Publication:5591109

From MaRDI portal


zbMath0195.16903MaRDI QIDQ5591109

Ilya M. Sobol'

Publication date: 1969



65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis

41A55: Approximate quadratures

65D30: Numerical integration


Related Items

Sensitivity measures,anova-like Techniques and the use of bootstrap, A generalized discrepancy and quadrature error bound, On the Numerical Integration of Walsh Series by Number-Theoretic Methods, Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series, A QUASI-MONTE CARLO ALGORITHM FOR THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND VALUATION OF FINANCIAL DERIVATIVES, One-dimensional analogue of the global optimality criterion, Discrepancy estimates based on Haar functions, Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates, Point sets and sequences with small discrepancy, A goal-oriented field measurement filtering technique for the identification of material model parameters, Numerical integration and approximation of differentiable functions. II, Low-discrepancy point sets, Nonlinear observation via global optimization: measure theory approach, About the choice of uniformly distributed sequences to be used in the random choice method, Integration of smooth functions and \(\phi\)-discrepancy, Low-discrepancy and low-dispersion sequences, On the diaphony of the van der Corput-Halton sequence, An alternative way to compute Fourier amplitude sensitivity test (FAST)., A new measure of irregularity of distribution, Random and quasirandom sequences: Numerical estimates of uniformity of distribution, Generation of quasi-random \(\text{(LP}_ \tau)\) vectors for parallel computation, Quasi-Monte Carlo methods for numerical integration of multivariate Haar series, The discrepancy and gain coefficients of scrambled digital nets., Efficient input-output model representations, Nonsmooth nonconvex global optimization in a Banach space with a basis, Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces, Pseudorandom lattices for global optimization, A constructive approach to strong tractability using quasi-Monte Carlo algorithms, General discrepancy estimates. III: The Erdös-Turán-Koksma inequality for the Haar function system, On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods, Quasi-Monte-Carlo methods and the dispersion of point sequences, Small sample uniformity in random number generation, Control variates for quasi-Monte Carlo (with comments and rejoinder), Use of \(P_ \tau\)-nets for the approximation of the Edgeworth-Pareto set in multicriteria optimization, The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension, Quasi-Monte Carlo methods and pseudo-random numbers