Name: Prof. Michael Mascagni Address: Department of Computer Science and School of Computational Science Florida State University Tallahassee, FL 32306-4530 USA Offices: 498 Dirac Science Library/172 Love Building Phone: +1.850.644.3290 FAX: +1.850.644.0098 e-mail: firstname.lastname@example.org
Title: Quasi-Monte Carlo Methods: Where Randomness and Determinism Collide
We will give a brief
overview of Monte Carlo methods, methods for solving problems that involve the
use of random numbers. Pseudorandom numbers are used in these simulations
because they mimic the behavior of "real" random numbers.
However, there are many Monte Carlo applications that do not really require
randomness, but instead need numbers that uniformly cover the sample
space. To meet these different requirements, quasirandom numbers have been
developed. These are numbers that are very evenly distributed, but do not
behave like truly random numbers. In fact, for certain problems one
obtains deterministic, not probabilistic, bounds for Quasi-Monte Carlo
methods. We present some of the fundamental results about this
deterministic method to solve random number driven problems. We also
describe some simple methods for quasirandom number generation and discuss open
problems in the field.
This talk is more of a subject overview than a research presentation. Dr. Mascagni will be in need of a large number of graduate students for two projects that are about to start. These projects offer substantial opportunities to graduate students to find funded research opportunities working in a state-of-the-art computational environment that includes access to the latest high-performance computing hardware and software. The research topics that make up these projects include Monte Carlo methods, Quasi-Monte Carlo methods, pseudorandom number generation, quasirandom number generation, high-performance computing, parallel and distributed computing, interactive web design, web-enhanced collaboration, descriptive statistics, and tests of randomness. These projects will involve considerable collaborations with colleagues at Sandia, Lawrence Livermore, and Los Alamos National Laboratories as well as foreign colleagues in Salzburg, Austria and Sofia, Bulgaria. Graduate students will be encouraged to form their own collaborations with these groups and will be likewise encouraged to visit them to further these collaborations.
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