One more experiment on estimating high-dimensional integrals by quasi-Monte Carlo methods

Mathematics and Computers in Simulation

Volumn 62, Issue 3-6, 2003, Pages 255-263

  Sobol, I M ^a   Asotsky, D I ^a  

^a INSTITUTE OF MATHEMATICAL MODELING   (Russian Federation)

Author keywords

Monte Carlo method; Numerical integration; Quasi Monte Carlo method; Quasi random sequence

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ERROR ANALYSIS; MATHEMATICAL MODELS; MONTE CARLO METHODS; RANDOM PROCESSES;

HIGH-DIMENSIONAL INTEGRALS;

INTEGRAL EQUATIONS;

EID: 0037416996     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(02)00228-8     Document Type: Conference Paper

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