High-dimensional numerical integration

MaRDI QIDQ5457462zbMATH OpenFDO

Authors Harald Niederreiter

Publication date 14 April 2008

zbMATH Keywords

coding theorycomputational financediscrete mathematicsMonte Carlo methodmultiple integralsquasi-Monte Carlo methodsurvey article

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Approximate quadratures (41A55) Multidimensional problems (41A63) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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(9)

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• High dimensional numerical problems
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• scientific article; zbMATH DE number 1786482 (Why is no real title available?)
• High-precision numerical integration: progress and challenges

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