Fast generation of low-discrepancy sequences (Q1903650): Difference between revisions

The paper contains a survey of some results on low discrepancy sequences (LDS) with some numerical experiments. Low discrepancy measure introduced by Weyl is a measure of \(n\)-dimensional uniformity of random numbers generators. Algorithms of the generation of so-called Halton sequences (proved to be LDS) are given. Their effectiveness is measured on several computers. The Halton sequences are used in numerical experiments measuring the variations of the sequences, for instance in simulation of rare field gas flows. The results are compared with the results obtained when the standard linear congruential generator is used.