BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//talks.cam.ac.uk//v3//EN
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:DAYLIGHT
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
TZNAME:BST
DTSTART:19700329T010000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
TZNAME:GMT
DTSTART:19701025T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
CATEGORIES:Applied and Computational Analysis Graduate Semina
r
SUMMARY:Quasi-Monte Carlo Methods: From Geometric Discrepa
ncy to High Dimensional Integration - Peter Kritze
r (Institute of Financial Mathematics\, University
of Linz)
DTSTART;TZID=Europe/London:20101126T150000
DTEND;TZID=Europe/London:20101126T160000
UID:TALK27763AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/27763
DESCRIPTION:Quasi-Monte Carlo (QMC) methods are well known too
ls which have been developedfor approximating the
value of the integral of a given function. Over th
e past decades\, much progress has been made on nu
merical integration by means of QMC methods in var
ious settings. The theory of uniform distribution
modulo one and classical theory on QMC provide man
y nice problems and also satisfactory answers for
numerical integration algorithms in moderate dimen
sion. However\, the question of how to deal with p
articularly high dimensional problems (i.e.\, the
dimension might be in the hundreds or thousands) h
as become a major challenge and is a very active a
rea of research. In our talk\, we are going to dis
cuss some of the key ideas of uniform distribution
modulo one and QMC methods\, and point out connec
tions to related fields. After a brief overview of
some classical concepts and results\, we are goin
g to present recent developments in the efficient
construction and application of high dimensional q
uasi-Monte Carlo rules. The basic questions we wou
ld like to address are:\n\n• What are examples of
uniformly distributed point sets and QMC rules?\n\
n• How can we define quality measures for QMC rule
s?\n \n• How can we deal with very high dimens
ional problems using QMC?\n\nIn particular\, we ar
e going to present results on Niederreiter’s digit
al (t\, m\, s)-nets and (t\, s)-sequences\, and mo
difications thereof.\n
LOCATION:MR14\, Centre for Mathematical Sciences\, Wilberf
orce Road\, Cambridge
CONTACT:Dan Brinkman
END:VEVENT
END:VCALENDAR