Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems (Q5938384): Difference between revisions

For quasi-Monte Carlo methods in multidimensional numerical integration the most effective constructions of low-discrepancy point sets and sequences are based on the concept of \((t,m,s)\)-nets and digital \((t,s)\)-sequences. In order to keep the communication amount within a parallel system to a minimum, each processing element requires its own source of integration \(n\) nodes. The authors present new results, certain explanations for the effects observed, and possible solutions to these problems.