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The Monte Carlo and Quasi-Monte Carlo Methods and Applications

主 讲 人 :Yongzeng Lai    

活动时间:10月11日14时30分    

地      点 :理科群1号楼D-203

讲座内容:

The Monte Carlo simulation method is indispensable to deal with high dimensional problems so far. It is widely used in many fields. Its main drawback is the issue of slow convergence. To accelerate the convergence, variance reduction methods, effective dimension method, quasi-Monte Carlo methods and their combinations have been developed. In this talk, we will introduce various speeding up methods of the Monte Carlo and quasi-Monte Carlo methods with applications to finan- cial engineering, solving matrix equations, integral equations, & partial differential equations.

主讲人介绍:

Yongzeng Lai , Department of Mathematics Wilfrid Laurier University

Waterloo(罗瑞尔大学), Ontario, Canada

发布时间:2017-10-09 10:07:30

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