A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems (Q1873074): Difference between revisions
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scientific article
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English | A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems |
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A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems (English)
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19 May 2003
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numerical integration
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Monte Carlo
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quasi-Monte Carlo
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cubature rule
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comparison of methods
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numerical examples
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algorithms
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