Digital Nets and Sequences
Title | Digital Nets and Sequences PDF eBook |
Author | Josef Dick |
Publisher | Cambridge University Press |
Pages | 619 |
Release | 2010-09-09 |
Genre | Computers |
ISBN | 1139490052 |
Indispensable 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.
Digital Nets and Sequences for Quasi-Monte Carlo Methods
Title | Digital Nets and Sequences for Quasi-Monte Carlo Methods PDF eBook |
Author | Hee Sun Hong |
Publisher | |
Pages | 180 |
Release | 2002 |
Genre | Monte Carlo method |
ISBN |
Digital Nets and Sequences
Title | Digital Nets and Sequences PDF eBook |
Author | Josef Dick |
Publisher | |
Pages | 620 |
Release | 2014-05-14 |
Genre | Digital filters (Mathematics) |
ISBN | 9780511901973 |
An introduction to contemporary quasi Monte Carlo methods, digital nets and sequences, and discrepancy theory. Includes many exercises, examples and illustrations.
Digital Nets and Sequences
Title | Digital Nets and Sequences PDF eBook |
Author | Josef Dick |
Publisher | |
Pages | |
Release | 2014 |
Genre | |
ISBN |
Monte Carlo and Quasi-Monte Carlo Methods 2008
Title | Monte Carlo and Quasi-Monte Carlo Methods 2008 PDF eBook |
Author | Pierre L' Ecuyer |
Publisher | Springer Science & Business Media |
Pages | 669 |
Release | 2010-01-14 |
Genre | Mathematics |
ISBN | 3642041078 |
This 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.
Introduction to Quasi-Monte Carlo Integration and Applications
Title | Introduction to Quasi-Monte Carlo Integration and Applications PDF eBook |
Author | Gunther Leobacher |
Publisher | Springer |
Pages | 206 |
Release | 2014-09-12 |
Genre | Mathematics |
ISBN | 3319034251 |
This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science.
Uniform Distribution and Quasi-Monte Carlo Methods
Title | Uniform Distribution and Quasi-Monte Carlo Methods PDF eBook |
Author | Peter Kritzer |
Publisher | Walter de Gruyter GmbH & Co KG |
Pages | 270 |
Release | 2014-06-23 |
Genre | Mathematics |
ISBN | 3110317931 |
This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.