Monte Carlo and QuasiMonte Carlo Methods 2006 [electronic resource] / edited by Alexander Keller, Stefan Heinrich, Harald Niederreiter.
Contributor(s): Keller, Alexander [editor.]  Heinrich, Stefan [editor.]  Niederreiter, Harald [editor.]  SpringerLink (Online service).
Material type: TextPublisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008Description: X, 698 p. 119 illus. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783540744962.Subject(s): Numerical analysis  Distribution (Probability theory  Differential equations, partial  Finance  Engineering mathematics  Numerical Analysis  Probability Theory and Stochastic Processes  Partial Differential Equations  Quantitative Finance  Mathematical and Computational Engineering  Theoretical, Mathematical and Computational PhysicsAdditional physical formats: Printed edition:: No title; Printed edition:: No titleDDC classification: 518 Online resources: Click here to access onlineItem type  Current location  Call number  Status  Date due  Barcode  Item holds  

EBOOKS 
ISI Library, Kolkata

Available  EB1440 
Invited Articles  A Belgian View on Lattice Rules  MCQMC Algorithms for Solving some Classes of Equations  MCQMC Methods for Multivariate Statistical Distributions  Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations  Nets, (t, s)Sequences, and Codes  Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications  Random Field Simulation and Applications  Monte Carlo and QuasiMonte Carlo Methods for Computer Graphics  Contributed Articles  Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP  FreeKnot Spline Approximation of Fractional Brownian Motion  Simulation on Rank1 Lattices  Image Synthesis by Rank1 Lattices  Continuous RungeKutta Methods for Stratonovich Stochastic Differential Equations  Issues on Computer Search for Large Order Multiple Recursive Generators  Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients  Approximation of Functions Using Digital Nets  Construction of LowDiscrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding  A Coding Theoretic Approach to Building Nets with WellEquidistributed Projections  Improvements on Low Discrepancy OneDimensional Sequences and TwoDimensional Point Sets  Improved Multilevel Monte Carlo Convergence using the Milstein Scheme  Generalized Tractability for Linear Functionals  An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations  (t, m, s)Nets and Maximized Minimum Distance  QuasiMonte Carlo Simulation of DiscreteTime Markov Chains on Multidimensional State Spaces  Computational Engine for a Virtual Tissue Simulator  Randomized Approximation of Sobolev Embeddings  Tractability of Linear Multivariate Problems in the Average Case Setting  Zinterhof Sequences in GRIDBased Numerical Integration  A Pragmatic View on Numerical Integration of Unbounded Functions  Assessment of Genetic Association using Haplotypes Inferred with Uncertainty via Markov Chain Monte Carlo  The Generalized Gibbs Sampler and the Neighborhood Sampler  The Weighted Dyadic Diaphony of Digital Sequences  A New Criterion for Finiteness of Weight Estimator Variance in Statistical Simulation  Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive SpaceTime White Noise  Unbiased Global Illumination with Participating Media  SIMDOriented Fast Mersenne Twister: a 128bit Pseudorandom Number Generator  A New Lower Bound on the tParameter of (t, s)Sequences  WalkonSpheres Algorithm for Solving BoundaryValue Problems with Continuity Flux Conditions  Good Lattice Rules with a Composite Number of Points Based on the Product Weighted Star Discrepancy  Ergodic Simulations for Diffusion in Random Velocity Fields  Efficient Simultaneous Simulation of Markov Chains.
This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and QuasiMonte Carlo Methods in Scientific Computing, held in Ulm (Germany) in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasiMonte Carlo methods and their applications, as well as providing information on current research in these very active areas. Besides covering theory, the book is an excellent resource work for practitioners as well.
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