Monte Carlo and Quasi-Monte Carlo Methods: McQmc 2016, Stanford, Ca, August 14-19

Book Overview

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.

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. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.

• Format: Paperback
• Language: English
• ISBN: 3030082555
• ISBN13: 9783030082550
• Release Date: January 2019
• Publisher: Springer
• Length: 479 Pages
• Weight: 1.50 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"