Numerical integration of singular integrands using low-discrepancy sequences

DOI10.1007/BF02684442zbMath0893.65011OpenAlexW2000121903MaRDI QIDQ1377278

J. Ning

Publication date: 23 July 1998

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02684442

zbMATH Keywords

error boundsquasi-Monte Carlo methodsimproper integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items

Quasi-Monte Carlo algorithms for unbounded, weighted integration problems, Error bounds for the integration of singular functions using equidistributed sequences, Quasi-Monte Carlo for an Integrand with a Singularity Along a Diagonal in the Square

Uses Software

• TOMS659

Cites Work

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• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Low-discrepancy and low-dispersion sequences
• Irregular distribution of \(\{n\beta{}\} \), \(n=1,2,3,\)\dots , quadrature of singular integrands, and curious basic hypergeometric series
• Rates of Convergence of Gaussian Quadrature for Singular Integrands
• Algorithm 659
• Quasi-Monte Carlo methods and pseudo-random numbers
• Implementation and tests of low-discrepancy sequences
• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• On the distribution of points in a cube and the approximate evaluation of integrals