A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems

Mathematics and Computers in Simulation

Volumn 62, Issue 3-6, 2003, Pages 509-517

  Schürer, Rudolf ^a  

^a UNIVERSITY OF SALZBURG   (Austria)

Author keywords

Cubature rule; Monte Carlo; Numerical integration; Quasi Monte Carlo

Indexed keywords

ADAPTIVE ALGORITHMS; APPROXIMATION THEORY; INTERPOLATION; PROBLEM SOLVING;

NUMERICAL INTEGRATION;

MONTE CARLO METHODS;

EID: 0037416995     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(02)00250-1     Document Type: Conference Paper

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