Ninth IMACS Seminar on Monte Carlo Methods

Jul 15 2013 - 00:00
Jul 19 2013 - 23:59
Venue: 

Annecy-le-Vieux, France

Short description of the event: 

Algorithms for high dimensional problems and complexity
Computational stochastic differential equations
Generation of random numbers
Low discrepancy point sets and sequences
Markov Chain Monte Carlo
Multilevel Monte Carlo

nvited Speakers
P. Del Moral, INRIA Bordeaux Sud-Ouest, France
I. Dimov, Bulgarian Academy of Science, Bulgaria
M. Giles, University of Oxford, United Kingdom
H. Niederreiter, Österreichische Akademie der Wissenschaften, Österreich
C. Robert, Université Paris-Dauphine, France

The topics cover the following theoretical developments:
Algorithms for high dimensional problems and complexity
Computational stochastic differential equations
Generation of random numbers
Low discrepancy point sets and sequences
Markov Chain Monte Carlo
Multilevel Monte Carlo

Special interest may focus on the areas of applications:
Biology
Chemical Engineering
Computational finance
Nanostructures
Particle physics
Semiconductor devices

satunnaisuus