A comparative study of pseudo and quasi random sequences for the solution of integral equations

DOI10.1016/0021-9991(87)90045-3zbMath0605.65100OpenAlexW2069972681MaRDI QIDQ1083839

M. A. Prasad, Pranab Sarkar

Publication date: 1987

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(87)90045-3

zbMATH Keywords

comparisonnumerical experimentsMonte Carlo simulationspseudo random sequencesparticle transportrandom integral equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Transport processes in time-dependent statistical mechanics (82C70) Stochastic integrals (60H05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (9)

Monte Carlo integration with quasi-random numbers: Some experience ⋮ Particle simulations of the Kac model of the Boltzmann equation ⋮ A particle method for some parabolic equations ⋮ Radiative heat transfer with quasi-monte carlo methods ⋮ On effective computation of expectations in large or infinite dimension ⋮ Sequences with low discrepancy and pseudo-random numbers:theoretical results and numerical tests ⋮ Using permutations to reduce discrepancy ⋮ Control variates for quasi-Monte Carlo (with comments and rejoinder) ⋮ Random and quasirandom sequences: Numerical estimates of uniformity of distribution

Cites Work

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• An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration
• Optimal multipliers for pseudo-random number generation by the linear congruential method
• Discrépance de suites associées à un système de numération (en dimension s)
• Quasi-Monte Carlo methods and pseudo-random numbers

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