A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
type: Item
instance of: scholarly article
title: A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
zbMATH Open document ID: 1025.65008
DOI: 10.1016/S0378-4754(02)00250-1
author: Rudolf Schürer
published in: Mathematics and Computers in Simulation
publication date: 2003-05-19T00:00:00Z
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1912358
zbMATH Keywords: numerical integration
zbMATH Keywords: Monte Carlo
zbMATH Keywords: quasi-Monte Carlo
zbMATH Keywords: cubature rule
zbMATH Keywords: comparison of methods
zbMATH Keywords: numerical examples
zbMATH Keywords: algorithms
describes a project that uses: TOMS659
describes a project that uses: MersenneTwister
describes a project that uses: TESTPACK
MaRDI profile type: Publication
cites work: Computational investigations of low-discrepancy sequences
cites work: Q2779465
cites work: Mersenne twister
cites work: Algorithm 659
cites work: Programs to generate Niederreiter's low-discrepancy sequences
cites work: Q4158394
cites work: Remarks on the Disposition of Points in Numerical Integration Formulas
cites work: Numerical Evaluation of Multiple Integrals II
cites work: Extensions of Symmetric Integration Formulas
cites work: Numerical integration over an N-dimensional rectangular region
cites work: Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region
description: scientific article; zbMATH DE number 1912358