Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique

DOI10.1080/1063719031000088021MaRDI QIDQ4472606zbMATH OpenOpenAlexFDO

Authors K. Entacher, Thomas Schell, Andreas Uhl, Wolfgang Ch. Schmid

Publication date 1 July 2004

Published in Parallel Algorithms and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1063719031000088021

zbMATH Keywords

(quasi)-Monte Carlo methodsleap-frog methodlow-discrepancy sequencesnumerical examplesnumerical integrationparallel algorithmspseudo-random numbers

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05)

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Cites work

• A class of parallel random number generators
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• An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators
• Bad subsequences of well-known linear congruential pseudorandom number generators
• Computational investigations of low-discrepancy sequences
• Fourier Analysis of Uniform Random Number Generators
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• Low-discrepancy and low-dispersion sequences
• On a new class of pseudorandom numbers for simulation methods
• On the distribution of points in a cube and the approximate evaluation of integrals
• Parallel linear congruential generators with prime moduli
• Parallel streams of linear random numbers in the spectral test
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Describes a project that uses

Uses Software

• Algorithm 647

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