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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

  • Conference proceedings
  • © 1995

Overview

Editors:
  1. Harald Niederreiter

    1. Institüt für Informationsverabeitung, Osterreichische Akademie der Wissenschaften, Wien, Austria

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  2. Peter Jau-Shyong Shiue

    1. Department of Mathematical Sciences, University of Nevada, Las Vegas, Las Vegas, USA

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Statistics (LNS, volume 106)

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Table of contents (24 papers)

  1. Front Matter

    Pages i-xiv
    Download chapter 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
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Keywords

About this book

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.

Editors and Affiliations

  • 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

Bibliographic Information

  • Book Title: Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

  • Book Subtitle: Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23–25, 1994

  • Editors: Harald Niederreiter, Peter Jau-Shyong Shiue

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-2552-2

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1995

  • Softcover ISBN: 978-0-387-94577-4Published: 11 September 1995

  • eBook ISBN: 978-1-4612-2552-2Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: XIV, 372

  • Number of Illustrations: 4 b/w illustrations

  • Topics: Probability Theory and Stochastic Processes

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