Monte Carlo and Quasi-Monte Carlo Methods 1996

Monte Carlo and Quasi-Monte Carlo Methods 1996
Author :
Publisher : Springer Science & Business Media
Total Pages : 463
Release :
ISBN-10 : 9781461216902
ISBN-13 : 1461216907
Rating : 4/5 (02 Downloads)

Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods 1996 by : Harald Niederreiter

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.


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