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Author : Vasile Sinescu
Publisher :
ISBN 13 :
Total Pages : 154 pages
Book Rating : 4.:/5 (243 download)
Download or read book Construction of Lattice Rules for Multiple Integration Based on a Weighted Discrepancy written by Vasile Sinescu and published by . This book was released on 2008 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Josef Dick
Publisher : Springer Nature
ISBN 13 : 3031099516
Total Pages : 584 pages
Book Rating : 4.0/5 (31 download)
Download or read book Lattice Rules written by Josef Dick and published by Springer Nature. This book was released on 2022-08-24 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.
Author : Erich Novak
Publisher : European Mathematical Society
ISBN 13 : 9783037190845
Total Pages : 684 pages
Book Rating : 4.1/5 (98 download)
Download or read book Tractability of Multivariate Problems: Standard information for functionals written by Erich Novak and published by European Mathematical Society. This book was released on 2008 with total page 684 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second volume of a three-volume set comprising a comprehensive study of the tractability of multivariate problems. The second volume deals with algorithms using standard information consisting of function values for the approximation of linear and selected nonlinear functionals. An important example is numerical multivariate integration. The proof techniques used in volumes I and II are quite different. It is especially hard to establish meaningful lower error bounds for the approximation of functionals by using finitely many function values. Here, the concept of decomposable reproducing kernels is helpful, allowing it to find matching lower and upper error bounds for some linear functionals. It is then possible to conclude tractability results from such error bounds. Tractability results, even for linear functionals, are very rich in variety. There are infinite-dimensional Hilbert spaces for which the approximation with an arbitrarily small error of all linear functionals requires only one function value. There are Hilbert spaces for which all nontrivial linear functionals suffer from the curse of dimensionality. This holds for unweighted spaces, where the role of all variables and groups of variables is the same. For weighted spaces one can monitor the role of all variables and groups of variables. Necessary and sufficient conditions on the decay of the weights are given to obtain various notions of tractability. The text contains extensive chapters on discrepancy and integration, decomposable kernels and lower bounds, the Smolyak/sparse grid algorithms, lattice rules and the CBC (component-by-component) algorithms. This is done in various settings. Path integration and quantum computation are also discussed. This volume is of interest to researchers working in computational mathematics, especially in approximation of high-dimensional problems. It is also well suited for graduate courses and seminars. There are 61 open problems listed to stimulate future research in tractability.
Author : I. H. Sloan
Publisher : Oxford University Press
ISBN 13 : 9780198534723
Total Pages : 256 pages
Book Rating : 4.5/5 (347 download)
Download or read book Lattice Methods for Multiple Integration written by I. H. Sloan and published by Oxford University Press. This book was released on 1994 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book devoted to lattice methods, a recently developed way of calculating multiple integrals in many variables. Multiple integrals of this kind arise in fields such as quantum physics and chemistry, statistical mechanics, Bayesian statistics and many others. Lattice methods are an effective tool when the number of integrals are large. The book begins with a review of existing methods before presenting lattice theory in a thorough, self-contained manner, with numerous illustrations and examples. Group and number theory are included, but the treatment is such that no prior knowledge is needed. Not only the theory but the practical implementation of lattice methods is covered. An algorithm is presented alongside tables not available elsewhere, which together allow the practical evaluation of multiple integrals in many variables. Most importantly, the algorithm produces an error estimate in a very efficient manner. The book also provides a fast track for readers wanting to move rapidly to using lattice methods in practical calculations. It concludes with extensive numerical tests which compare lattice methods with other methods, such as the Monte Carlo.
Author : William Chen
Publisher : Springer
ISBN 13 : 3319046969
Total Pages : 708 pages
Book Rating : 4.3/5 (19 download)
Download or read book A Panorama of Discrepancy Theory written by William Chen and published by Springer. This book was released on 2014-10-07 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first work on Discrepancy Theory to show the present variety of points of view and applications covering the areas Classical and Geometric Discrepancy Theory, Combinatorial Discrepancy Theory and Applications and Constructions. It consists of several chapters, written by experts in their respective fields and focusing on the different aspects of the theory. Discrepancy theory concerns the problem of replacing a continuous object with a discrete sampling and is currently located at the crossroads of number theory, combinatorics, Fourier analysis, algorithms and complexity, probability theory and numerical analysis. This book presents an invitation to researchers and students to explore the different methods and is meant to motivate interdisciplinary research.
Author : Stephen Joe
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (593 download)
Download or read book Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy written by Stephen Joe and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Pierre L' Ecuyer
Publisher : Springer Science & Business Media
ISBN 13 : 3642041078
Total Pages : 669 pages
Book Rating : 4.6/5 (42 download)
Download or read book Monte Carlo and Quasi-Monte Carlo Methods 2008 written by Pierre L' Ecuyer and published by Springer Science & Business Media. This book was released on 2010-01-14 with total page 669 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Ovidiu Carja
Publisher : World Scientific
ISBN 13 : 9812708227
Total Pages : 363 pages
Book Rating : 4.8/5 (127 download)
Download or read book Applied Analysis and Differential Equations written by Ovidiu Carja and published by World Scientific. This book was released on 2007 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.
