Optimization of the Direction Numbers of the Sobol Sequences

DOI10.1007/978-3-030-55347-0_13OpenAlexW3047881910MaRDI QIDQ5119102

Sofiya Ivanovska, Emanouil Atanassov, Aneta Karaivanova

Publication date: 3 September 2020

Published in: Advances in High Performance Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-55347-0_13

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Uses Software

• TOMS659
• sobol.cc

Cites Work

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• Constructing Sobol Sequences with Better Two-Dimensional Projections
• Scrambling Sobol' and Niederreiter-Xing points
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• Good lattice rules in weighted Korobov spaces with general weights
• Uniformly distributed sequences with an additional uniform property
• Remark on algorithm 659
• On the distribution of points in a cube and the approximate evaluation of integrals
• Projections of digital nets and sequences

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