数理談話会

日時: 2012年5月25日(金) 16:30〜17:30
会場: 東京大学 大学院数理科学研究科 123号室

講演者

Harald Niederreiter 氏 (RICAM, Austrian Academy of Sciences)

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講演題目

Quasi-Monte Carlo methods: deterministic is often better than random

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講演概要

Quasi-Monte Carlo (QMC) methods are deterministic analogs of statistical Monte Carlo methods in computational mathematics. QMC methods employ evenly distributed low-discrepancy sequences instead of the random samples used in Monte Carlo methods. For many types of computational problems, QMC methods are more efficient than Monte Carlo methods. After a general introduction to QMC methods, the talk focuses on the problem of constructing low-discrepancy sequences which has fascinating links with subjects such as finite fields, error-correcting codes, and algebraic curves. This talk also serves as the first talk of the four lecture series. The other three are on 5/28, 5/29, 5/30, 14:50-16:20 at room 123.