MCQMC 2012

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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.