Effective discrepancy and numerical experiments

DOI10.1016/j.cpc.2012.07.002zbMath1268.65003MaRDI QIDQ2375375

Gérard Durand, Serge Cohen, Suzanne Varet, Antoine Roblin, Sidonie Lefebvre

Publication date: 14 June 2013

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

Full work available at URL: https://doi.org/10.1016/j.cpc.2012.07.002

zbMATH Keywords

numerical examples; projection; discrepancy; quasi-Monte Carlo method; effective dimension; Sobol indices; high dimensional integral

Mathematics Subject Classification ID

65C05: Monte Carlo methods

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