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

Mathematics and Computers in Simulation

Volumn 55, Issue 1-3, 2001, Pages 249-257

  Schmid, Wolfgang Ch ^a   Uhl, Andreas ^a  

^a UNIVERSITY OF SALZBURG   (Austria)

Author keywords

Low discrepancy sequences; Numerical integration; Parallel computation; Quasi Monte Carlo methods

Indexed keywords

COMPUTATIONAL COMPLEXITY; INTEGRATION; MONTE CARLO METHODS;

DIGITAL SEQUENCES; LOW-DISCREPANCY SEQUENCES; QUASI-MONTE CARLO METHODS;

PARALLEL PROCESSING SYSTEMS;

EID: 0034916638     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(00)00268-8     Document Type: Article

References (13)

1. τ-sequences
2. Implementation and tests of low-discrepancy sequences
3. Quasirandom number generators for parallel Monte Carlo algorithms
4. Parallelization of random number generators and long-range correlations
5. Linear congruential generators for parallel Monte-Carlo: The leap-frog case
6. Computational investigations of low-discrepancy sequences
7. Numerical integration on advanced computer systems
8. Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
9. Random number generation and Quasi-Monte Carlo methods
10. Quasi-Monte Carlo methods for numerical integration: Comparison of different low discrepancy sequences
11. Parallel quasi-Monte Carlo integration using (t, s)-sequences
12. On the distribution of points in a cube and the approximate evaluation of integrals