INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE-Reference-Cited by-同舟云学术

INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE

Published:1995-04 Issue:02 Volume:06 Page:263-275
ISSN:0129-1831
Container-title:International Journal of Modern Physics C
language:en
Short-container-title:Int. J. Mod. Phys. C

Author:

SOBOL’ ILYA M.¹,SHUKHMAN BORIS V.²

Affiliation:

1. Institute for Mathematical Modelling of the Russian Academy of Sciences, 4 Miusskaya Square, Moscow 125047, Russia

2. School of Computer Science, McGill University, 3480 University Street, Montreal Quebec, Canada H3A 2A7, Canada

Abstract

Numerical experiments with two multivariable integrands and various quasirandom sequences are described. The integrands were introduced as models of Monte Carlo algorithms for particle tracking with or without statistical weights. Though analytically both integrands are very similar, the corresponding integration errors behave quite differently. From these experiments together with earlier ones (that are briefly summarized in the paper) several non-standard conclusions are drawn both on quasirandom sequences and on types of integrands.

Publisher

World Scientific Pub Co Pte Lt

Subject

Computational Theory and Mathematics,Computer Science Applications,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0129183195000204

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