Monte Carlo and Quasi-Monte Carlo Methods

MCQMC 2016, Stanford, CA, August 14-19
Softcover Nachdruck of the original 1. Auflage 2018
ISBN: 978-3-030-08255-0
Verlag: Springer International Publishing

Buch, Englisch, Band 241, 479 Seiten, Previously published in hardcover, Format (B × H): 155 mm x 235 mm, Gewicht: 739 g

Reihe: Springer Proceedings in Mathematics & Statistics

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. 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, computer graphics and the solution of PDEs.

Autoren/Hrsg.

Glynn, Peter W.

Owen, Art B.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik EDV | Informatik Informatik Mathematik für Informatiker
• Mathematik | Informatik EDV | Informatik Professionelle Anwendung Computersimulation & Modelle, 3-D Graphik
• Technische Wissenschaften Technik Allgemein Modellierung & Simulation