MC2QMC'04

Monte Carlo methods and quasi-Monte Carlo methods
Probabilistic methods for partial differential equations

The conference will focus on a number of topics, including, but not limited to, the following:

generation of random numbers * low discrepancy sequences * space-filling experimental designs
integration * integral equations approximation * simulation * optimization
variance reduction * computational complexity * implementation in parallel architectures
Markov chain Monte Carlo * statistical inference * financial risk management * valuation of financial derivatives
statistical physics * particle transport * design of computer experiments * image rendering
probabilistic interpretation of PDEs and kinetic equations * stochastic particle systems
simulation of stochastic processes

Aim and scope, Plenary sessions, Program committee

List of participants

Download the Poster in JPEG.
Download the Poster in PDF.

MC2QMC 2004 is organized by INRIA

Organizing committee
Mireille Bossy
Madalina Deaconu
Etienne Tanré
members of the OMEGA Team

MC2QMC 2004 is sponsored by the PACA Regional Council and the General Council of Côte d'Azur

MC2QMC 2004 is supported by

The mcqmc Web site : http://www.mcqmc.org/

Last modified: July, 2004