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The Tenth IMACS Seminar on Monte Carlo Methods (MCM 2015) took place at the Johannes Kepler University (JKU) and the Radon Institute for Computational and Applied Mathematics (RICAM), Linz, in July 2015.

 

A total of 150 researchers and practitioners attended the conference, where 9 plenary lectures were given, 51 contributed talks, as well as 67 talks in 12 special sessions. There were 2 social events, the reception at the old town hall on monday and the conference dinner aboard the "MS Linzerin" on wednesday.


Scientific Topics

Algorithms for high dimensional problems and complexity
Computational stochastic differential equations
Generation of random numbers
Low discrepancy point sets and sequences
Markov Chain Monte Carlo
Multilevel Monte Carlo

Area of Applications

Biology
Chemical Engineering
Computational finance
Nanostructures
Particle physics
Semiconductor devices

Special Issue of Math Comp Simulat

Selected and expanded papers pertaining to the conference will be published in the peer-reviewed journal Mathematics and Computers in Simulation.


Program committee

E. Buckwar, Johannes Kepler Universität Linz, Austria
R. Cools, Katholieke Universiteit Leuven, Belgique
I. Dimov, Bulgarian Academy of Science, Bulgaria
A. Dubus, Université Libre de Bruxelles, Belgique
S. Geiss, Universität Innsbruck, Austria
M. Giles, University of Oxford, United Kingdom
S. Heinrich, Universität Kaiserslautern, Germany
P. Kritzer, Johannes Kepler Universität Linz, Austria
F. Kuo, University of New South Wales, Australia
G. Larcher, Johannes Kepler Universität Linz, Austria
C. Lécot, Université de Savoie, France
G. Leobacher, Johannes Kepler Universität Linz, Austria
P. L'Ecuyer, Université de Montréal, Canada
C. Lemieux, University of Waterloo, Canada
T. Müller-Gronbach, Universität Passau, Germany
M. Matsumoto, Hiroshima University, Japan
H. Niederreiter, Österreichische Akademie der Wissenschaften, Austria
F. Pillichshammer, Johannes Kepler Universität Linz, Austria
K.K. Sabelfeld, Russian Academy of Science, Russia
W.Ch. Schmid, Universität Salzburg, Austria
R.F. Tichy, Technische Universität Graz, Austria
B. Tuffin, INRIA Rennes, France
W. Wagner, WIAS Berlin, Germany
P. Whitlock, City University of New York, USA
A. Winterhof, RICAM Linz, Austria
H. Wozniakowski, Columbia University & University of Warsaw, USA/Poland