QUASI MONTE CARLO INTEGRATION IN GRID ENVIRONMENTS: FURTHER LEAPING EFFECTS
نویسندگان
چکیده
منابع مشابه
Quasi Monte Carlo Integration in Grid Environments: Further Leaping Effects
The splitting of Quasi-Monte Carlo (QMC) point sequences into interleaved substreams has been suggested to raise the speed of distributed numerical integration and to lower the traffic on the network. The usefulness of this approach in GRID environments is discussed. After specifying requirements for using QMC techniques in GRID environments in general we review and evaluate the proposals made ...
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We consider the problem of numerical integration in dimension s, with eventually large s; the usual rules need a very huge number of nodes with increasing dimension to obtain some accuracy, say an error bound less than 10−2; this phenomenon is called ”the curse of dimensionality”; to overcome it, two kind of methods have been developped: the so-called Monte-Carlo and Quasi-Monte-Carlo methods. ...
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ژورنال
عنوان ژورنال: Parallel Processing Letters
سال: 2006
ISSN: 0129-6264,1793-642X
DOI: 10.1142/s0129626406002654