Sökning: "low discrepancy sequences"
Hittade 5 uppsatser innehållade orden low discrepancy sequences.
1. Discrepancy of sequences and error estimates for the quasi-Monte Carlo method
Kandidat-uppsats, Karlstads universitetSammanfattning : 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). LÄS MER
2. Real-Time Rendering of Soft Shadows
Master-uppsats, Linköpings universitet/Medie- och Informationsteknik; Linköpings universitet/Tekniska fakultetenSammanfattning : This thesis presents a method to render real time soft shadows efficiently on modern GPUs 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. LÄS MER
3. Quasi-Monte Carlo Integration over Non-Cubical Domains
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : 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. LÄS MER
4. ANALYSIS AND INTERPRETATION OF 2D/3D SEISMIC DATA OVER DHURNAL OIL FIELD, NORTHERN PAKISTAN
Master-uppsats, GeofysikSammanfattning : 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. LÄS MER
5. Monte Carlo simulation techniques : The development of a general framework
Master-uppsats, Institutionen för ekonomisk och industriell utvecklingSammanfattning : 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. LÄS MER