Monte Carlo and Quasi-Monte Carlo Methods (häftad)
Fler böcker inom
Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
622
Utgivningsdatum
2018-05-30
Upplaga
Softcover reprint of the original 1st ed. 2016
Förlag
Springer International Publishing AG
Medarbetare
Nuyens, Dirk
Illustrationer
57 Illustrations, color; 59 Illustrations, black and white; XVIII, 622 p. 116 illus., 57 illus. in c
Dimensioner
234 x 156 x 33 mm
Vikt
885 g
Antal komponenter
1
Komponenter
1 Paperback / softback
ISBN
9783319815312
Monte Carlo and Quasi-Monte Carlo Methods (häftad)

Monte Carlo and Quasi-Monte Carlo Methods

MCQMC, Leuven, Belgium, April 2014

Häftad Engelska, 2018-05-30
2229
Skickas inom 10-15 vardagar.
Gratis frakt inom Sverige över 159 kr för privatpersoner.
Finns även som
Visa alla 2 format & utgåvor
This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. 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.
Visa hela texten

Passar bra ihop

  1. Monte Carlo and Quasi-Monte Carlo Methods
  2. +
  3. Strategies for Quasi-Monte Carlo

De som köpt den här boken har ofta också köpt Strategies for Quasi-Monte Carlo av Bennett L Fox (häftad).

Köp båda 2 för 3948 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna

  • Birth Of Numerical Analysis, The

    Adhemar Bultheel, Ronald Cools

    The 1947 paper by John von Neumann and Herman Goldstine, "Numerical Inverting of Matrices of High Order" (Bulletin of the AMS, Nov. 1947), is considered as the birth certificate of numerical analysis. Since its publication, the evolution...

Innehållsförteckning

Part I Invited papers.- Multilevel Monte Carlo Implementation for SDEs driven by Truncated Stable Processes.- Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo.- Vandermonde Nets and Vandermonde Sequences.- Path Space Markov Chain Monte Carlo Methods in Computer Graphics.- Walsh Figure of Merit for Digital Nets: An Easy Measure for Higher Order Convergent QMC.- Some Results on the Complexity of Numerical Integration.- Approximate Bayesian Computation: A Survey on Recent Results.- Part II Contributed papers.- Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier-Stokes Equations.- Unbiased Simulation of Distributions with Explicitly Known Integral Transforms.- Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting.- Comparison between LS-Sequences and -adic van der Corput Sequences.- Computational Higher Order Quasi-Monte Carlo Integration.- Numerical Computation of Multivariate Normal Probabilities using Bivariate Conditioning.- Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations.- On ANOVA Decompositions of Kernels and Gaussian Random Field Paths.- The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets.- Uncertainty and Robustness in Weather Derivative Models.- Reliable Adaptive Cubature Using Digital Sequences.- Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives.- Adaptive Multidimensional Integration Based on Rank-1 Lattices.- Path Space Filtering.- Tractability of Multivariate Integration in Hybrid Function Spaces.- Derivative-based Global Sensitivity Measures and Their Link with Sobol' Sensitivity Indices.- Bernstein Numbers and Lower Bounds for the Monte Carlo Error.- A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes.- A Strategy for Parallel Implementations of Stochastic Lagrangian Simulation.- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets.- Van der Corput and Golden Ratio Sequences Along the Hilbert Space-Filling Curve.- Uniform Weak Tractability of Weighted Integration.- Incremental Greedy Algorithm and Its Applications in Numerical Integration.- On "Upper Error Bounds for Quadrature Formulas on Function Classes" by K K Frolov.- Tractability of Function Approximation With Product Kernels.- Discrepancy Estimates for Acceptance-Rejection Samplers Using Stratified Inputs.- List of Participants.- Index.