Geometrical Monte Carlo method and its modifications

DOI10.1515/MCMA.2000.6.2.131zbMath0965.65004OpenAlexW2069505161MaRDI QIDQ4504228

E. G. Dyatlova, T. E. Mezentseva, A. V. Voitishek

Publication date: 16 July 2001

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2000.6.2.131

zbMATH Keywords

algorithmsvariance reductionmultiple integralsgeometrical Monte Carlo method

Mathematics Subject Classification ID

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

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