A comparative study of pseudo and quasi random sequences for the solution of integral equations (Q1083839)

This paper summarizes and analyzes the results of numerical experiments performed to generate Monte Carlo simulations of solutions of random integral equations. Specifically, methods using pseudo random sequences and methods using quasi random sequences of Halton and of Faure are applied to two types of integral equations which arise in particle transport and have closed form solutions. For each method maximum and average errors are tabulated for several examples. A comparison of the methods is made, and some conjectures concerning their relative merits are given.