IMPROVED LOW-DISCREPANCY SEQUENCE FOR MULTIDIMENSIONAL QUASI-MONTE CARLO INTEGRATION

被引：84

作者：

BRAATEN, E

WELLER, G

机构：

[1] Department of Physics, University of Wisconsin, Madison

来源：

JOURNAL OF COMPUTATIONAL PHYSICS | 1979年 / 33卷 / 02期

关键词：

D O I：

10.1016/0021-9991(79)90019-6

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We present an improved method of generating vectors for Monte Carlo integration, which produces a significant improvement in rate of convergence over previous methods for problems in more than eight dimensions. © 1979.

引用

页码：249 / 258

页数：10

共 10 条

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[8] QUASI-MONTE CARLO METHODS AND PSEUDO-RANDOM NUMBERS
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[9] WARNOCK T, 1972, APPLICATIONS NUMBER
[10] MATHEMATICAL BASIS OF MONTE CARLO AND QUASI-MONTE CARLO METHODS
ZAREMBA, SK
[J]. SIAM REVIEW, 1968, 10 (03) : 303 - &

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