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ORCIDMathematics and Computers in Simulation, Volume 143
Volume 143, January 2018
- Evelyn Buckwar
, Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer, Arne Winterhof:
Editorial. 1-2 - Ralph Kritzinger:
An exact formula for the L2 discrepancy of the symmetrized Hammersley point set. 3-13 - José Infante Acevedo, Tony Lelièvre:
A non linear approximation method for solving high dimensional partial differential equations: Application in finance. 14-34 - Christian Irrgeher, Peter Kritzer, Friedrich Pillichshammer:
Integration and approximation in cosine spaces of smooth functions. 35-45 - Karl K. Sabelfeld:
A random walk on spheres based kinetic Monte Carlo method for simulation of the fluctuation-limited bimolecular reactions. 46-56 - Wilfried Meidl:
A secondary construction of bent functions, octal gbent functions and their duals. 57-64 - Antoine Lejay:
A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers. 65-77 - Roswitha Hofer:
Halton-type sequences in rational bases in the ring of rational integers and in the ring of polynomials over a finite field. 78-88 - Ankush Agarwal, Stefano De Marco, Emmanuel Gobet, Gang Liu:
Study of new rare event simulation schemes and their application to extreme scenario generation. 89-98 - Annika Lang, Andreas Petersson:
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations. 99-113 - Jie Li, Jianliang Zheng, Paula A. Whitlock:
Efficient deterministic and non-deterministic pseudorandom number generation. 114-124 - Denis Belomestny, Stefan Häfner, Mikhail Urusov:
Stratified regression-based variance reduction approach for weak approximation schemes. 125-137 - Wolfgang Wagner:
A random walk model for the Schrödinger equation. 138-148 - Raphael Kruse, Michael Scheutzow:
A discrete stochastic Gronwall lemma. 149-157 - Florian Puchhammer:
On an explicit lower bound for the star discrepancy in three dimensions. 158-168 - Karl K. Sabelfeld:
Stochastic projection methods and applications to some nonlinear inverse problems of phase retrieving. 169-175 - Christoph Reisinger:
The non-locality of Markov chain approximations to two-dimensional diffusions. 176-185 - Mario Ullrich:
A lower bound for the dispersion on the torus. 186-190 - Pierre L'Ecuyer, David Munger, Christian Lécot, Bruno Tuffin:
Sorting methods and convergence rates for Array-RQMC: Some empirical comparisons. 191-201 - Alexander D. Gilbert, Frances Y. Kuo, Ian H. Sloan:
Hiding the weights - CBC black box algorithms with a guaranteed error bound. 202-214 - Andrea Barth, Tobias Stüwe:
Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise. 215-225
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