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Quasi-random integration in high dimensions - MaRDI portal

Quasi-random integration in high dimensions (Q868094)

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scientific article; zbMATH DE number 5128165
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Quasi-random integration in high dimensions
scientific article; zbMATH DE number 5128165

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    Quasi-random integration in high dimensions (English)
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    19 February 2007
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    quasi-Monte Carlo method
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    multivariate numerical integration
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    cubature
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    Sobol' sequence
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    Richtmyer sequence
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    numerical examples
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    convergence
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