An efficient implementation algorithm for quasi-Monte Carlo approximations of high-dimensional integrals

MaRDI QIDQ6530445arXivFDO

Authors Huicong Zhong, Xiaobing Feng

Published in arXiv

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Numerical methods for partial differential equations, boundary value problems (65N99) Numerical approximation of high-dimensional functions; sparse grids (65D40)

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