A component-by-component approach to efficient numerical integration over products of spheres

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A component-by-component approach to efficient numerical integration over products of spheres

Building upon a recent existence result of Kuo and Sloan, this paper presents a component-by-component algorithm for constructing the m points of a quasi-Monte Carlo (QMC) rule for numerical integration over the d-fold product of unit spheres S2 ⊂ R3. Our construction is as follows: starting with a well chosen generating point set of m points on S2, the algorithm chooses a permutation of this g...

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ژورنال

عنوان ژورنال: Journal of Complexity

سال: 2007

ISSN: 0885-064X

DOI: 10.1016/j.jco.2006.08.001