High-discrepancy sequences for high-dimensional numerical integration

DOI10.1007/978-3-642-27440-4_40MaRDI QIDQ5326140zbMATH OpenOpenAlexFDO

Authors Shu Tezuka

Publication date 31 July 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-27440-4_40

zbMATH Keywords

integration errorKolmogorov superposition integralslow-discrepancy sequencenumerical examples

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Approximate quadratures (41A55) Multidimensional problems (41A63) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cites work

• Fast convergence of quasi-Monte Carlo for a class of isotropic integrals
• HIGH-DISCREPANCY SEQUENCES
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 781100 (Why is no real title available?)
• scientific article; zbMATH DE number 2209174 (Why is no real title available?)
• Monte Carlo and quasi-Monte Carlo sampling
• On a constructive proof of Kolmogorov's superposition theorem
• Scrambling non-uniform nets
• Sufficient conditions for fast quasi-Monte Carlo convergence
• Tractability of multivariate problems. Volume II: Standard information for functionals.

Cited in

(1)

• High-precision numerical integration: progress and challenges

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