Quasi-Monte Carlo quadratures for multivariate smooth functions

DOI10.1016/j.apnum.2005.02.014zbMath1092.65001OpenAlexW2163056222MaRDI QIDQ2491888

Sylvain Maire, Christophe De Luigi

Publication date: 29 May 2006

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2005.02.014

zbMATH Keywords

numerical examplesquadrature formulasquantizationleast squares methodquasi-random sequencespolynomial approximationsquasi Monte Carlo methodlattices rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Uses Software

• VEGAS

Cites Work

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