Uniform Distribution And Quasi Monte Carlo Methods
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Uniform Distribution And Quasi Monte Carlo Methods
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Author : Peter Kritzer
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2014-08-19
Uniform Distribution And Quasi Monte Carlo Methods written by Peter Kritzer and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-19 with Mathematics categories.
This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.
Uniform Distribution And Quasi Monte Carlo Methods
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Author : Peter Kritzer
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2014-06-23
Uniform Distribution And Quasi Monte Carlo Methods written by Peter Kritzer and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-23 with Mathematics categories.
This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.
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.
Random Number Generation And Quasi Monte Carlo Methods
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Author : Harald Niederreiter
language : en
Publisher: SIAM
Release Date : 1992-01-01
Random Number Generation And Quasi Monte Carlo Methods written by Harald Niederreiter and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-01-01 with Mathematics categories.
Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.
Monte Carlo And Quasi Monte Carlo Methods 1996
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Author : Harald Niederreiter
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Monte Carlo And Quasi Monte Carlo Methods 1996 written by Harald Niederreiter 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 2012-12-06 with Mathematics categories.
Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.
Digital Nets And Sequences
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Author : Josef Dick
language : en
Publisher: Cambridge University Press
Release Date : 2010-09-09
Digital Nets And Sequences written by Josef Dick and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-09 with Computers categories.
Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi–Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.
Uniform Distribution Of Sequences
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Author : L. Kuipers
language : en
Publisher: Courier Corporation
Release Date : 2012-05-24
Uniform Distribution Of Sequences written by L. Kuipers and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-24 with Mathematics categories.
The theory of uniform distribution began with Hermann Weyl's celebrated paper of 1916. In later decades, the theory moved beyond its roots in diophantine approximations to provide common ground for topics as diverse as number theory, probability theory, functional analysis, and topological algebra. This book summarizes the theory's development from its beginnings to the mid-1970s, with comprehensive coverage of both methods and their underlying principles. A practical introduction for students of number theory and analysis as well as a reference for researchers in the field, this book covers uniform distribution in compact spaces and in topological groups, in addition to examinations of sequences of integers and polynomials. Notes at the end of each section contain pertinent bibliographical references and a brief survey of additional results. Exercises range from simple applications of theorems to proofs of propositions that expand upon results stated in the text.
Monte Carlo And Quasi Monte Carlo Methods 2000
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Author : Kai-Tai Fang
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-28
Monte Carlo And Quasi Monte Carlo Methods 2000 written by Kai-Tai Fang 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 2011-06-28 with Mathematics categories.
This book represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Hong Kong Baptist University in 2000. 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 field.
Monte Carlo And Quasi Monte Carlo Methods In Scientific Computing
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Author : Harald Niederreiter
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Monte Carlo And Quasi Monte Carlo Methods In Scientific Computing written by Harald Niederreiter 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 2012-12-06 with Mathematics categories.
Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.
Number Theory Diophantine Problems Uniform Distribution And Applications
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Author : Christian Elsholtz
language : en
Publisher: Springer
Release Date : 2017-05-26
Number Theory Diophantine Problems Uniform Distribution And Applications written by Christian Elsholtz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-26 with Mathematics categories.
This volume is dedicated to Robert F. Tichy on the occasion of his 60th birthday. Presenting 22 research and survey papers written by leading experts in their respective fields, it focuses on areas that align with Tichy’s research interests and which he significantly shaped, including Diophantine problems, asymptotic counting, uniform distribution and discrepancy of sequences (in theory and application), dynamical systems, prime numbers, and actuarial mathematics. Offering valuable insights into recent developments in these areas, the book will be of interest to researchers and graduate students engaged in number theory and its applications.