Monte Carlo and Quasi-Monte Carlo Methods 2006 [Paperback]

This 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.

Invited Articles.- A Belgian View on Lattice Rules.- MCQMC Algorithms for Solving some Classes of Equations.- MCQMC Methods for Multivariate Statistical Distributions.- Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations.- Nets, (t, s)-Sequences, and Codes.- Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications.- Random Field Simulation and Applications.- Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics.- Contributed Articles.- Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP.- Free-Knot Spline Approximation of Fractional Brownian Motion.- Simulation on Rank-1 Lattices.- Image Synthesis by Rank-1 Lattices.- Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations.- Issues on Computer Search for Large Order Multiple Recursive Generators.- Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients.- Approximation of Functions Using Digital Nets.- Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding.- A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections.- Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets.- Improved Multilevel Monte Carlo Convergence using the Milstein Scheme.- Generalized Tractability for Linear Functionals.- An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations.- (t, m, l£O