Techniques for parallel quasi-Monte Carlo integration with digital sequences and associated problems

DOI10.1016/S0378-4754(00)00268-8zbMath0981.65006OpenAlexW2032053874WikidataQ127628935 ScholiaQ127628935MaRDI QIDQ5938384

Andreas Uhl, Wolfgang Ch. Schmid

Publication date: 18 July 2001

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(00)00268-8

zbMATH Keywords

parallel computation\((t,m,s)\)-netsquasi-Monte Carlo methods\((t,s)\)-sequenceslow-discrepancy point sets and sequencesmultidimensional numerical integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05)

Related Items (4)

High-performance financial simulation using randomized quasi-Monte Carlo methods ⋮ Parameterization based on randomized quasi-Monte Carlo methods ⋮ Parallel quasirandom number generations for heterogeneous computing environments ⋮ Defects in parallel Monte Carlo and quasi-Monte Carlo integration using the leap-frog technique

Cites Work

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• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• On the distribution of points in a cube and the approximate evaluation of integrals

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