MONTE-CARLO INTEGRATION WITH QUASI-RANDOM NUMBERS - SOME EXPERIENCE

被引：38

作者：

BERBLINGER, M

SCHLIER, C

机构：

[1] Fakultät für Physik, Universität Freiburg

来源：

COMPUTER PHYSICS COMMUNICATIONS | 1991年 / 66卷 / 2-3期

关键词：

D O I：

10.1016/0010-4655(91)90064-R

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We report on our general experience and on some test calculations with quasi-random numbers of the Halton type applied to Monte Carlo integration in several (4-8) dimensions. Compared with the traditional use of (pseudo-)random numbers we find that, at a prescribed level of accuracy, at least one order of magnitude in computing time may be saved even for a step function integrand.

引用

页码：157 / 166

页数：10

共 23 条

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