Transforming low-discrepancy sequences from a cube to a simplex

Journal of Computational and Applied Mathematics

Volumn 174, Issue 1, 2005, Pages 29-42

  Pillards, Tim ^a   Cools, Ronald ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Cubature; Multi dimensional integration; Quasi Monte Carlo method

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL TRANSFORMATIONS; MONTE CARLO METHODS; SET THEORY;

BUILDING BLOCKS; LOW-DISCREPANCY SEQUENCES;

COMPUTATIONAL GEOMETRY;

MONTE CARLO SIMULATION;

EID: 8344258050     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2004.03.019     Document Type: Article

References (8)

1. Ph. Bekaert, Hierarchical and stochastic algorithms for radiosity, Ph.D. K.U.Leuven, 1999.
2. J. Berntsen, TRITST: A subroutine for evaluating the performance of subroutines for automatic integration over triangles, Reports in Informatics, Vol. 34, Department of Informatics, University of Bergen, 1989.
3. Caflisch R.E. Monte Carlo and quasi-Monte Carlo methods Acta Numerica 7 1998 1-49
4. Edwards C.H. Jr. Advanced Calculus of Several Variables 1973 Academic Press New York
5. Fang K.-T. Wang Y. Number Theoretic Methods in Statistics 1994 Chapman & Hall London
6. Fishman G.S. Monte Carlo: Concepts, Algorithms, and Applications, Springer Series in Operations Research 1996 Springer New York
7. H. Niederreiter, Random Number Generation and Quasi-Monte Carlo Methods, CBMS-NSF Regional Conference Series in Applied Mathematics, Vol. 63, SIAM, Philadelphia, 1992
8. T. Pillards, R. Cools, A theoretical view on transforming low-discrepancy sequences from a cube to a simplex, available as Technical Report http://www.cs.kuleuven.ac.be/publicaties/rapporten/tw/TW387.abs.html, submitted for publication.