Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
暂无分享,去创建一个
Further numerical experience on quasi-Monte Carlo integration is established. Different kinds of low discrepancy point sequences including Halton, Sobol', Faure, and Niederreiter sequences are considered and a new family of test functions is
[1] Saltelli Andrea,et al. Sensitivity Analysis for Nonlinear Mathematical Models. Numerical ExperienceSensitivity Analysis for Nonlinear Mathematical Models. Numerical Experience , 1995 .
[2] Harald Niederreiter,et al. Implementation and tests of low-discrepancy sequences , 1992, TOMC.
[3] S. Rozin,et al. On quasirandom sequences for numerical computations , 1989 .