Random Weyl sampling for robust numerical integration of complicated functions

DOI10.1515/MCMA.2000.6.1.27MaRDI QIDQ4484734zbMATH OpenOpenAlexFDO

Authors Hiroshi Sugita, Satoshi Takanobu

Publication date 25 May 2000

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

Full work available at URL https://doi.org/10.1515/mcma.2000.6.1.27

zbMATH Keywords

comparison of methodsnumerical examplesquasi-Monte Carlo methodsrandom Weyl sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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