Monte Carlo and Quasi-Monte Carlo Methods 2006

Front Matter....Pages I-X
A Belgian View on Lattice Rules....Pages 3-21
MCQMC Algorithms for Solving some Classes of Equations....Pages 23-33
MCQMC Methods for Multivariate Statistical Distributions....Pages 35-52
Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations....Pages 53-82
Nets, ( t, s )-Sequences, and Codes....Pages 83-100
Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications....Pages 101-142
Random Field Simulation and Applications....Pages 143-165
Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics....Pages 167-177
Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP....Pages 181-194
Free-Knot Spline Approximation of Fractional Brownian Motion....Pages 195-204
Simulation on Rank-1 Lattices....Pages 205-216
Image Synthesis by Rank-1 Lattices....Pages 217-236
Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations....Pages 237-250
Issues on Computer Search for Large Order Multiple Recursive Generators....Pages 251-261
Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients....Pages 263-273
Approximation of Functions Using Digital Nets....Pages 275-297
Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding....Pages 299-312
A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections....Pages 313-325
Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets....Pages 327-341
Improved Multilevel Monte Carlo Convergence using the Milstein Scheme....Pages 343-358
Generalized Tractability for Linear Functionals....Pages 359-381
An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations....Pages 383-395
( t, m, s )-Nets and Maximized Minimum Distance....Pages 397-412
Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces....Pages 413-429
Computational Engine for a Virtual Tissue Simulator....Pages 431-443
Randomized Approximation of Sobolev Embeddings....Pages 445-459
Tractability of Linear Multivariate Problems in the Average Case Setting....Pages 461-493
Zinterhof Sequences in GRID-Based Numerical Integration....Pages 495-510
A Pragmatic View on Numerical Integration of Unbounded Functions....Pages 511-528
Assessment of Genetic Association using Haplotypes Inferred with Uncertainty via Markov Chain Monte Carlo....Pages 529-535
The Generalized Gibbs Sampler and the Neighborhood Sampler....Pages 537-547
The Weighted Dyadic Diaphony of Digital Sequences....Pages 549-560
A New Criterion for Finiteness of Weight Estimator Variance in Statistical Simulation....Pages 561-576
Optimal Pointwise Approximation of a Linear Stochastic Heat Equation with Additive Space-Time White Noise....Pages 577-589
Unbiased Global Illumination with Participating Media....Pages 591-605
SIMD-Oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator....Pages 607-622
A New Lower Bound on the t -Parameter of ( t, s )-Sequences....Pages 623-632
Walk-on-Spheres Algorithm for Solving Boundary-Value Problems with Continuity Flux Conditions....Pages 633-643
Good Lattice Rules with a Composite Number of Points Based on the Product Weighted Star Discrepancy....Pages 645-658
Ergodic Simulations for Diffusion in Random Velocity Fields....Pages 659-668
Efficient Simultaneous Simulation of Markov Chains....Pages 669-684
Back Matter....Pages 685-698