High dimensional simulation

Mathematics and Computers in Simulation

Volumn 55, Issue 1-3, 2001, Pages 215-222

  Ökten, Giray ^a  

^a BALL STATE UNIVERSITY   (United States)

Author keywords

Anova decomposition; Low discrepancy sequences; Monte Carlo methods; Transport theory

Indexed keywords

COMPUTER SIMULATION; DECOMPOSITION; SENSITIVITY ANALYSIS; THEOREM PROVING; TRANSPORT PROPERTIES;

ANOVA DECOMPOSITIONS;

MONTE CARLO METHODS;

EID: 0034927325     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(00)00264-0     Document Type: Article

References (16)

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10. On the evaluation of infinite-dimensional integrals
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13. Numerical analysis of Jacobi series - A quasi-Monte Carlo approach