Quasi-Monte Carlo simulation of differential equations
type: Item
instance of: scholarly article
title: Quasi-Monte Carlo simulation of differential equations
zbMATH Open document ID: 1430.11104
author: Aïcha Chouraqui
author: Christian Lécot
author: Bachir Djebbar
published in: Monte Carlo Methods and Applications
publication date: 2018-01-16T00:00:00Z
Mathematics Subject Classification ID: 11K45
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65L06
zbMATH DE Number: 6826776
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: quasi-Monte Carlo methods
zbMATH Keywords: Runge-Kutta methods
zbMATH Keywords: ordinary differential equations
zbMATH Keywords: discrepancy
MaRDI profile type: Publication
full work available at URL: mcma-2017-0114
OpenAlex ID: W2757320861
cites work: Q4725642
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cites work: Q3779682
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cites work: Quasi-randomized numerical methods for systems with coefficients of bounded variation
cites work: Q4003879
cites work: On irregularities of distribution
cites work: Numerical methods for systems with measurable coefficients
cites work: Error analysis of a randomized numerical method
DOI: 10.1515/MCMA-2017-0114
description: scientific article; zbMATH DE number 6826776