Error reduction techniques in quasi-Monte Carlo integration.
From MaRDI portal
Publication:1597025
DOI10.1016/S0895-7177(99)00164-8zbMath1042.65503MaRDI QIDQ1597025
Publication date: 5 May 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
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Cites Work
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- Beiträge zur Diskrepanz bezüglich gewichteter Mittel. (Contributions to the discrepancy with respect to weighted means)
- Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules
- Variation of product function and numerical solution of some partial differential equations by low-discrepancy sequences
- Implementation and tests of low-discrepancy sequences
- Some applications of multidimensional integration by parts
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