Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique
Author:
Publisher
Informa UK Limited
Subject
General Computer Science
Link
http://www.tandfonline.com/doi/pdf/10.1080/1063719031000088021
Reference62 articles.
1. Krommer A.R. Überhuber C.W. 1994 Numerical Integration on Advanced Computer Systems Lecture Notes in Computer Sciences, Springer Berlin 848
2. Krommer A.R. Überhuber C.W. 1998 Computational Integration SIAM Philadelphia
3. Evans G. 1993 Practical Numerical Integration Wiley Chichester
4. Niederreiter H. 1992 Random Number Generation and Quasi-Monte Carlo Methods Number 63 in CBMS-NSF Series in Applied Mathematics, SIAM Philadelphia
5. Entacher K. Hellekalek P. L'Ecuyer P. 2000 Quasi-Monte Carlo node sets from linear congruential generators Niederreiter H. Spanier J. Monte Carlo and Quasi-Monte Carlo Methods 1998 Springer New York 188 198
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