Monte Carlo and Quasi-Monte Carlo Methods MCQMC, Leuven, Belgium, Ap

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are maj

  • PDF / 15,550,152 Bytes
  • 624 Pages / 453.543 x 683.15 pts Page_size
  • 98 Downloads / 217 Views

DOWNLOAD

REPORT


Ronald Cools Dirk Nuyens Editors

Monte Carlo and QuasiMonte Carlo Methods MCQMC, Leuven, Belgium, April 2014

Springer Proceedings in Mathematics & Statistics Volume 163

Springer Proceedings in Mathematics & Statistics This book series features volumes composed of selected contributions from workshops and conferences in all areas of current research in mathematics and statistics, including operation research and optimization. In addition to an overall evaluation of the interest, scientific quality, and timeliness of each proposal at the hands of the publisher, individual contributions are all refereed to the high quality standards of leading journals in the field. Thus, this series provides the research community with well-edited, authoritative reports on developments in the most exciting areas of mathematical and statistical research today.

More information about this series at http://www.springer.com/series/10533

Ronald Cools Dirk Nuyens •

Editors

Monte Carlo and Quasi-Monte Carlo Methods MCQMC, Leuven, Belgium, April 2014

123

Editors Ronald Cools Department of Computer Science KU Leuven Heverlee Belgium

Dirk Nuyens Department of Computer Science KU Leuven Heverlee Belgium

ISSN 2194-1009 ISSN 2194-1017 (electronic) Springer Proceedings in Mathematics & Statistics ISBN 978-3-319-33505-6 ISBN 978-3-319-33507-0 (eBook) DOI 10.1007/978-3-319-33507-0 Library of Congress Control Number: 2016937963 Mathematics Subject Classification (2010): 11K45, 11K38, 65-06, 65C05, 65D30, 65D18, 65C30, 65C35, 65C40, 91G60 © Springer International Publishing Switzerland 2016 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG Switzerland

Preface

This volume represents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the KU Leuven in Belgium from