An algorithm for generating low discrepancy sequences on vector computers

DOI10.1016/0167-8191(89)90067-7zbMath0676.65006OpenAlexW2080508771MaRDI QIDQ1122923

Christian Lécot

Publication date: 1989

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-8191(89)90067-7

zbMATH Keywords

numerical quadraturequasi-Monte Carlo integrationHalton sequencevector computersHammersley sequencesMonte Carlo schemes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical quadrature and cubature formulas (65D32)

Related Items

A direct simulation Monte Carlo scheme and uniformly distributed sequences for solving the Boltzmann equation ⋮ Low discrepancy sequences for solving the Boltzmann equation

Uses Software

• Algorithm 647