Quasi-random integration in high dimensions
DOI10.1016/J.MATCOM.2006.04.001zbMATH Open1109.65006OpenAlexW1997539695WikidataQ57778895 ScholiaQ57778895MaRDI QIDQ868094FDOQ868094
George Takhtamyshev, Bart Vandewoestyne, Ronald Cools
Publication date: 19 February 2007
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2006.04.001
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cubatureconvergencenumerical examplesquasi-Monte Carlo methodmultivariate numerical integrationRichtmyer sequenceSobol' sequence
Cites Work
- Algorithm 659
- Remark on algorithm 659
- Title not available (Why is that?)
- On the Systematic Search in a Hypercube
- Title not available (Why is that?)
- On the distribution of points in a cube and the approximate evaluation of integrals
- Uniformly distributed sequences with an additional uniform property
- Error trends in quasi-Monte Carlo integration
- An economic method of computing LPτ-sequences
- One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods
- Discrepancy behaviour in the non-asymptotic regime
- Multidimensional sampling for simulation and integration: Measures, discrepancies, and quasi-random numbers
- Title not available (Why is that?)
- Theory and application of Marsaglia's monkey test for pseudorandom number generators
Cited In (6)
- Monte Carlo method for numerical integration based on Sobol's sequences
- Remark on algorithm 659
- Constructing Sobol Sequences with Better Two-Dimensional Projections
- Multidimensional integration through Markovian sampling under steered function morphing: a physical guise from statistical mechanics
- Geometric characterization of Weyl's discrepancy norm in terms of its \(n\)-dimensional unit balls
- Random Construction of Interpolating Sets for High-Dimensional Integration
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