Quasi-Monte Carlo integration
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Publication:1908724
DOI10.1006/JCPH.1995.1209zbMATH Open0863.65005OpenAlexW2079884250MaRDI QIDQ1908724FDOQ1908724
Russel Caflisch, William J. Morokoff
Publication date: 8 June 1997
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e06711badddbbed039dbabf573475efbffd763fc
convergencequasi-Monte Carlo methodserror analysislow discrepancymultidimensional integrationquasi-randomdiscontinuous integrandsrandom Monte Carlo methods
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