scientific article; zbMATH DE number 2206824

MaRDI QIDQ5317979zbMATH OpenFDO

Authors D. I. Asotsky, Il'ya Sobol'

Publication date 21 September 2005

zbMATH Keywords

Halton sequencesimproper integralsquasi Monte Carlo methodquasi random sequence generators

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Monte Carlo methods (65C05) Numerical integration (65D30)

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(9)

• Error bounds for the integration of singular functions using equidistributed sequences
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• Quasi-random points keep their distance
• Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives
• USE OF MONTE CARLO METHOD FOR SINGULAR INTEGRAL EVALUATION IN BOUNDARY ELEMENTS
• Halton Sequences Avoid the Origin
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• Quasi-Monte Carlo for an integrand with a singularity along a diagonal in the square
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