Download or read book Digital Nets and Sequences written by Josef Dick and published by Cambridge University Press. This book was released on 2010-09-09 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi–Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.
Download or read book Digital Nets and Sequences written by Josef Dick and published by . This book was released on 2014 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Digital Nets and Sequences written by Josef Dick and published by . This book was released on 2014-05-14 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to contemporary quasi Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustrations.
Download or read book Monte Carlo and Quasi Monte Carlo Methods 2008 written by Pierre L' Ecuyer and published by Springer Science & Business Media. This book was released on 2010-01-14 with total page 669 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.
Download or read book Sequences and Their Applications SETA 2008 written by Solomon W. Golomb and published by Springer. This book was released on 2008-09-15 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th International Conference on Sequences and Their Applications, SETA 2008, held in Lexington, KY, USA in September 2008. The 32 revised full papers presented were carefully reviewed and selected. The papers are organized in topical sections on probabilistic methods and randomness properties of sequences; correlation; combinatorial and algebraic foundations; security aspects of sequences; algorithms; correlation of sequences over rings; nonlinear functions over finite fields.
Download or read book Random and Quasi Random Point Sets written by Peter Hellekalek and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional "random" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These "quasi-random" points are produced by deterministic algorithms and should be as "super" uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.
Download or read book Discrepancy Theory written by Dmitriy Bilyk and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-01-20 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contributions in this book focus on a variety of topics related to discrepancy theory, comprising Fourier techniques to analyze discrepancy, low discrepancy point sets for quasi-Monte Carlo integration, probabilistic discrepancy bounds, dispersion of point sets, pair correlation of sequences, integer points in convex bodies, discrepancy with respect to geometric shapes other than rectangular boxes, and also open problems in discrepany theory
Download or read book Monte Carlo and Quasi Monte Carlo Methods 1996 written by Harald Niederreiter and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.
Download or read book Monte Carlo and Quasi Monte Carlo Methods 2004 written by Harald Niederreiter and published by Springer Science & Business Media. This book was released on 2006-02-08 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.
Download or read book Introduction to Quasi Monte Carlo Integration and Applications written by Gunther Leobacher and published by Springer. This book was released on 2014-09-12 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.
Download or read book Uniform Distribution and Quasi Monte Carlo Methods written by Peter Kritzer and published by Walter de Gruyter GmbH & Co KG. This book was released on 2014-06-23 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.
Download or read book Recent Advances In Numerical Methods And Applications Ii Proceedings Of The Fourth International Conference written by Panayot S Vassilevski and published by World Scientific. This book was released on 1999-07-05 with total page 925 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the 4th International Conference on Numerical Methods and Applications. The major topics covered include: general finite difference, finite volume, finite element and boundary element methods, general numerical linear algebra and parallel computations, numerical methods for nonlinear problems and multiscale methods, multigrid and domain decomposition methods, CFD computations, mathematical modeling in structural mechanics, and environmental and engineering applications. The volume reflects the current research trends in the specified areas of numerical methods and their applications.
Download or read book Monte Carlo and Quasi Monte Carlo Methods 2002 written by Harald Niederreiter and published by Springer Science & Business Media. This book was released on 2011-06-28 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.
Download or read book Finite Fields and Their Applications written by Pascale Charpin and published by Walter de Gruyter. This book was released on 2013-05-28 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on the invited talks of the "RICAM-Workshop on Finite Fields and Their Applications: Character Sums and Polynomials" held at the Federal Institute for Adult Education (BIfEB) in Strobl, Austria, from September 2-7, 2012. Finite fields play important roles in many application areas such as coding theory, cryptography, Monte Carlo and quasi-Monte Carlo methods, pseudorandom number generation, quantum computing, and wireless communication. In this book we will focus on sequences, character sums, and polynomials over finite fields in view of the above mentioned application areas: Chapters 1 and 2 deal with sequences mainly constructed via characters and analyzed using bounds on character sums. Chapters 3, 5, and 6 deal with polynomials over finite fields. Chapters 4 and 9 consider problems related to coding theory studied via finite geometry and additive combinatorics, respectively. Chapter 7 deals with quasirandom points in view of applications to numerical integration using quasi-Monte Carlo methods and simulation. Chapter 8 studies aspects of iterations of rational functions from which pseudorandom numbers for Monte Carlo methods can be derived. The goal of this book is giving an overview of several recent research directions as well as stimulating research in sequences and polynomials under the unified framework of character theory.
Download or read book Novel Algorithms for Fast Statistical Analysis of Scaled Circuits written by Amith Singhee and published by Springer Science & Business Media. This book was released on 2009-08-14 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: As VLSI technology moves to the nanometer scale for transistor feature sizes, the impact of manufacturing imperfections result in large variations in the circuit performance. Traditional CAD tools are not well-equipped to handle this scenario, since they do not model this statistical nature of the circuit parameters and performances, or if they do, the existing techniques tend to be over-simplified or intractably slow. Novel Algorithms for Fast Statistical Analysis of Scaled Circuits draws upon ideas for attacking parallel problems in other technical fields, such as computational finance, machine learning and actuarial risk, and synthesizes them with innovative attacks for the problem domain of integrated circuits. The result is a set of novel solutions to problems of efficient statistical analysis of circuits in the nanometer regime.
Download or read book Monte Carlo and Quasi Monte Carlo Methods written by Bruno Tuffin and published by Springer Nature. This book was released on 2020-05-01 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Download or read book Monte Carlo and Quasi Monte Carlo Sampling written by Christiane Lemieux and published by Springer Science & Business Media. This book was released on 2009-04-03 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute. This book presents essential tools for using quasi–Monte Carlo sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods—uniform and non-uniform random number generation, variance reduction techniques—but the material is presented to prepare the readers for the next step, which is to replace the random sampling inherent to Monte Carlo by quasi–random sampling. The second part of the book deals with this next step. Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo and sequential Monte Carlo, with a discussion of their quasi–Monte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of statistics and enough mathematical maturity to follow through the various techniques used throughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about Monte Carlo and quasi–Monte Carlo methods and researchers interested in an up-to-date guide to these methods.
