Error reduction techniques in quasi-monte carlo integration-Reference-Cited by-同舟云学术

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Error reduction techniques in quasi-monte carlo integration

Published:1999-10 Issue:7-8 Volume:30 Page:61-69
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Ökten G.

Publisher

Elsevier BV

Subject

Computer Science Applications,Modelling and Simulation

Reference9 articles.

1. Quasi-random techniques for Monte Carlo methods;Chelson,1976

2. Beiträge zur diskrepanz bezuglich gewichteter mittel;Niederreiter;Manuscripta Math.,1983

3. Some applications of multidimensional integration by parts;Zaremba;Annales Polonici Mathematici,1968

4. On effective computation of expectations in large or infinite dimension;Bouleau;Journal of Computational and Applied Mathematics,1990

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2. Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift–diffusion-Poisson system;Computer Methods in Applied Mechanics and Engineering;2018-02

3. The acceptance-rejection method for low-discrepancy sequences;Monte Carlo Methods and Applications;2016-01-01

4. Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality;Acta Arithmetica;2015

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