Monte Carlo and Quasi-Monte Carlo Methods 2006

Keller, Alexander; Heinrich, Stefan; Niederreiter, Harald

Monte Carlo and Quasi-Monte Carlo Methods 2006

Edited by Alexander Keller (), Stefan Heinrich () and Harald Niederreiter ()

in Springer Books from Springer

Date: 2008
ISBN: 978-3-540-74496-2
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Chapters in this book:

A Belgian View on Lattice Rules: Ronald Cools and Dirk Nuyens
MCQMC Algorithms for Solving some Classes of Equations: Sergej Ermakov
MCQMC Methods for Multivariate Statistical Distributions: Alan Genz
Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations: Thomas Müller-Gronbach and Klaus Ritter
Nets, (t, s)-Sequences, and Codes: Harald Niederreiter
Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications: Gilles Pagès
Random Field Simulation and Applications: Karl Sabelfeld
Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics: Peter Shirley, Dave Edwards and Solomon Boulos
Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP: Alexander Burmistrov
Free-Knot Spline Approximation of Fractional Brownian Motion: Jakob Creutzig and Mikhail Lifshits
Simulation on Rank-1 Lattices: Holger Dammertz, Alexander Keller and Sabrina Dammertz
Image Synthesis by Rank-1 Lattices: Sabrina Dammertz and Alexander Keller
Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations: Kristian Debrabant and Andreas Rößlers
Issues on Computer Search for Large Order Multiple Recursive Generators: Lih-Yuan Deng
Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients: Lih-Yuan Deng, Huajiang Li, Jyh-Jen Horng Shiau and Gwei-Hung Tsai
Approximation of Functions Using Digital Nets: Josef Dick, Peter Kritzer and Prances Y. Kuo
Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding: Benjamin Doerr and Michael Gnewuch
A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections: Yves Edel and Pierre L’Ecuyer
Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets: Henri Faure
Improved Multilevel Monte Carlo Convergence using the Milstein Scheme: Mike Giles
Generalized Tractability for Linear Functionals: Michael Gnewuch and Henryk Wozniakowski
An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations: Flavius Guiaş
(t, m, s)-Nets and Maximized Minimum Distance: Leonhard Grünschloß, Johannes Hanika, Ronnie Schwede and Alexander Keller
Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces: Rami El Haddad, Christian Lécot and Pierre L’Ecuyer
Computational Engine for a Virtual Tissue Simulator: Carole Hayakawa, Jerome Spanier and Vasan Venugopalan
Randomized Approximation of Sobolev Embeddings: Stefan Heinrich
Tractability of Linear Multivariate Problems in the Average Case Setting: Fred Hickernell, Greg Wasilkowski and Henryk Woźniakowski
Zinterhof Sequences in GRID-Based Numerical Integration: Heinz Hofbauer, Andreas Uhl and Peter Zinterhof
A Pragmatic View on Numerical Integration of Unbounded Functions: Heinz Hofbauer, Andreas Uhl and Peter Zinterhof
Assessment of Genetic Association using Haplotypes Inferred with Uncertainty via Markov Chain Monte Carlo: Raquel Iniesta and Victor Moreno
The Generalized Gibbs Sampler and the Neighborhood Sampler: Jonathan Keith, George Sofronov and Dirk Kroese
The Weighted Dyadic Diaphony of Digital Sequences: Peter Kritzer and Friedrich Pillichshammer
A New Criterion for Finiteness of Weight Estimator Variance in Statistical Simulation: Ilya Medvedev and Gennadii Mikhailov
Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive Space-Time White Noise: Thomas Müller-Gronbach, Klaus Ritter and Tim Wagner
Unbiased Global Illumination with Participating Media: Matthias Raab, Daniel Seibert and Alexander Keller
SIMD-Oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator: Mutsuo Saito and Makoto Matsumoto
A New Lower Bound on the t-Parameter of (t, s)-Sequences: Rudolf Schürer
Walk-on-Spheres Algorithm for Solving Boundary-Value Problems with Continuity Flux Conditions: Nikolai Simonov
Good Lattice Rules with a Composite Number of Points Based on the Product Weighted Star Discrepancy: Vasile Sinescu and Stephen Joe
Ergodic Simulations for Diffusion in Random Velocity Fields: Nicolae Suciu, Călin Vamos and Karl Sabelfeld
Efficient Simultaneous Simulation of Markov Chains: Carsten Wächter and Alexander Keller

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DOI: 10.1007/978-3-540-74496-2

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