Latin Hypercube Sampling and Fibonacci Based Lattice Method Comparison for Computation of Multidimensional Integrals

DOI10.1007/978-3-319-57099-0_32zbMath1368.65033OpenAlexW2607497240MaRDI QIDQ5274962

Venelin Todorov, Stoyan Ivanov Dimitrov, Ivan T. Dimov

Publication date: 7 July 2017

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-57099-0_32

zbMATH Keywords

Fibonacci numbersLatin hypercube samplingnumerical resultintegration of smooth functionsquasi Monte Carlo lattice ruleSobol nets

Mathematics Subject Classification ID

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

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Cites Work

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