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Author: I. H. Sloan
Publisher: Oxford University Press
ISBN: 9780198534723
Category : Mathematics
Languages : en
Pages : 256
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Book Description
This is the first book devoted to lattice methods, a recently developed way of calculating multiple integrals in many variables. Multiple integrals of this kind arise in fields such as quantum physics and chemistry, statistical mechanics, Bayesian statistics and many others. Lattice methods are an effective tool when the number of integrals are large. The book begins with a review of existing methods before presenting lattice theory in a thorough, self-contained manner, with numerous illustrations and examples. Group and number theory are included, but the treatment is such that no prior knowledge is needed. Not only the theory but the practical implementation of lattice methods is covered. An algorithm is presented alongside tables not available elsewhere, which together allow the practical evaluation of multiple integrals in many variables. Most importantly, the algorithm produces an error estimate in a very efficient manner. The book also provides a fast track for readers wanting to move rapidly to using lattice methods in practical calculations. It concludes with extensive numerical tests which compare lattice methods with other methods, such as the Monte Carlo.
Author: I. H. Sloan
Publisher: Oxford University Press
ISBN: 9780198534723
Category : Mathematics
Languages : en
Pages : 256
Get Book Here
Book Description
This is the first book devoted to lattice methods, a recently developed way of calculating multiple integrals in many variables. Multiple integrals of this kind arise in fields such as quantum physics and chemistry, statistical mechanics, Bayesian statistics and many others. Lattice methods are an effective tool when the number of integrals are large. The book begins with a review of existing methods before presenting lattice theory in a thorough, self-contained manner, with numerous illustrations and examples. Group and number theory are included, but the treatment is such that no prior knowledge is needed. Not only the theory but the practical implementation of lattice methods is covered. An algorithm is presented alongside tables not available elsewhere, which together allow the practical evaluation of multiple integrals in many variables. Most importantly, the algorithm produces an error estimate in a very efficient manner. The book also provides a fast track for readers wanting to move rapidly to using lattice methods in practical calculations. It concludes with extensive numerical tests which compare lattice methods with other methods, such as the Monte Carlo.
Author: Harald Niederreiter
Publisher: SIAM
ISBN: 9781611970081
Category : Mathematics
Languages : en
Pages : 247
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Book Description
Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This volume contains recent important work in these two areas, and stresses the interplay between them. Some developments contained here have never before appeared in book form. Includes the discussion of the integrated treatment of pseudorandom numbers and quasi-Monte Carlo methods; the systematic development of the theory of lattice rules and the theory of nets and (t,s)-sequences; the construction of new and better low-discrepancy point sets and sequences; Nonlinear congruential methods; the initiation of a systematic study of methods for pseudorandom vector generation; and shift-register pseudorandom numbers. Based on a series of 10 lectures presented by the author at a CBMS-NSF Regional Conference at the University of Alaska at Fairbanks in 1990 to a selected group of researchers, this volume includes background material to make the information more accessible to nonspecialists.
Author: John H. Conway
Publisher: Springer Science & Business Media
ISBN: 1475720165
Category : Mathematics
Languages : en
Pages : 690
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Book Description
The main themes. This book is mainly concerned with the problem of packing spheres in Euclidean space of dimensions 1,2,3,4,5, . . . . Given a large number of equal spheres, what is the most efficient (or densest) way to pack them together? We also study several closely related problems: the kissing number problem, which asks how many spheres can be arranged so that they all touch one central sphere of the same size; the covering problem, which asks for the least dense way to cover n-dimensional space with equal overlapping spheres; and the quantizing problem, important for applications to analog-to-digital conversion (or data compression), which asks how to place points in space so that the average second moment of their Voronoi cells is as small as possible. Attacks on these problems usually arrange the spheres so their centers form a lattice. Lattices are described by quadratic forms, and we study the classification of quadratic forms. Most of the book is devoted to these five problems. The miraculous enters: the E 8 and Leech lattices. When we investigate those problems, some fantastic things happen! There are two sphere packings, one in eight dimensions, the E 8 lattice, and one in twenty-four dimensions, the Leech lattice A , which are unexpectedly good and very 24 symmetrical packings, and have a number of remarkable and mysterious properties, not all of which are completely understood even today.
