A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
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Publication:1873074
DOI10.1016/S0378-4754(02)00250-1zbMath1025.65008MaRDI QIDQ1873074
Publication date: 19 May 2003
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
algorithmscomparison of methodsnumerical integrationMonte Carlonumerical examplesquasi-Monte Carlocubature rule
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Uses Software
Cites Work
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- Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
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- Numerical Evaluation of Multiple Integrals II
- Algorithm 659
- Mersenne twister
- Programs to generate Niederreiter's low-discrepancy sequences
- Computational investigations of low-discrepancy sequences
- Numerical integration over an N-dimensional rectangular region
- Extensions of Symmetric Integration Formulas
