Transformation of uniformly distributed particle ensembles

DOI10.1016/S0377-0427(97)00068-XMaRDI QIDQ1372120zbMATH OpenFDO

Authors Michael Hack

Publication date 17 March 1999

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(97)00068-X

zbMATH Keywords

algorithmasymptotically \(f\)-distributed sequences of pointsdiscrepancy boundsparticle methods

Mathematics Subject Classification ID

Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10)

Review text

This paper introduces a new method to construct asymptotically \(f\)-distributed sequences of points in \(\mathbb{R}^d\). The algorithm is based on a transformation proposed by \textit{E. Hlawka} and \textit{R. Mück} [Computing 9, 127-138 (1972; Zbl 0245.10039)]. The method turns out to be very efficient, discrepancy bounds are established, too. For a comprehensive, up-to-date survey on particle methods and their applications, we refer to \textit{H. Neunzert} [Particle methods, Berichte der AG Technomathematik 115, Kaiserslautern University (1999)].

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(3)

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