Estimation of multidimensional integrals: is Monte Carlo the best method?

DOI10.1088/0305-4470/26/4/022zbMath0781.65015OpenAlexW1967938488MaRDI QIDQ4694835

E. J. Janse van Rensburg, G. M. Torrie

Publication date: 17 February 1994

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/26/4/022

zbMATH Keywords

quasi-Monte Carlo methodmultidimensional integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

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