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Introduction to Quasi-Monte Carlo Integration and Applications / / by Gunther Leobacher, Friedrich Pillichshammer
| Introduction to Quasi-Monte Carlo Integration and Applications / / by Gunther Leobacher, Friedrich Pillichshammer |
| Autore | Leobacher Gunther |
| Edizione | [1st ed. 2014.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2014 |
| Descrizione fisica | 1 online resource (XII, 195 p. 21 illus., 16 illus. in color.) : online resource |
| Disciplina | 519.282 |
| Collana | Compact Textbooks in Mathematics |
| Soggetto topico |
Number theory
Numerical analysis Social sciences - Mathematics Number Theory Numerical Analysis Mathematics in Business, Economics and Finance |
| ISBN | 3-319-03425-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- Notation -- 1 Introduction -- 2 Uniform Distribution Modulo One -- 3 QMC Integration in Reproducing Kernel Hilbert Spaces -- 4 Lattice Point Sets -- 5 (t, m, s)-nets and (t, s)-Sequences -- 6 A Short Discussion of the Discrepancy Bounds -- 7 Foundations of Financial Mathematics -- 8 Monte Carlo and Quasi-Monte Carlo Simulation -- Bibliography -- Index. |
| Record Nr. | UNINA-9910299982203321 |
Leobacher Gunther
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| Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Lattice rules : numerical integration, approximation, and discrepancy / / Josef Dick, Peter Kritzer and Friedrich Pillichshammer
| Lattice rules : numerical integration, approximation, and discrepancy / / Josef Dick, Peter Kritzer and Friedrich Pillichshammer |
| Autore | Dick Josef |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] |
| Descrizione fisica | 1 online resource (584 pages) |
| Disciplina | 511.33 |
| Collana | Springer series in computational mathematics |
| Soggetto topico |
Lattice theory
Teoria dels reticles |
| Soggetto genere / forma | Llibres electrònics |
| Soggetto non controllato | Mathematics |
| ISBN | 3-031-09951-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996483154203316 |
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Dick Josef
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| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Lattice Rules : Numerical Integration, Approximation, and Discrepancy / / by Josef Dick, Peter Kritzer, Friedrich Pillichshammer
| Lattice Rules : Numerical Integration, Approximation, and Discrepancy / / by Josef Dick, Peter Kritzer, Friedrich Pillichshammer |
| Autore | Dick J (Josef) |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
| Descrizione fisica | 1 online resource (584 pages) |
| Disciplina | 511.33 |
| Collana | Springer Series in Computational Mathematics |
| Soggetto topico |
Numerical analysis
Computer science - Mathematics Numerical Analysis Mathematics of Computing |
| ISBN | 3-031-09951-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Integration of Smooth Periodic Functions -- Constructions of Lattice Rules -- Modified Construction Schemes -- Discrepancy of Lattice Point Sets -- Extensible Lattice Point Sets -- Lattice Rules for Nonperiodic Integrands -- Intrgration with Respect to Probability Measures -- Integration of Analytic Functions -- Korobov's p-Sets -- Lattice Rules in the Randomized Setting -- Stability of Lattice Rules -- L2-Approximation Using Lattice Rules -- L∞-Approximation Using Lattice Rules -- Multiple Rank-1 Lattice Point Sets -- Fast QMC Matrix-Vector Multiplication -- Partial Diffeential Equations With Random Coefficients -- Numerical Experiments for Lattice Rule Construction Algorithms -- References -- Index. |
| Record Nr. | UNINA-9910585773303321 |
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Dick J (Josef)
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2022, Linz, Austria, July 17–22 / / edited by Aicke Hinrichs, Peter Kritzer, Friedrich Pillichshammer
| Monte Carlo and Quasi-Monte Carlo Methods : MCQMC 2022, Linz, Austria, July 17–22 / / edited by Aicke Hinrichs, Peter Kritzer, Friedrich Pillichshammer |
| Edizione | [1st ed. 2024.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024 |
| Descrizione fisica | 1 online resource (657 pages) |
| Disciplina | 519.282 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Mathematics - Data processing
Statistics Computer science Mathematics Numerical analysis Computational Science and Engineering Statistical Theory and Methods Computer Science Applications of Mathematics Numerical Analysis |
