Monte Carlo and Quasi-Monte Carlo Methods 2006

- Invited Articles
- A Belgian View on Lattice Rules
- MCQMC Algorithms for Solving some Classes of Equations
- MCQMC Methods for Multivariate Statistical Distributions
- Minimal Errors for Strong and Weak Approximation of Stochastic Differential Equations
- Nets, (t, s)-Sequences, and Codes
- Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications
- Random Field Simulation and Applications
- Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics
- Contributed Articles
- Random Walk Algorithm for Estimating the Derivatives of Solution to the Elliptic BVP
- Free-Knot Spline Approximation of Fractional Brownian Motion
- Simulation on Rank-1 Lattices
- Image Synthesis by Rank-1 Lattices
- Continuous Runge-Kutta Methods for Stratonovich Stochastic Differential Equations
- Issues on Computer Search for Large Order Multiple Recursive Generators
- Design and Implementation of Efficient and Portable Multiple Recursive Generators with Few Zero Coefficients
- Approximation of Functions Using Digital Nets
- Construction of Low-Discrepancy Point Sets of Small Size by Bracketing Covers and Dependent Randomized Rounding
- A Coding Theoretic Approach to Building Nets with Well-Equidistributed Projections
- Improvements on Low Discrepancy One-Dimensional Sequences and Two-Dimensional Point Sets
- Improved Multilevel Monte Carlo Convergence using the Milstein Scheme
- Generalized Tractability for Linear Functionals
- An Improved Implementation of Stochastic Particle Methods and Applications to Coagulation Equations
- (t, m, s)-Nets and Maximized Minimum Distance
- Quasi-Monte Carlo Simulation of Discrete-Time Markov Chains on Multidimensional State Spaces
- Computational Engine for a Virtual Tissue Simulator
- Randomized Approximation of Sobolev Embeddings
- Tractability of Linear Multivariate Problems in the Average Case Setting
- Zinterhof Sequences in GRID-Based Numerical Integration
- A Pragmatic View on