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
收藏
页码：157 / 166
页数：10
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