Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing to be held June 22-26, 1998, in Claremont, California
Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing to be held June 22-26, 1998, in Claremont, California
批准号:
9729260
负责人:
Jerome Spanier
金额:
$1.23万
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
1998
资助国家:
美国
项目状态:
已结题
起止时间:
1998-04-15 至 1999-09-30
中文摘要
Spanier DMS 9729260 准蒙特卡罗方法是应用数学中非常活跃和具有广泛影响力的领域,其中高度复杂的数学建模,模拟和概率论用于解决各种各样的现实问题,而这些问题不适合其他解决方法。传统的蒙特卡罗方法提供了在计算机上研究这些问题的工具,利用概率论和统计误差估计。准蒙特卡罗方法本质上是蒙特卡罗方法的确定性版本,不是基于随机选择的样本,而是基于仔细选择的确定性节点集。他们的分析利用数论,组合数学,抽象代数,甚至代数几何。在过去的几年里,令人兴奋的新的混合方法,结合了随机和确定性模型的最佳功能,已被开发应用于许多最困难的今天的问题。 将于1998年6月22日至26日在加州的克莱蒙举行的第三届科学计算蒙特卡罗和准蒙特卡罗方法国际会议将评估蒙特卡罗和准蒙特卡罗理论的最新进展,并讨论这些方法在当今科学家、工程师和经济学家面临的一系列问题中的应用,核物理和工程中出现的问题,半导体和计算机建模、密码分析、石油勘探和金融工程-仅举几个重要应用。
英文摘要
Spanier DMS 9729260 Monte Carlo & Quasi-Monte Carlo methods are very active and pervasively influential areas of applied mathematics in which highly sophisticated uses of mathematical modeling, simulation and probability theory are used to solve a wide variety of real-world problems not amenable to other solution methods. Conventional Monte Carlo methods provide tools for studying such problems on a computer, making use of probability theory and statistical error estimation. Quasi-Monte Carlo methods are essentially deterministic versions of Monte Carlo methods, based not on randomly chosen samples but carefully chosen deterministic nodal sets. Their analysis utilizes number theory, combinatorics, abstract algebra and even algebraic geometry. And in the past several years, exciting new hybrid methods, combining the best features of both stochastic and deterministic models, have been developed for application to many of the most difficult of today's problems. The Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, to be held in Claremont, California June 22-26, 1998, will assess recent progress in Monte Carlo and Quasi-Monte Carlo theory and address the application of these methods to a range of problems challenging scientists, engineers and economists today, problems arising in nuclear physics and engineering, semiconductor and computer modeling, cryptanalysis, oil exploration, and financial engineering - to name just a few important applications.
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会议论文
AMC-SS Self-Optimized Monte Carlo Methods for Radiative Transport
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批准号:0712853
-
项目类别:Standard Grant
-
资助金额:$11.38万
-
财政年份:2007
-
负责人:Jerome Spanier
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依托单位:
Interdisciplinary Grants in the Mathematical Sciences
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批准号:0075117
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项目类别:Standard Grant
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资助金额:$10.0万
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财政年份:2000
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负责人:Jerome Spanier
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依托单位:
Research Initiation and Support
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批准号:7706915
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项目类别:Standard Grant
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资助金额:$14.94万
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财政年份:1977
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负责人:Jerome Spanier
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依托单位:
Experimental Career-Oriented Degree Programs in the Mathematical Sciences With Emphasis on Practical Experience
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批准号:7683365
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项目类别:Standard Grant
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资助金额:$21.47万
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财政年份:1977
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负责人:Jerome Spanier
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依托单位:
海外基金