Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

1. Front Matter

   Pages i-xiv

   PDF

2. Modified Monte Carlo Methods Using Quasi-Random Sequences

   • Russel E. Caflisch, Bradley Moskowitz

   Pages 1-16

3. Simulated Annealing: Folklore, Facts, and Directions

   • Bennett L. Fox

   Pages 17-48

4. Two Approaches to the Initial Transient Problem

   • Peter W. Glynn

   Pages 49-57

5. Tables of (T, M, S)-Net and (T, 5)-Sequence Parameters

   • Gary L. Mullen, Arijit Mahalanabis, Harald Niederreiter

   Pages 58-86

6. New Developments in Uniform Pseudorandom Number and Vector Generation

   • Harald Niederreiter

   Pages 87-120

7. Quasi-Monte Carlo Methods for Particle Transport Problems

   • Jerome Spanier

   Pages 121-148

8. Non-Adaptive Coverings for Optimization of Gaussian Random Fields

   • James M. Calvin

   Pages 149-157

9. The Method of Fundamental Solutions and the Quasi-Monte Carlo Method for Poisson’s Equation

   • C. S. Chen

   Pages 158-167

10. Implementation of a Distributed Pseudorandom Number Generator

    • Jian Chen, Paula Whitlock

    Pages 168-185

11. On the lattice test for inversive congruential pseudorandom numbers

    • Wun-Seng Chou, Harald Niederreiter

    Pages 186-197

12. Discrepancy lower bound in two dimensions

    • Henri Faure

    Pages 198-204

13. Stable Estimators for Self-Adjusting Simulations

    • Bennett L. Fox, George W. Heine

    Pages 205-212

14. A Comparison of Random and Quasirandom Points for Multidimensional Quadrature

    • Fred J. Hickernell

    Pages 213-227

15. A Simulation Study of a Change-Point Poisson Process Based on Two Well-known Test Statistics

    • Chih-Hsiang Ho

    Pages 228-238

16. A Quasi-Monte Carlo Algorithm for the Global Illumination Problem in the Radiosity Setting

    • Alexander Keller

    Pages 239-251

17. Multivariate Walsh series, digital nets and quasi-Monte Carlo integration

    • Gerhard Larcher, Wolfgang Ch. Schmid

    Pages 252-262

18. Parallel Pseudorandom Number Generation Using Additive Lagged-Fibonacci Recursions

    • Michael Mascagni, M. L. Robinson, Daniel V. Pryor, Steven A. Cuccaro

    Pages 263-277

19. Quasirandom Diffusion Monte Carlo

    • Bradley Moskowitz

    Pages 278-298

20. Randomly Permuted (t,m,s)-Nets and (t, s)-Sequences

    • Art B. Owen

    Pages 299-317

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.

• Generator
• Monte Carlo simulation
• Parameter
• Poisson process
• Rang
• statistics

• Institüt für Informationsverabeitung, Osterreichische Akademie der Wissenschaften, Wien, Austria

  Harald Niederreiter

• Department of Mathematical Sciences, University of Nevada, Las Vegas, Las Vegas, USA

  Peter Jau-Shyong Shiue

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