On quasi-Monte Carlo integrations

被引：195

作者：

Sobol, IM ^{[1
]}

机构：

[1] Russian Acad Sci, Inst Math Modelling, Moscow 125047, Russia

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 1998年 / 47卷 / 2-5期

关键词：

Monte Carlo method; quasi-Monte Carlo method; uniformly distributed sequences; low-discrepancy sequences; numerical integration;

D O I：

10.1016/S0378-4754(98)00096-2

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Relations between Monte Carlo and quasi-Monte Carlo methods are analysed from both theoretical and practical points of view with special emphasis on high-dimensional integration. (C) 1998 IMACS/Elsevier Science B.V.

引用

页码：103 / 112

页数：10

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