| Time | Tuesday Morning, 28th Nov., 2000 | |
| Plenary session D WLB 203 | Chair: M. G. Gu | |
| 09:00 | Xiao-Li Meng - Perfect Simulation: Triumphs, Tricks and Trials | |
| 09:55 | Break | |
| MCQMC for American Options WLB 203 | Chair: K. S. Tan | |
| 10:25 | D. Garcia - A Monte Carlo Procedure for Pricing American Options | |
| 10:55 | P. P. Boyle, A. W. Kolkiewicz & K. S. Tan - Pricing American Style Options Using Quasi-Monte Carlo Methods | |
| 11:25 | A. Ibanez & F. Zapatero - MC Valuation of American Options through Computation of the Optimal Exercise Frontier | |
| 11:55 | G. Yang - Simulating Bermudan Interest Rate Derivatives | |
| Parallel MC and Quasi-Monte Carlo Methods WLB 204 | Chair: W. Schmid | |
| 10:25 | A. Uhl & W.C. Schmid - Defects in Parallel Monte Carlo and Quasi-Monte Carlo Integration | |
| 10:55 | G. Ökten & A. Srinivasan - Parallel Quasi-Monte Carlo Applications on a Heterogeneous Cluster | |
| 11:25 | I. Vattulainen - Testing the Quality of Random Numbers in Parallel Calculations | |
| 11:55 | A. Karaivanova & M. Mascagni - Parallel Quasi-Monte Carlo Methods for Computing Extremal Eigenvalues | |
| Technical Session 2 NAB 209 | Chair: J. S. Wang | |
| 10:25 | C. Hayakawa & J. Spanier - Use of Perturbation Monte Carlo Methods for Early Detection of Cancer | |
| 10:45 | C. K. Chan et al - Simulations of Granular Materials with MC SOC-like Rules | |
| 11:05 | Y. J. Jou et al - Parallel MC Method for the Solution of Poisson Equation in Semiconductor Physics | |
| 11:25 | W. Wagner - Monte Carlo Algorithms for Coagulation Processes | |
| 11:45 | A. Fischer - An Uncoupling/Coupling MC Scheme with an Application to Molecular Dynamics | |
| 12:05 | J. Ding & Z. Wang- A Parallel QMC Algorithm for Computing Physical Measures | |
| 12:25 | Lunch (Renfrew Seafood Restaurant) | |
| Time | Tuesday Afternoon, 28th Nov., 2000 | |
| MCQMC in Computer Graphics WLB 203 | Chair: A. Keller | |
| 14:00 | A. Keller - Strictly Deterministic Distribution Ray Tracing | |
| 14:30 | W. Heidrich - Illuminating Micro Geometry Based on Precomputed Visibility | |
| 15:00 | M. Pharr - MC Evaluation of Non-Linear Scattering Equations for Subsurface Reflection | |
| 15:30 | T. Kollig - Efficient Bidirectional Path Tracing by Latin Supercube Sampling | |
| Contributed talk | ||
| 16:00 | Q. Xu & J. H. Sun - A New Computational Framework for Monte Carlo Global Illumination | |
| Monte Carlo Methods in Physics WLB 204 | Chair: L. H. Tang | |
| 14:00 | B. A. Berg - Multicanonical Simulations | |
| 14:30 | C. K. Hu - Multicanonical Parallel Simulations of Proteins in PC Clusters | |
| 15:00 | N. Kawashima - Cluster Algorithms in Physics ? Markov Chains on Space of Graphs | |
| 15:30 | X. Hu - MC Simulation Study of Vortex States in High-TC Superconductivity | |
| Contributed talk | ||
| 16:00 | R. Kong & J. Spanier - Residual Versus Error for Transport Problems | |
| Technical Session 3 NAB 209 | Chair: S. Tezuka | |
| 14:00 | K. Takashima - On an Improvement of Pseudorandom Numbers by Hybrid Method | |
| 14:20 | T. Schell - Efficient Large Scale Parameter Search for Prime LCGs and GLPs in a Distributed Environment | |
| 14:40 | Z. Q. Yang - Test of Independence of More Than Two Sequences of Random Numbers | |
| 15:00 | R. Craiu & X. L. Meng - Antithetic Variates and Fractals | |
| 15:20 | M. Antipov - The Simulation of Continuous Distributions by Congruous Operator | |
| 15:40 | D. Hu - Generating Pseudorandom Integer Strings | |
| 16:00 | Z. H. Yang et al - Generating Samples from the Uniform Distribution on Some Domains in High Dimensional Space by Type II VDR | |
| 16:20 | Break | |
| Plenary Session E WLB 203 | Chair: J. Spanier | |
| 16:50 | Jian-Sheng Wang - Efficient Monte Carlo Simulation Methods in Statistical Physics | |
| 17:45 | End of Program | |