Skip to main content
SpringerLink
Log in
Book cover

Monte Carlo and Quasi-Monte Carlo Methods 2006

  • Conference proceedings
  • © 2008

Overview

Editors:
  1. Alexander Keller

    1. Department of Computer Science, Ulm University, Ulm, Germany

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Stefan Heinrich

    1. Department of Computer Science, University of Kaiserslautern, Kaiserslautern, Germany

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Harald Niederreiter

    1. Department of Mathematics, National University of Singapore, Singapore, Republic of Singapore

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (41 papers)

  1. Front Matter

    Pages I-X
    Download chapter PDF

  2. Invited Articles

    1. A Belgian View on Lattice Rules

      • Ronald Cools, Dirk Nuyens
      Pages 3-21

    2. MCQMC Algorithms for Solving some Classes of Equations

      • Sergej Ermakov
      Pages 23-33

    3. MCQMC Methods for Multivariate Statistical Distributions

      • Alan Genz
      Pages 35-52

    4. Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations

      • Thomas Müller-Gronbach, Klaus Ritter
      Pages 53-82

    5. Nets, (t, s)-Sequences, and Codes

      • Harald Niederreiter
      Pages 83-100

    6. Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications

      • Gilles Pagès
      Pages 101-142

    7. Random Field Simulation and Applications

      • Karl Sabelfeld
      Pages 143-165

    8. Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics

      • Peter Shirley, Dave Edwards, Solomon Boulos
      Pages 167-177

  3. Contributed Articles

    1. Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP

      • Alexander Burmistrov
      Pages 181-194

    2. Free-Knot Spline Approximation of Fractional Brownian Motion

      • Jakob Creutzig, Mikhail Lifshits
      Pages 195-204

    3. Simulation on Rank-1 Lattices

      • Holger Dammertz, Alexander Keller, Sabrina Dammertz
      Pages 205-216

    4. Image Synthesis by Rank-1 Lattices

      • Sabrina Dammertz, Alexander Keller
      Pages 217-236

    5. Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations

      • Kristian Debrabant, Andreas Rößlers
      Pages 237-250

    6. Issues on Computer Search for Large Order Multiple Recursive Generators

      • Lih-Yuan Deng
      Pages 251-261

    7. Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients

      • Lih-Yuan Deng, Huajiang Li, Jyh-Jen Horng Shiau, Gwei-Hung Tsai
      Pages 263-273

    8. Approximation of Functions Using Digital Nets

      • Josef Dick, Peter Kritzer, Prances Y. Kuo
      Pages 275-297

    9. Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding

      • Benjamin Doerr, Michael Gnewuch
      Pages 299-312

    10. A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections

      • Yves Edel, Pierre L’Ecuyer
      Pages 313-325

    11. Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets

      • Henri Faure
      Pages 327-341
Back to top

Keywords

About this book

This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte 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 quasi-Monte 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.

Editors and Affiliations

  • Department of Computer Science, Ulm University, Ulm, Germany

    Alexander Keller

  • Department of Computer Science, University of Kaiserslautern, Kaiserslautern, Germany

    Stefan Heinrich

  • Department of Mathematics, National University of Singapore, Singapore, Republic of Singapore

    Harald Niederreiter

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation