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

Harald Niederreiter

ISBN 10: 0387945776 / ISBN 13: 9780387945774

Editore: Springer, Springer, 1995

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Codice articolo 9780387945774

Dati bibliografici

• Titolo: 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
• Editore: Springer, Springer
• Data di pubblicazione: 1995
• Lingua: Inglese
• ISBN 10: 0387945776
• ISBN 13: 9780387945774
• Rilegatura: Taschenbuch
• Condizione: Neu
• Dimensioni: 235 L x 155 A x 22 P (millimetri) 235 millimetri di larghezza per 155 millimetri di altezza per 22 millimetri di profondità
• Peso: 593 grammi

Descrizione articolo

Riassunto

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, queuing 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 survey of this field and the new directions in which the field is moving.

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.