Author : Jan de Gier
Publisher : Springer Nature
ISBN 13 : 3030382303
Total Pages : 427 pages
Book Rating : 4.0/5 (33 download)
Download or read book 2018 MATRIX Annals written by Jan de Gier and published by Springer Nature. This book was released on 2020-04-07 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: MATRIX is Australia’s international and residential mathematical research institute. It facilitates new collaborations and mathematical advances through intensive residential research programs, each 1-4 weeks in duration. This book is a scientific record of the eight programs held at MATRIX in 2018: - Non-Equilibrium Systems and Special Functions - Algebraic Geometry, Approximation and Optimisation - On the Frontiers of High Dimensional Computation - Month of Mathematical Biology - Dynamics, Foliations, and Geometry In Dimension 3 - Recent Trends on Nonlinear PDEs of Elliptic and Parabolic Type - Functional Data Analysis and Beyond - Geometric and Categorical Representation Theory The articles are grouped into peer-reviewed contributions and other contributions. The peer-reviewed articles present original results or reviews on a topic related to the MATRIX program; the remaining contributions are predominantly lecture notes or short articles based on talks or activities at MATRIX.
Author : Vasile Sinescu
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (694 download)
Download or read book Existence and Construction of Shifted Lattice Rules with an Arbitrary Number of Points and Bounded Weighted Star Discrepancy for General Weights written by Vasile Sinescu and published by . This book was released on 2010 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Josef Dick
Publisher : Cambridge University Press
ISBN 13 : 1139490052
Total Pages : 619 pages
Book Rating : 4.1/5 (394 download)
Download or read book Digital Nets and Sequences written by Josef Dick and published by Cambridge University Press. This book was released on 2010-09-09 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Alexander Keller
Publisher : Springer Science & Business Media
ISBN 13 : 3540744967
Total Pages : 684 pages
Book Rating : 4.5/5 (47 download)
Download or read book Monte Carlo and Quasi-Monte Carlo Methods 2006 written by Alexander Keller and published by Springer Science & Business Media. This book was released on 2007-12-30 with total page 684 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Erich Novak
Publisher : European Mathematical Society
ISBN 13 : 9783037190692
Total Pages : 112 pages
Book Rating : 4.1/5 (96 download)
Download or read book Essays on the Complexity of Continuous Problems written by Erich Novak and published by European Mathematical Society. This book was released on 2009 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains five essays on the complexity of continuous problems, written for a wider audience. The first four essays are based on talks presented in 2008 when Henryk Wozniakowski received an honorary doctoral degree from the Friedrich Schiller University of Jena. The focus is on the introduction and history of the complexity of continuous problems, as well as on recent progress concerning the complexity of high-dimensional numerical problems. The last essay provides a brief and informal introduction to the basic notions and concepts of information-based complexity addressed to a general readership.
Author : Christiane Lemieux
Publisher : Springer Science & Business Media
ISBN 13 : 038778165X
Total Pages : 373 pages
Book Rating : 4.3/5 (877 download)
Download or read book Monte Carlo and Quasi-Monte Carlo Sampling written by Christiane Lemieux and published by Springer Science & Business Media. This book was released on 2009-04-03 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute. This book presents essential tools for using quasi–Monte Carlo sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods—uniform and non-uniform random number generation, variance reduction techniques—but the material is presented to prepare the readers for the next step, which is to replace the random sampling inherent to Monte Carlo by quasi–random sampling. The second part of the book deals with this next step. Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo and sequential Monte Carlo, with a discussion of their quasi–Monte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of statistics and enough mathematical maturity to follow through the various techniques used throughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about Monte Carlo and quasi–Monte Carlo methods and researchers interested in an up-to-date guide to these methods.
Author : Leszek Plaskota
Publisher : Springer Science & Business Media
ISBN 13 : 3642274404
Total Pages : 721 pages
Book Rating : 4.6/5 (422 download)
Download or read book Monte Carlo and Quasi-Monte Carlo Methods 2010 written by Leszek Plaskota and published by Springer Science & Business Media. This book was released on 2012-08-23 with total page 721 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.
Author : Harald Niederreiter
Publisher : Springer Science & Business Media
ISBN 13 : 3642187439
Total Pages : 462 pages
Book Rating : 4.6/5 (421 download)
Download or read book Monte Carlo and Quasi-Monte Carlo Methods 2002 written by Harald Niederreiter and published by Springer Science & Business Media. This book was released on 2011-06-28 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.
Author : Michael Drmota
Publisher : Springer
ISBN 13 : 354068333X
Total Pages : 517 pages
Book Rating : 4.5/5 (46 download)
Download or read book Sequences, Discrepancies and Applications written by Michael Drmota and published by Springer. This book was released on 2006-11-14 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main purpose of this book is to give an overview of the developments during the last 20 years in the theory of uniformly distributed sequences. The authors focus on various aspects such as special sequences, metric theory, geometric concepts of discrepancy, irregularities of distribution, continuous uniform distribution and uniform distribution in discrete spaces. Specific applications are presented in detail: numerical integration, spherical designs, random number generation and mathematical finance. Furthermore over 1000 references are collected and discussed. While written in the style of a research monograph, the book is readable with basic knowledge in analysis, number theory and measure theory.
