Generation of quasi-random (LP_ ) vectors for parallel computation

DOI10.1016/0010-4655(94)90006-XMaRDI QIDQ1365883zbMATH OpenFDO

Authors B. V. Shukhman

Publication date 12 January 1998

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0010-4655(94)90006-X

zbMATH Keywords

Faure sequencesgenerationparallel computationquasi-random sequencerecurrent algorithm

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05)

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Cites work

• Algorithm 659
• An economic method of computing LPτ-sequences
• Discrépance de suites associées à un système de numération (en dimension s)
• scientific article; zbMATH DE number 3590753 (Why is no real title available?)
• scientific article; zbMATH DE number 3310475 (Why is no real title available?)

Cited in

(2)

• A variance reducing multiplier for Monte Carlo integrations
• Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products

Describes a project that uses

Uses Software

• TOMS659

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