Ebook: Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing: Proceedings of a conference at the University of Nevada, Las Vegas, Nevada, USA, June 23–25, 1994

Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.

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Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.

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Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.
Content:
Front Matter....Pages i-xiv
Modified Monte Carlo Methods Using Quasi-Random Sequences....Pages 1-16
Simulated Annealing: Folklore, Facts, and Directions....Pages 17-48
Two Approaches to the Initial Transient Problem....Pages 49-57
Tables of (T, M, S)-Net and (T, 5)-Sequence Parameters....Pages 58-86
New Developments in Uniform Pseudorandom Number and Vector Generation....Pages 87-120
Quasi-Monte Carlo Methods for Particle Transport Problems....Pages 121-148
Non-Adaptive Coverings for Optimization of Gaussian Random Fields....Pages 149-157
The Method of Fundamental Solutions and the Quasi-Monte Carlo Method for Poisson’s Equation....Pages 158-167
Implementation of a Distributed Pseudorandom Number Generator....Pages 168-185
On the lattice test for inversive congruential pseudorandom numbers....Pages 186-197
Discrepancy lower bound in two dimensions....Pages 198-204
Stable Estimators for Self-Adjusting Simulations....Pages 205-212
A Comparison of Random and Quasirandom Points for Multidimensional Quadrature....Pages 213-227
A Simulation Study of a Change-Point Poisson Process Based on Two Well-known Test Statistics....Pages 228-238
A Quasi-Monte Carlo Algorithm for the Global Illumination Problem in the Radiosity Setting....Pages 239-251
Multivariate Walsh series, digital nets and quasi-Monte Carlo integration....Pages 252-262
Parallel Pseudorandom Number Generation Using Additive Lagged-Fibonacci Recursions....Pages 263-277
Quasirandom Diffusion Monte Carlo....Pages 278-298
Randomly Permuted (t,m,s)-Nets and (t, s)-Sequences....Pages 299-317
Quantum Monte Carlo Simulation: Algorithm and Applications....Pages 318-332
A Coupled Monte Carlo/Explicit Euler Method for the Numerical Simulation of a Forest Fire Spreading Model....Pages 333-345
Microcanonical Monte Carlo....Pages 346-353
Computational Investigations of Low-Discrepancy Point Sets II....Pages 354-361
Estimates for the Volume of Points of (0, s)-Sequences in Base b ? s ? 2....Pages 362-372
Back Matter....Pages 373-374

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Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.
Content:
Front Matter....Pages i-xiv
Modified Monte Carlo Methods Using Quasi-Random Sequences....Pages 1-16
Simulated Annealing: Folklore, Facts, and Directions....Pages 17-48
Two Approaches to the Initial Transient Problem....Pages 49-57
Tables of (T, M, S)-Net and (T, 5)-Sequence Parameters....Pages 58-86
New Developments in Uniform Pseudorandom Number and Vector Generation....Pages 87-120
Quasi-Monte Carlo Methods for Particle Transport Problems....Pages 121-148
Non-Adaptive Coverings for Optimization of Gaussian Random Fields....Pages 149-157
The Method of Fundamental Solutions and the Quasi-Monte Carlo Method for Poisson’s Equation....Pages 158-167
Implementation of a Distributed Pseudorandom Number Generator....Pages 168-185
On the lattice test for inversive congruential pseudorandom numbers....Pages 186-197
Discrepancy lower bound in two dimensions....Pages 198-204
Stable Estimators for Self-Adjusting Simulations....Pages 205-212
A Comparison of Random and Quasirandom Points for Multidimensional Quadrature....Pages 213-227
A Simulation Study of a Change-Point Poisson Process Based on Two Well-known Test Statistics....Pages 228-238
A Quasi-Monte Carlo Algorithm for the Global Illumination Problem in the Radiosity Setting....Pages 239-251
Multivariate Walsh series, digital nets and quasi-Monte Carlo integration....Pages 252-262
Parallel Pseudorandom Number Generation Using Additive Lagged-Fibonacci Recursions....Pages 263-277
Quasirandom Diffusion Monte Carlo....Pages 278-298
Randomly Permuted (t,m,s)-Nets and (t, s)-Sequences....Pages 299-317
Quantum Monte Carlo Simulation: Algorithm and Applications....Pages 318-332
A Coupled Monte Carlo/Explicit Euler Method for the Numerical Simulation of a Forest Fire Spreading Model....Pages 333-345
Microcanonical Monte Carlo....Pages 346-353
Computational Investigations of Low-Discrepancy Point Sets II....Pages 354-361
Estimates for the Volume of Points of (0, s)-Sequences in Base b ? s ? 2....Pages 362-372
Back Matter....Pages 373-374
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