MCQMC 2012

本项目资助美国研究人员参加将于2012年2月在澳大利亚悉尼举行的第十届蒙特卡罗和准蒙特卡罗方法国际会议的差旅费。会议将考虑伪随机数生成的先进方法，低差异点集的构建，以及算法的复杂性。将会有关于蒙特卡罗、准蒙特卡罗和马尔可夫链蒙特卡罗的辅导课。蒙特卡罗（MC）方法是一种使用随机数生成器的计算机模拟方法。这个名字是由原子研究人员在20世纪40年代起的，他们把他们的模拟方法比作在赌场里记分以了解一些赔率。蒙特卡罗方法被用于科学和工程的每个分支，因为它们允许使用蛮力计算机能力来解决过于复杂而无法用数学方法解决的问题。准蒙特卡罗（QMC）方法用策略选择的随机数代替模拟的随机数。通过减少偶然性，可以大大提高准确性。MC和QMC方法被广泛应用于制作动画电影和其他图像的计算机图形学，用于控制风险的计算金融，用于将真实结果与偶然波动分开的统计推断以及许多其他领域。QMC的大部分顶级工作是在欧洲、亚洲、加拿大和澳大利亚完成的。这次会议将汇集来自世界各地的主要研究人员来分享成果。本项目将资助美国研究人员参加此次知识交流的差旅费。得到支持的研究人员中有两位是美国专家，他们将举行重要的（全体）会议。在其他得到支持的研究人员中，将优先考虑在数学科学领域从事学术工作的年轻美国研究人员，特别是博士后学生和初级教师，但也包括博士生。

This project funds the travel expenses of US based researchers to the tenth International conference on Monte Carlo and quasi-Monte Carlo methods, to be held in Sydney Australia in February 2012. The meeting will consider advanced methods for psuedo-random number generation, construction of low discrepancy point sets, and complexity of algorithms. There will be tutorial sessions on Monte Carlo, quasi-Monte Carlo and Markov chain Monte Carlo.The Monte Carlo (MC) method is a computer based simulation using random number generators. The name was given by atomic researchers in the 1940s who likened their simulation methods to keeping score in a casino in order to learn some odds. Monte Carlo methods are used in every branch of science and engineering because they allow brute force computer power to be used on problems that are too complicated to solve mathematically. Quasi-Monte Carlo (QMC) methods replace simulated random numbers by strategically chosen ones. By leaving less to chance, large improvements in accuracy are possible. MC and QMC methods are widely applied in computer graphics to make animated movies and other images, in computational finance to control risks, in statistical inference to separate real findings from chance fluctuations, and in many other areas. Much of the top QMC work is done in Europe, Asia, Canada and Australia. This conference will bring together leading researchers from around the world to share results. This project will support travel expenses of US based researchers to participate in this exchange of knowledge. Two of the researchers to be supported are US experts giving major(plenary) talks. Of the other researchers to be supported priority will be given to academically young US researchers in the mathematical sciences, especially postdoctoral students and junior faculty, but also including PhD students.