Essays about: "low discrepancy sequences"

Found 5 essays containing the words low discrepancy sequences.

  1. 1. Discrepancy of sequences and error estimates for the quasi-Monte Carlo method

    University essay from Karlstads universitet

    Author : Niklas Vesterinen; [2020]
    Keywords : discrepancy; low discrepancy sequences; van der Corput; quasi-Monte Carlo; Koksma inequality; error estimates; diskrepans; lågdiskrepanstalföljder; van der Corput; kvasi-Monte Carlo; Koksmas olikhet; feluppskattningar;

    Abstract : We present the notions of uniform distribution and discrepancy of sequences contained in the unit interval, as well as an important application of discrepancy in numerical integration by way of the quasi-Monte Carlo method. Some fundamental (and other interesting) results with regards to these notions are presented, along with some detalied and instructive examples and comparisons (some of which not often provided by the literature). READ MORE

  2. 2. Real-Time Rendering of Soft Shadows

    University essay from Linköpings universitet/Medie- och InformationsteknikLinköpings universitet/Tekniska fakulteten

    Author : Johannes Deligiannis; [2019]
    Keywords : Rendering; Graphics; Real-Time; Shadows;

    Abstract : This thesis presents a method to render real time soft shadows efficiently on modern GPU’s using a combination of low discrepancy sampling sequences and spatiotemporal convolution. A theoretical foundation of shadows and shadow rendering will be presented together with common algorithms used for shadow rendering and light space convolution. READ MORE

  3. 3. Quasi-Monte Carlo Integration over Non-Cubical Domains

    University essay from Lunds universitet/Matematisk statistik

    Author : Nilofar Mortazavi; [2017]
    Keywords : Mathematics and Statistics;

    Abstract : Monte Carlo (MQ) method is a powerful tool to approximate high dimensional integrals. The disadvantage of ordinary MQ is the slow convergence rate by cause of the essential randomness of this method. Computations of this convergence can lead to pure time consuming. READ MORE


    University essay from Uppsala universitet/Geofysik

    Author : Fatima Afsar; [2013]
    Keywords : Seismic Data Processing; 2D 3D Seismic Data Interpretation; Velocity Modelling; Oil and gas exploration; Dhurnal Oil Field; Synthetic Seismogram;

    Abstract : The study area, Dhurnal oil field, is located 74 km southwest of Islamabad in the Potwar basin of Pakistan. Discovered in March 1984, the field was developed with four producing wells and three water injection wells. Three main limestone reservoirs of Eocene and Paleocene ages are present in this field. READ MORE

  5. 5. Monte Carlo simulation techniques : The development of a general framework

    University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Author : Emma Nilsson; [2009]
    Keywords : Monte Carlo Simulation;

    Abstract : Algorithmica Research AB develops software application for the financial markets. One of their products is Quantlab that is a tool for quantitative analyses. An effective method to value several financial instruments is Monte Carlo simulation. READ MORE