Scrambled Geometric Net Integration Over General Product Spaces
نویسندگان
چکیده
منابع مشابه
Scrambled geometric net integration over general product spaces
Quasi-Monte Carlo (QMC) sampling has been developed for integration over [0, 1] where it has superior accuracy to Monte Carlo (MC) for integrands of bounded variation. Scrambled net quadrature gives allows replication based error estimation for QMC with at least the same accuracy and for smooth enough integrands even better accuracy than plain QMC. Integration over triangles, spheres, disks and...
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ژورنال
عنوان ژورنال: Foundations of Computational Mathematics
سال: 2015
ISSN: 1615-3375,1615-3383
DOI: 10.1007/s10208-015-9293-5