Monte Carlo and Quasi-Monte Carlo Methods 2006

Table of Contents

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   Book Overview
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   Chapter 1 A Belgian View on Lattice Rules
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   Chapter 2 MCQMC Algorithms for Solving some Classes of Equations
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   Chapter 3 MCQMC Methods for Multivariate Statistical Distributions
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   Chapter 4 Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations
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   Chapter 5 Nets, ( t, s )-Sequences, and Codes
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   Chapter 6 Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications
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   Chapter 7 Random Field Simulation and Applications
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   Chapter 8 Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics
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    Chapter 9 Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP
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    Chapter 10 Free-Knot Spline Approximation of Fractional Brownian Motion
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    Chapter 11 Simulation on Rank-1 Lattices
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    Chapter 12 Image Synthesis by Rank-1 Lattices
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    Chapter 13 Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations
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    Chapter 14 Issues on Computer Search for Large Order Multiple Recursive Generators
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    Chapter 15 Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients
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    Chapter 16 Monte Carlo and Quasi-Monte Carlo Methods 2006
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    Chapter 17 Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding
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    Chapter 18 A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections
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    Chapter 19 Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets
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    Chapter 20 Improved Multilevel Monte Carlo Convergence using the Milstein Scheme
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    Chapter 21 Generalized Tractability for Linear Functionals
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    Chapter 22 An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations
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    Chapter 23 ( t, m, s )-Nets and Maximized Minimum Distance
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    Chapter 24 Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces
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    Chapter 25 Computational Engine for a Virtual Tissue Simulator
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    Chapter 26 Randomized Approximation of Sobolev Embeddings
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    Chapter 27 Tractability of Linear Multivariate Problems in the Average Case Setting
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    Chapter 28 Zinterhof Sequences in GRID-Based Numerical Integration
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    Chapter 29 A Pragmatic View on Numerical Integration of Unbounded Functions
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    Chapter 30 Assessment of Genetic Association using Haplotypes Inferred with Uncertainty via Markov Chain Monte Carlo
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    Chapter 31 The Generalized Gibbs Sampler and the Neighborhood Sampler
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    Chapter 32 The Weighted Dyadic Diaphony of Digital Sequences
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    Chapter 33 A New Criterion for Finiteness of Weight Estimator Variance in Statistical Simulation
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    Chapter 34 Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive Space-Time White Noise
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    Chapter 35 Unbiased Global Illumination with Participating Media
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    Chapter 36 SIMD-Oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator
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    Chapter 37 A New Lower Bound on the t -Parameter of ( t, s )-Sequences
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    Chapter 38 Walk-on-Spheres Algorithm for Solving Boundary-Value Problems with Continuity Flux Conditions
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    Chapter 39 Monte Carlo and Quasi-Monte Carlo Methods 2006
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    Chapter 40 Ergodic Simulations for Diffusion in Random Velocity Fields
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    Chapter 41 Efficient Simultaneous Simulation of Markov Chains