Computational investigations of scrambled Faure sequences

DOI10.1016/J.MATCOM.2009.09.007MaRDI QIDQ622175zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

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• A generalized discrepancy and quadrature error bound
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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
• scientific article; zbMATH DE number 1790437 (Why is no real title available?)
• Large-Scale Scientific Computing

Describes a project that uses

Uses Software

• Algorithm 647

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