Author: Peter Hellekalek
Publisher: Springer Science & Business Media
ISBN: 9780387985541
Category : Mathematics
Languages : en
Pages : 358
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Book Description
This book sumarizes recent theoretical and practical developments. The generation and the assessment of pseudo- and quasi-random point sets is one of the basic tasks of applied mathematics and statistics, with implications for Monte Carlo methods, stochastic simulation, and applied statistics. They are also of strong theoretical interest, with applications to algebraic geometry, metric number theory, probability theory, and cryptology.
Author: Roman Wyrzykowski
Publisher: Springer Nature
ISBN: 303130442X
Category : Computers
Languages : en
Pages : 487
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Book Description
This two-volume set, LNCS 13826 and LNCS 13827, constitutes the proceedings of the 14th International Conference on Parallel Processing and Applied Mathematics, PPAM 2022, held in Gdansk, Poland, in September 2022. The 77 regular papers presented in these volumes were selected from 132 submissions. For regular tracks of the conference, 33 papers were selected from 62 submissions. The papers were organized in topical sections named as follows: Part I: numerical algorithms and parallel scientific computing; parallel non-numerical algorithms; GPU computing; performance analysis and prediction in HPC systems; scheduling for parallel computing; environments and frameworks for parallel/cloud computing; applications of parallel and distributed computing; soft computing with applications and special session on parallel EVD/SVD and its application in matrix computations. Part II: 9th Workshop on Language-Based Parallel Programming (WLPP 2022); 6th Workshop on Models, Algorithms and Methodologies for Hybrid Parallelism in New HPC Systems (MAMHYP 2022); first workshop on quantum computing and communication; First Workshop on Applications of Machine Learning and Artificial Intelligence in High Performance Computing (WAML 2022); 4th workshop on applied high performance numerical algorithms for PDEs; 5th minisymposium on HPC applications in physical sciences; 8th minisymposium on high performance computing interval methods; 7th workshop on complex collective systems.
Author: Josef Dick
Publisher: Springer
ISBN: 3319724568
Category : Mathematics
Languages : en
Pages : 1330
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Book Description
This book is a tribute to Professor Ian Hugh Sloan on the occasion of his 80th birthday. It consists of nearly 60 articles written by international leaders in a diverse range of areas in contemporary computational mathematics. These papers highlight the impact and many achievements of Professor Sloan in his distinguished academic career. The book also presents state of the art knowledge in many computational fields such as quasi-Monte Carlo and Monte Carlo methods for multivariate integration, multi-level methods, finite element methods, uncertainty quantification, spherical designs and integration on the sphere, approximation and interpolation of multivariate functions, oscillatory integrals, and in general in information-based complexity and tractability, as well as in a range of other topics. The book also tells the life story of the renowned mathematician, family man, colleague and friend, who has been an inspiration to many of us. The reader may especially enjoy the story from the perspective of his family, his wife, his daughter and son, as well as grandchildren, who share their views of Ian. The clear message of the book is that Ian H. Sloan has been a role model in science and life.
Author: Hansjörg Albrecher
Publisher: Walter de Gruyter
ISBN: 3110213133
Category : Finance
Languages : en
Pages : 465
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Book Description
Annotation This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a a ~Special Semester on Stochastics with Emphasis on Financea (TM) that took place from September to December 2008 at the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, Austria
Author: Alan Genz
Publisher: Springer Science & Business Media
ISBN: 3642016898
Category : Computers
Languages : en
Pages : 130
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Book Description
Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for the computation of these probabilities for problems with one or two variables. This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. The book discusses methods for specialized problems as well as methods for general problems. The book includes examples that illustrate the probability computations for a variety of applications.
Author: Josef Dick
Publisher: Springer Science & Business Media
ISBN: 3642410952
Category : Mathematics
Languages : en
Pages : 680
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Book Description
This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. 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. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.
Author: Larry A. Glasgow
Publisher: John Wiley & Sons
ISBN: 1118749928
Category : Technology & Engineering
Languages : en
Pages : 256
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Book Description
Prepare students for success in using applied mathematics for engineering practice and post-graduate studies Moves from one mathematical method to the next sustaining reader interest and easing the application of the techniques Uses different examples from chemical, civil, mechanical and various other engineering fields Based on a decade’s worth of the authors lecture notes detailing the topic of applied mathematics for scientists and engineers Concisely writing with numerous examples provided including historical perspectives as well as a solutions manual for academic adopters
