On the Parallel Implementation of Quasi-Monte Carlo Algorithms

DOI10.1007/978-3-319-73441-5_27zbMath1476.65007OpenAlexW2782404462MaRDI QIDQ3297446

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Publication date: 20 July 2020

Published in: Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-73441-5_27

zbMATH Keywords

low-discrepancy sequenceshigh performance computingquasi-Monte Carlo algorithms

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05)

Uses Software

• MersenneTwister

Cites Work

• Tuning the Generation of Sobol Sequence with Owen Scrambling
• Uniformly distributed sequences with an additional uniform property
• Mersenne twister
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