| ISBN |
9783031597626
9783031597619 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Invited Articles: C. A. Beschle, A. Barth, Quasi Continuous Level Monte Carlo for Random Elliptic PDEs -- M. B. Giles, MLMC Techniques for Discontinuous Functions -- T. Helin, A. M. Stuart, A. L. Teckentrup, K. C. Zygalakis, Introduction to Gaussian Process Regression in Bayesian Inverse Problems, with new Results on Experimental Design for Weighted Error Measures -- V. Kaarnioja, Frances Y. Kuo, Ian H. Sloan, Lattice-Based Kernel Approximation and Serendipitous Weights for Parametric PDEs in Very High Dimensions -- E. Novak, Optimal Algorithms for Numerical Integration: Recent Results and Open Problems -- Chris. J. Oates, Minimum Kernel Discrepancy Estimators -- Gabriel Stoltz, Error Estimates and Variance Reduction for Nonequilibrium Stochastic Dynamics -- Part II Contributed Articles: F. Bernal, A. Berridi, Heuristics for the Probabilistic Solution of BVPs with Mixed Boundary Conditions -- Sou-Cheng T. Choi, Y. Ding, Fred J. Hickernell, J. Rathinavel, Aleksei G. Sorokin, Challenges in Developing Great Quasi-Monte Carlo Software -- L. Enzi, S. Thonhauser, Numerical Computation of Risk Functionals in PDMP Risk Models -- J. Fiedler, M. Gnewuch, Christian Weiß, New Bounds for the Extreme and the Star Discrepancy of Double-Infinite Matrices -- C. García-Pareja, F. Nobile, Unbiased Likelihood Estimation of Wright-Fisher Diffusion Processes -- Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan, A. Srikumar, Theory and Construction of Quasi-Monte Carlo Rules for Asian Option Pricing and Density Estimation -- Philipp A. Guth, V. Kaarnioja, Application of Dimension Truncation Error Analysis to High Dimensional Function Approximation in Uncertainty Quantification -- Rami El Haddad, C. Lécot, Pierre L’Ecuyer, Simple Stratified Sampling for Simulating Multi-Dimensional Markov Chains -- K. Harsha, M. Gnewuch, M. Wnuk, Infinite-Variate 𝐿2-Approximation with Nested Subspace Sampling -- S. Heinrich, Randomized Complexity of Vector-Valued Approximation -- A. Keller, C. Wächter, N. Binder, Quasi-Monte Carlo Algorithms (not only) for Graphics Software -- S. Krumscheid, Per Pettersson, Sequential Estimation using Hierarchically Stratified Domains with Latin Hypercube Sampling -- Frances Y. Kuo, Weiwen Mo, D. Nuyens, Ian H. Sloan, A. Srikumar, Comparison of Two Search Criteria for Lattice-based Kernel Approximation -- M. Longo, C. Schwab, A. Stein, A-posteriori QMC-FEM Error Estimation for Bayesian Inversion and Optimal Control with Entropic Risk Measure -- E. Løvbak, F. Blondeel, A. Lee, L. Vanroye, Andreas Van Barel, G. Samaey, Reversible Random Number Generation for Adjoint Monte Carlo Simulation of the Heat Equation -- H. Maatouk, D. Rullière, X. Bay, Large Scale Gaussian Processes with Matheron’s Update Rule and Karhunen-Loève Expansion -- A. Mickel, A. Neuenkirch, The Order Barrier for the 𝐿1-approximation of the Log-Heston SDE at a Single Point -- D. Nuyens, L. Wilkes, A Randomised Lattice Rule Algorithm with Pre-determined Generating Vector and Random Number of Points for Korobov Spaces with 0 < 𝛼 ≤ 1/2 -- L. Paulin, D. Coeurjolly, N. Bonneel, Jean-Claude Iehl, V. Ostromoukhov, A. Keller, Generator Matrices by Solving Integer Linear Programs -- K. Ravi, T. Neckel, Hans-Joachim Bungartz, Multi-fidelity No-U-Turn Sampling -- C. Reisinger, M. Olympia Tsianni, Convergence of the Euler–Maruyama Particle Scheme for a Regularised McKean–Vlasov Equation Arising from the Calibration of Local-stochastic Volatility models -- A. G. Sorokin, J. Rathinavel, On Bounding and Approximating Functions of Multiple Expectations using Quasi-Monte Carlo -- K. Spendier, M. Szölgyenyi, Convergence of the Tamed-Euler–Maruyama Method for SDEs with Discontinuous and Polynomially Growing Drift -- Víctor de la Torre, J. Marzo, QMC Strength for some Random Configurations on the Sphere -- P. Vanmechelen, G. Lombaert, G. Samaey, Multilevel MCMC with Level-Dependent Data in a Model Case of Structural Damage Assessment -- M. Wnuk, A Note on Compact Embeddings of Reproducing Kernel Hilbert Spaces in 𝐿2 and Infinite-variate Function Approximation. |
| Record Nr. | UNINA-9910874687003321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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