Reinhold Kainhofer

I maintain a list of my publications and talks.

Some other projects that I did, either for my research or for my studies are (not complete, only those where files are available to the public):

• Quasi-Monte Carlo Algorithms with Applications in Numerical Analysis and Finance: My PhD thesis in Technical Mathematics about several QMC algorithms and applications.
• Low-Discrepancy Sequences for C++: Low-Discrepancy sequences are used in numerical integration instead of random numbers to minimize the error. These classes for c++ (released under the GPL) implement most of the known low-discrepancy sequences.
• Die numerische Simulation von Transportgleichungen: My diploma thesis (in German) in Mathematics about the Quasi-Monte Carlo simulation of transport equations, especially the Boltzmann-Equation.
• Quasi-Monte Carlo Simulation of the Diffusion-Equation: Computer Project where I compare different low-discrepancy sequences with the Monte Carlo method and the finite differences solution.
• Interpolation: (project for Numerical Mathematics) A windows program that visualized different methods of interpolation.