MCQMC 2014 Travel Support

该项目资助美国研究人员参加将于2014年4月6日至11日在比利时鲁汶举行的第11届科学计算蒙特卡罗和准蒙特卡罗方法国际会议的旅费。会议将讨论伪随机数生成的先进方法、低偏差点集的构造、算法的复杂性、粒子方法、罕见事件模拟、马尔科夫链蒙特卡罗和蒙特卡罗方法的应用。将有关于多水平蒙特卡罗和全局灵敏度指标的教程。蒙特卡罗(MC)方法是使用随机数生成器的基于计算机的模拟。这个名字是由原子研究人员在20世纪40年代给出的，他们把他们的模拟方法比作在赌场里计分，以便了解一些几率。蒙特卡罗方法被用于科学和工程的每一个分支，因为它们允许使用强力计算机处理太复杂而无法用数学方法解决的问题。拟蒙特卡罗(QMC)方法用策略选择的随机数代替模拟的随机数。在不碰运气的情况下，准确度的大幅提高是可能的。MC和QMC方法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，用于将真实结果从机会波动中分离出来的统计推断，以及许多其他领域。QMC的大部分顶级工作都在欧洲、亚洲、加拿大和澳大利亚完成。这次会议将汇集来自世界各地的顶尖研究人员，分享成果。该项目将资助美国研究人员参加这次知识交流的旅费。其中一名研究人员是一位在美国发表重要演讲的专家。大部分资金是为美国数学科学领域的年轻研究人员提供的，包括博士生、博士后和初级教授。会议的进一步更新将在会议网站上公布：http://mcqmc2014.cs.kuleuven.be/

The project funds the travel expenses of US-based researchers to the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo methods in Scientific Computing, to be held in Leuven, Belgium, April 6--11 2014. The meeting will consider advanced methods for psuedo-random number generation, construction of low discrepancy point sets, complexity of algorithms, particle methods, rare event simulation, Markov chain Monte Carlo and applications of Monte Carlo methods. There will be tutorial sessions on multilevel Monte Carlo and on global sensitivity indices.The Monte Carlo (MC) method is a computer based simulation using random number generators. The name was given by atomic researchers inthe 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 leavingless 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. The project will support travel expenses of US based researchers to participate in this exchange of knowledge. One of the researchers is a US-based expert giving a major talk. The majority of the funds are for young US-based researchers in the mathematical sciences, including PhD students, postdocs, and junior professors.Further updates will be made available via the conference website: http://mcqmc2014.cs.kuleuven.be/