Carlo For Radiation Physics Particle Transport Simulation And Applications written by Andreas Kling and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-02-22 with Science categories.
This book focusses on the state of the art of Monte Carlo methods in radiation physics and particle transport simulation and applications, the latter involving in particular, the use and development of electron--gamma, neutron--gamma and hadronic codes. Besides the basic theory and the methods employed, special attention is paid to algorithm development for modeling, and the analysis of experiments and measurements in a variety of fields ranging from particle to medical physics.
Computation Of Multivariate Normal And T Probabilities
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Author : Alan Genz
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-07-09
Computation Of Multivariate Normal And T Probabilities written by Alan Genz and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-09 with Computers categories.
Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for the computation of these probabilities for problems with one or two variables. This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. The book discusses methods for specialized problems as well as methods for general problems. The book includes examples that illustrate the probability computations for a variety of applications.
Random Number Generation And Monte Carlo Methods
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Author : James E. Gentle
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-18
Random Number Generation And Monte Carlo Methods written by James E. Gentle and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-18 with Computers categories.
Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing pseudorandom numbers and transforming those numbers to simulate samples from various distributions are among the most important topics in statistical computing. This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book covers basic principles, as well as newer methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. The best methods for generating random variates from the standard distributions are presented, but also general techniques useful in more complicated models and in novel settings are described. The emphasis throughout the book is on practical methods that work well in current computing environments. The book includes exercises and can be used as a test or supplementary text for various courses in modern statistics. It could serve as the primary test for a specialized course in statistical computing, or as a supplementary text for a course in computational statistics and other areas of modern statistics that rely on simulation. The book, which covers recent developments in the field, could also serve as a useful reference for practitioners. Although some familiarity with probability and statistics is assumed, the book is accessible to a broad audience. The second edition is approximately 50% longer than the first edition. It includes advances in methods for parallel random number generation, universal methods for generation of nonuniform variates, perfect sampling, and software for random number generation.
Parallel Processing And Applied Mathematics
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Author : Roman Wyrzykowski
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-05-26
Parallel Processing And Applied Mathematics written by Roman Wyrzykowski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-05-26 with Computers categories.
This book constitutes the thoroughly refereed post-conference proceedings of the 7th International Conference on Parallel Processing and Applied Mathematics, PPAM 2007, held in Gdansk, Poland, in September 2007. The 63 revised full papers of the main conference presented together with 85 revised workshop papers were carefully reviewed and selected from over 250 initial submissions. The papers are organized in topical sections on parallel/distributed architectures and mobile computing, numerical algorithms and parallel numerics, parallel and distributed non-numerical algorithms, environments and tools for as well as applications of parallel/distributed/grid computing, evolutionary computing, meta-heuristics and neural networks. The volume proceeds with the outcome of 11 workshops and minisymposia dealing with novel data formats and algorithms for dense linear algebra computations, combinatorial tools for parallel sparse matrix computations, grid applications and middleware, large scale computations on grids, models, algorithms and methodologies for grid-enabled computing environments, scheduling for parallel computing, language-based parallel programming models, performance evaluation of parallel applications on large-scale systems, parallel computational biology, high performance computing for engineering applications, and the minisymposium on interval analysis.
Handbooks In Operations Research And Management Science Simulation
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Author : Shane G. Henderson
language : en
Publisher: Elsevier
Release Date : 2006-09-02
Handbooks In Operations Research And Management Science Simulation written by Shane G. Henderson and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-02 with Business & Economics categories.
This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this volume "simulation refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes. Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis. Emphasis is placed on the ideas and methods that are likely to remain an intrinsic part of the foundation of the field for the foreseeable future. The chapters provide up-to-date references for both the simulation researcher and the advanced simulation user, but they do not constitute an introductory level 'how to' guide. Computer scientists, financial analysts, industrial engineers, management scientists, operations researchers and many other professionals use stochastic simulation to design, understand and improve communications, financial, manufacturing, logistics, and service systems. A theme that runs throughout these diverse applications is the need to evaluate system performance in the face of uncertainty, including uncertainty in user load, interest rates, demand for product, availability of goods, cost of transportation and equipment failures.* Tightly focused chapters written by experts* Surveys concepts, principles, tools, and techniques that underlie the theory and practice of stochastic simulation design and analysis* Provides an up-to-date reference for both simulation researchers and advanced simulation users
Scientific And Engineering Computations For The 21st Century Methodologies And Applications
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Author : M. Mori
language : en
Publisher: Elsevier
Release Date : 2002-12-03
Scientific And Engineering Computations For The 21st Century Methodologies And Applications written by M. Mori and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-12-03 with Computers categories.
The 20th century saw tremendous achievements and progress in science and technology. Undoubtedly, computers and computer-related technologies acted as one of vital catalysts for accelerating this progress in the latter half of the century. The contributions of mathematical sciences have been equally profound, and the synergy between mathematics and computer science has played a key role in accelerating the progress of both fields as well as science and engineering. Mathematical sciences will undoubtedly continue to play this vital role in this new century. In particular, mathematical modeling and numerical simulation will continue to be among the essential methodologies for solving massive and complex problems that arise in science, engineering and manufacturing. Underpinning this all from a sound, theoretical perspective will be numerical algorithms. In recognition of this observation, this volume focuses on the following specific topics. (1) Fundamental numerical algorithms (2) Applications of numerical algorithms (3) Emerging technologies. The articles included in this issue by experts on advanced scientific and engineering computations from numerous countries elucidate state-of-the-art achievements in these three topics from various angles and suggest the future directions. Although we cannot hope to cover all the aspects in scientific and engineering computations, we hope that the articles will interest, inform and inspire members of the science and engineering community.