Variation of product function and numerical solution of some partial differential equations by low-discrepancy sequences

DOI10.1515/mcma.1996.2.4.321zbMath0868.65090OpenAlexW2148432906MaRDI QIDQ3123978

Y.-J. Xiao

Publication date: 14 July 1997

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.1996.2.4.321

zbMATH Keywords

Monte Carlo methodlow-discrepancy sequencesgood lattice pointsCauchy initial value problemvariation of product function

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications to the sciences (65Z05) Initial value problems for second-order parabolic equations (35K15)

Related Items (2)

Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality ⋮ Error reduction techniques in quasi-Monte Carlo integration.

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