Workshop 1: October 14-18, 2013

Uniform distribution and quasi-Monte Carlo methods


Main topics

This workshop will focus on number theoretic point constructions for quasi-Monte Carlo methods and their applications. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules have gained increased popularity, with many fruitful applications in mathematical practice, as for example in financial mathematics and biology. These rules require nodes with good uniform distribution properties, and number theoretic constructions are known to be excellent candidates.
The workshop will bring together leading experts on these number theoretic constructions and on real-life applications as well as people coming from other areas of the special semester with the goal to introduce different tools to quasi-Monte Carlo methods. For example, experts on character sums over finite fields (cf. Workshop 4) have used methods from analytic number theory to analyze uniform distribution of pseudorandom numbers, i.e., their suitability for quasi-Monte Carlo methods. Furthermore, experts on curves (cf. Workshop 2) have used algebraic geometric methods to design node sets with excellent uniform distribution properties.

List of speakers