Computational investigations of scrambled Faure sequences

DOI10.1016/J.MATCOM.2009.09.007zbMATH Open1207.65010OpenAlexW1999553158WikidataQ57778816 ScholiaQ57778816MaRDI QIDQ622175FDOQ622175

Authors: Bart Vandewoestyne, Hongmei Chi, Ronald Cools 

Publication date: 31 January 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2009.09.007

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zbMATH Keywords

numerical exampleslow-discrepancy sequences(quasi)-Monte CarloFaure sequencelinear scramblingnonlinear scrambling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38)

Cites Work

• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• Title not available (Why is that?)
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• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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• Discrépance de suites associées à un système de numération (en dimension s)
• A generalized discrepancy and quadrature error bound
• Advanced Topics in Computional Number Theory
• Quasi-Monte Carlo methods and pseudo-random numbers
• The effective dimension and quasi-Monte Carlo integration
• Modeling uncertainty. An examination of stochastic theory, methods, and applications
• On the \(L_2\)-discrepancy for anchored boxes
• Implementation and tests of low-discrepancy sequences
• Variance with alternative scramblings of digital nets
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• \(I\)-binomial scrambling of digital nets and sequences
• The mean square discrepancy of randomized nets
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• On the asymptotic distribution of scrambled net quadrature.
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• Good permutations for deterministic scrambled Halton sequences in terms of \(L_2\)-discrepancy
• Recent trends in random number and random vector generation
• Variations on \((0,s)\)-sequences
• Applications of randomized low discrepancy sequences to the valuation of complex securities
• On the optimal Halton sequence
• Title not available (Why is that?)
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• Selection criteria for (random) generation of digital \((0,s)\)-sequences

Cited In (8)

• New modified scrambled Faure sequences
• The new scramble for Faure sequence based on irrational numbers
• A robust and accurate quasi-Monte Carlo algorithm for estimating eigenvalue of homogeneous integral equations
• Algorithm 823
• A Finite-Row Scrambling of Niederreiter Sequences
• Optimal Halton Sequence via Inversive Scrambling
• Title not available (Why is that?)
• Large-Scale Scientific Computing

Uses Software

• Algorithm 647

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