Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique

DOI10.1080/1063719031000088021zbMath1058.65005OpenAlexW2052873670MaRDI QIDQ4472606

Karl Entacher, Andreas Uhl, Thomas Schell, Wolfgang Ch. Schmid

Publication date: 1 July 2004

Published in: Parallel Algorithms and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1063719031000088021

zbMATH Keywords

numerical integrationnumerical examplesparallel algorithmslow-discrepancy sequencespseudo-random numbersleap-frog method(quasi)-Monte Carlo methods

Mathematics Subject Classification ID

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

Uses Software

• Algorithm 647

Cites Work

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