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Scientific program
The conference
will include invited lectures (50 minutes), keynote lectures (30 minutes),
and contributed talks (30 minutes).
The scientific
program of the Eighth
IMACS Seminar on Monte Carlo Methods 2011 is available here.
List of talks
Invited plenary talks
Special session on Stochastic
Computation and Complexity of High Dimensional Problems
Special session on Sensitivity
Analysis
Special session on High-performance
Computations for Monte Carlo Applications
Special session on Stochastic
Metaheuristics for Optimization Problems
Special session on Sequential
Monte Carlo Methods for Large-scale Problems
Special session on Semiconductor
Devices and Nanostructures
Contributed talks
The official
conference language is English.
The purpose of the seminar is to provide a forum for the presentation of recent
advances in the analysis, implementation and applications of Monte Carlo
methods and, in particular to stimulate
the exchange of information between specialists in these areas.
The topics of the conference cover both, theoretical developments such as
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simulation of random numbers, processes and fields,
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integration and integral equations,
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PDEs and SDEs,
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MC error analysis, variance reduction,
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quasi-MC methods,
and application fields like:
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diffusion, and particle transport,
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reliability
and sensitivity analysis,
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statistical physics and quantum mechanics,
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chemical kinetics,
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turbulence,
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vision applications,
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applications in biology and medicine,
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applied mathematical finance
...
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