SAMSI QMC Workshop

SAMSI QMC Opening Workshop, 8/28– 9/01/ 2017

Penn Pavilion at Duke University, Durham, NC

Applications are now being accepted at

The Opening Workshop marks the official start of the 2017-18 SAMSI Program on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics. The first workshop day consists of tutorials that introduce
QMC methods, followed by a poster reception. The remaining days feature research presentations, discussion panels, and the formation of (virtual) research working groups.

Workshop topics:
High-dimensional numerical integration and approximation; low discrepancy and other high-dimensional sampling schemes; information-based complexity;
partial differential equations (high-dimensional, random coefficients); digital nets, lattice rules, and their
randomization; as well as applications of QMC to: uncertainty quantification, stochastic wave propagation, Bayesian computations, and industrial problems.

Art Owen (Stanford), Frances Kuo (New South Wales),
Fred Hickernell (Illinois), Pierre L’Ecuyer (Montréal)

Directorate Liaison:
Ilse Ipsen, Associate Director of SAMSI

More information is available at:
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