Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
type: Item
instance of: scholarly article
title: Monte Carlo integration with quasi-random numbers: Experience with discontinuous integrands
zbMATH Open document ID: 0927.65040
DOI: 10.1016/S0010-4655(96)00131-2
author: V. Pereyra
published in: Computer Physics Communications
publication date: 1999-10-05T00:00:00Z
Mathematics Subject Classification ID: 65D32
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1308863
zbMATH Keywords: numerical examples
zbMATH Keywords: Monte Carlo integration
zbMATH Keywords: quasi-random numbers
zbMATH Keywords: pseudo-random numbers
zbMATH Keywords: quasi-random sampling
zbMATH Keywords: pseudo-random sampling
zbMATH Keywords: quasi-Monte Carlo integration
describes a project that uses: Mathematica
MaRDI profile type: Publication
cites work: Discrépance de suites associées à un système de numération (en dimension s)
cites work: Implementation and tests of low-discrepancy sequences
cites work: Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
cites work: Q4158394
cites work: Q5533688
cites work: Q5289009
cites work: Quasi-Monte Carlo methods and pseudo-random numbers
cites work: Q4003879
cites work: A Quasi-Monte Carlo Approach to Particle Simulation of the Heat Equation
cites work: Radiative heat transfer with quasi-monte carlo methods
cites work: Monte Carlo integration with quasi-random numbers: Some experience
cites work: Quasi-Monte Carlo integration
cites work: Fast, portable, and reliable algorithm for the calculation of Halton numbers
cites work: Q3998228
cites work: Q5558293
cites work: Q4023140
full work available at URL: s0010-4655(96)00131-2
OpenAlex ID: W1972029686
description: scientific article; zbMATH DE number 1308863