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Monte Carlo and Quasi-Monte Carlo Methods 2006
Editor
Listed:
- Alexander Keller(Ulm University, Department of Computer Science)Stefan Heinrich(University of Kaiserslautern, Department of Computer Science)Harald Niederreiter(National University of Singapore, Department of Mathematics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), 2008. "Monte Carlo and Quasi-Monte Carlo Methods 2006," Springer Books, Springer, number 978-3-540-74496-2, March.
Handle: RePEc:spr:sprbok:978-3-540-74496-2
DOI: 10.1007/978-3-540-74496-2
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Book Chapters
The following chapters of this book are listed in IDEAS- Ronald Cools & Dirk Nuyens, 2008. "A Belgian View on Lattice Rules," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 3-21, Springer.
- Sergej Ermakov, 2008. "MCQMC Algorithms for Solving some Classes of Equations," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 23-33, Springer.
- Alan Genz, 2008. "MCQMC Methods for Multivariate Statistical Distributions," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 35-52, Springer.
- Thomas Müller-Gronbach & Klaus Ritter, 2008. "Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 53-82, Springer.
- Harald Niederreiter, 2008. "Nets, (t, s)-Sequences, and Codes," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 83-100, Springer.
- Gilles Pagès, 2008. "Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 101-142, Springer.
- Karl Sabelfeld, 2008. "Random Field Simulation and Applications," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 143-165, Springer.
- Peter Shirley & Dave Edwards & Solomon Boulos, 2008. "Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 167-177, Springer.
- Alexander Burmistrov, 2008. "Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 181-194, Springer.
- Jakob Creutzig & Mikhail Lifshits, 2008. "Free-Knot Spline Approximation of Fractional Brownian Motion," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 195-204, Springer.
- Holger Dammertz & Alexander Keller & Sabrina Dammertz, 2008. "Simulation on Rank-1 Lattices," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 205-216, Springer.
- Sabrina Dammertz & Alexander Keller, 2008. "Image Synthesis by Rank-1 Lattices," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 217-236, Springer.
- Kristian Debrabant & Andreas Rößlers, 2008. "Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 237-250, Springer.
- Lih-Yuan Deng, 2008. "Issues on Computer Search for Large Order Multiple Recursive Generators," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 251-261, Springer.
- Lih-Yuan Deng & Huajiang Li & Jyh-Jen Horng Shiau & Gwei-Hung Tsai, 2008. "Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 263-273, Springer.
- Josef Dick & Peter Kritzer & Prances Y. Kuo, 2008. "Approximation of Functions Using Digital Nets," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 275-297, Springer.
- Benjamin Doerr & Michael Gnewuch, 2008. "Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 299-312, Springer.
- Yves Edel & Pierre L’Ecuyer, 2008. "A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 313-325, Springer.
- Henri Faure, 2008. "Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 327-341, Springer.
- Mike Giles, 2008. "Improved Multilevel Monte Carlo Convergence using the Milstein Scheme," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 343-358, Springer.
- Michael Gnewuch & Henryk Wozniakowski, 2008. "Generalized Tractability for Linear Functionals," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 359-381, Springer.
- Flavius Guiaş, 2008. "An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 383-395, Springer.
- Leonhard Grünschloß & Johannes Hanika & Ronnie Schwede & Alexander Keller, 2008. "(t, m, s)-Nets and Maximized Minimum Distance," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 397-412, Springer.
- Rami El Haddad & Christian Lécot & Pierre L’Ecuyer, 2008. "Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 413-429, Springer.
- Carole Hayakawa & Jerome Spanier & Vasan Venugopalan, 2008. "Computational Engine for a Virtual Tissue Simulator," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 431-443, Springer.
- Stefan Heinrich, 2008. "Randomized Approximation of Sobolev Embeddings," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 445-459, Springer.
- Fred Hickernell & Greg Wasilkowski & Henryk Woźniakowski, 2008. "Tractability of Linear Multivariate Problems in the Average Case Setting," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 461-493, Springer.
- Heinz Hofbauer & Andreas Uhl & Peter Zinterhof, 2008. "Zinterhof Sequences in GRID-Based Numerical Integration," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 495-510, Springer.
- Heinz Hofbauer & Andreas Uhl & Peter Zinterhof, 2008. "A Pragmatic View on Numerical Integration of Unbounded Functions," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 511-528, Springer.
- Raquel Iniesta & Victor Moreno, 2008. "Assessment of Genetic Association using Haplotypes Inferred with Uncertainty via Markov Chain Monte Carlo," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 529-535, Springer.
- Jonathan Keith & George Sofronov & Dirk Kroese, 2008. "The Generalized Gibbs Sampler and the Neighborhood Sampler," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 537-547, Springer.
- Peter Kritzer & Friedrich Pillichshammer, 2008. "The Weighted Dyadic Diaphony of Digital Sequences," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 549-560, Springer.
- Ilya Medvedev & Gennadii Mikhailov, 2008. "A New Criterion for Finiteness of Weight Estimator Variance in Statistical Simulation," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 561-576, Springer.
- Thomas Müller-Gronbach & Klaus Ritter & Tim Wagner, 2008. "Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive Space-Time White Noise," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 577-589, Springer.
- Matthias Raab & Daniel Seibert & Alexander Keller, 2008. "Unbiased Global Illumination with Participating Media," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 591-605, Springer.
- Mutsuo Saito & Makoto Matsumoto, 2008. "SIMD-Oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 607-622, Springer.
- Rudolf Schürer, 2008. "A New Lower Bound on the t-Parameter of (t, s)-Sequences," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 623-632, Springer.
- Nikolai Simonov, 2008. "Walk-on-Spheres Algorithm for Solving Boundary-Value Problems with Continuity Flux Conditions," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 633-643, Springer.
- Vasile Sinescu & Stephen Joe, 2008. "Good Lattice Rules with a Composite Number of Points Based on the Product Weighted Star Discrepancy," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 645-658, Springer.
- Nicolae Suciu & Călin Vamos & Karl Sabelfeld, 2008. "Ergodic Simulations for Diffusion in Random Velocity Fields," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 659-668, Springer.
- Carsten Wächter & Alexander Keller, 2008. "Efficient Simultaneous Simulation of Markov Chains," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 669-684, Springer.
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