Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy
Author: Stephen Joe
Publisher:
Published: 2003
Total Pages:
ISBN-13:
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Applied Analysis and Differential Equations
Author: Ovidiu Carja
Publisher: World Scientific
Published: 2007
Total Pages: 363
ISBN-13: 9812708227
DOWNLOAD EBOOKThis volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.
Lattice Rules
Author: Josef Dick
Publisher: Springer Nature
Published: 2022-08-24
Total Pages: 584
ISBN-13: 3031099516
DOWNLOAD EBOOKLattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.
2018 MATRIX Annals
Author: Jan de Gier
Publisher: Springer Nature
Published: 2020-04-07
Total Pages: 427
ISBN-13: 3030382303
DOWNLOAD EBOOKMATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through intensive residential research programs, each 1-4 weeks in duration. This book is a scientific record of the eight programs held at MATRIX in 2018: - Non-Equilibrium Systems and Special Functions - Algebraic Geometry, Approximation and Optimisation - On the Frontiers of High Dimensional Computation - Month of Mathematical Biology - Dynamics, Foliations, and Geometry In Dimension 3 - Recent Trends on Nonlinear PDEs of Elliptic and Parabolic Type - Functional Data Analysis and Beyond - Geometric and Categorical Representation Theory The articles are grouped into peer-reviewed contributions and other contributions. The peer-reviewed articles present original results or reviews on a topic related to the MATRIX program; the remaining contributions are predominantly lecture notes or short articles based on talks or activities at MATRIX.
Monte Carlo and Quasi-Monte Carlo Methods 2008
Author: Pierre L' Ecuyer
Publisher: Springer Science & Business Media
Published: 2010-01-14
Total Pages: 669
ISBN-13: 3642041078
DOWNLOAD EBOOKThis 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.
Monte Carlo and Quasi-Monte Carlo Methods 2004
Author: Harald Niederreiter
Publisher: Springer Science & Business Media
Published: 2006-02-08
Total Pages: 506
ISBN-13: 3540311866
DOWNLOAD EBOOKThis 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.
Monte Carlo and Quasi-Monte Carlo Methods 2006
Author: Alexander Keller
Publisher: Springer Science & Business Media
Published: 2007-12-30
Total Pages: 684
ISBN-13: 3540744967
DOWNLOAD EBOOKThis book presents 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. They also provide information on current research in these very active areas.
Digital Nets and Sequences
Author: Josef Dick
Publisher: Cambridge University Press
Published: 2010-09-09
Total Pages: 619
ISBN-13: 1139490052
DOWNLOAD EBOOKIndispensable 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.
Monte Carlo and Quasi-Monte Carlo Methods 2010
Author: Leszek Plaskota
Publisher: Springer Science & Business Media
Published: 2012-08-23
Total Pages: 721
ISBN-13: 3642274404
DOWNLOAD EBOOKThis book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.
Monte Carlo and Quasi-Monte Carlo Methods
Author: Art B. Owen
Publisher: Springer
Published: 2018-07-03
Total Pages: 476
ISBN-13: 3319914367
DOWNLOAD EBOOKThis book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. 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, computer graphics and the solution of PDEs.
