Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing: Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23-25, 1994: 106 - Brossura

Peter Jau-Shyong Shiue, Harald Niedderreiter

 
9780387945774: Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing: Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23-25, 1994: 106

Sinossi

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.

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Contenuti

Invited Papers.- Modified Monte Carlo Methods Using Quasi-Random Sequences.- Simulated Annealing: Folklore, Facts, and Directions.- Two Approaches to the Initial Transient Problem.- Tables of (T, M, S) -Net and (T, S) -Sequence Parameters.- New Developments in Uniform Pseudorandom Number and Vector Generation.- Quasi-Monte Carlo Methods for Particle Transport Problems.- Contributed Papers.- Non-Adaptive Coverings for Optimization of Gaussian Random Fields.- The Method of Fundamental Solutions and the Quasi-Monte Carlo Method for Poisson’s Equation.- Implementation of a Distributed Pseudorandom Number Generator.- On the Lattice Test for Inversive Congruential Pseudorandom Numbers.- Discrepancy Lower Bound in Two Dimensions.- Stable Estimators for Self-Adjusting Simulations.- A Comparison of Random and Quasirandom Points for Multidimensional Quadrature.- A Simulation Study of a Change-Point Poisson Process Based on Two Well-known Test Statistics.- A Quasi-Monte Carlo Algorithm for the Global Illumination Problem in the Radiosity Setting.- Multivariate Walsh Series, Digital Nets and Quasi-Monte Carlo Integration.- Parallel Pseudorandom Number Generation Using Additive Lagged-Fibonacci Recursions.- Quasirandom Diffusion Monte Carlo.- Randomly Permuted (t ,m, s) -Nets and (t, s) -Sequences.- Quantum Monte Carlo Simulation: Algorithm and Applications.- A Coupled Monte Carlo/Explicit Euler Method for the Numerical Simulation of a Forest Fire Spreading Model.- Microcanonical Monte Carlo.- Computational Investigations of Low-Discrepancy Point Sets II.- Estimates for the Volume of Points of (0, s) -Sequences in Base b?s?2.

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Altre edizioni note dello stesso titolo

9781461225539: Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing: Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23-25, 1994

Edizione in evidenza

ISBN 10:  1461225531 ISBN 13:  9781461225539
Casa editrice: Springer, 2012
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