Error bounds for quasi-Monte Carlo integration with nets

DOI10.1090/S0025-5718-96-00690-4zbMath0853.65032MaRDI QIDQ4878540

Christian Lécot

Publication date: 8 December 1996

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

netserror boundsquasi-Monte Carlo integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38)

Related Items (4)

A quasi–Monte Carlo scheme for Smoluchowski’s coagulation equation ⋮ Particle simulations of the Kac model of the Boltzmann equation ⋮ Improving the rejection sampling method in quasi-Monte Carlo methods ⋮ Unnamed Item

Cites Work

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• Point sets and sequences with small discrepancy
• A Quasi-Monte Carlo Method for the Boltzmann Equation
• A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation

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