Title | Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing [electronic resource] : Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23-25, 1994 / edited by Harald Niederreiter, Peter Jau-Shyong Shiue |
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Imprint | New York, NY : Springer New York, 1995 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-2552-2 |
Descript | XIV, 372 p. 4 illus. online resource |
Invited Papers -- Modified Monte Carlo Methods Using Quasi-Random Sequences -- Simulated Annealing: Folklore, Facts, and Directions -- Two Approaches to the Initial Transient Problem -- Tables of (T, M, S) -Net and (T, S) -Sequence Parameters -- New Developments in Uniform Pseudorandom Number and Vector Generation -- Quasi-Monte Carlo Methods for Particle Transport Problems -- Contributed Papers -- Non-Adaptive Coverings for Optimization of Gaussian Random Fields -- The Method of Fundamental Solutions and the Quasi-Monte Carlo Method for Poissonโs Equation -- Implementation of a Distributed Pseudorandom Number Generator -- On the Lattice Test for Inversive Congruential Pseudorandom Numbers -- Discrepancy Lower Bound in Two Dimensions -- Stable Estimators for Self-Adjusting Simulations -- A Comparison of Random and Quasirandom Points for Multidimensional Quadrature -- A Simulation Study of a Change-Point Poisson Process Based on Two Well-known Test Statistics -- A Quasi-Monte Carlo Algorithm for the Global Illumination Problem in the Radiosity Setting -- Multivariate Walsh Series, Digital Nets and Quasi-Monte Carlo Integration -- Parallel Pseudorandom Number Generation Using Additive Lagged-Fibonacci Recursions -- Quasirandom Diffusion Monte Carlo -- Randomly Permuted (t ,m, s) -Nets and (t, s) -Sequences -- Quantum Monte Carlo Simulation: Algorithm and Applications -- A Coupled Monte Carlo/Explicit Euler Method for the Numerical Simulation of a Forest Fire Spreading Model -- Microcanonical Monte Carlo -- Computational Investigations of Low-Discrepancy Point Sets II -- Estimates for the Volume of Points of (0, s) -Sequences in Base b?s?2