What affects the accuracy of quasi-Monte Carlo quadrature? (English) Zbl 0941.65025
Niederreiter, Harald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 1998. Proceedings of a conference held at the Claremont Graduate Univ., Claremont, CA, USA, June 22-26, 1998. Berlin: Springer. 16-55 (2000).
Summary: Quasi-Monte Carlo quadrature methods have been used for several decades. Their accuracy ranges from excellent to poor, depending on the problem. This article discusses how quasi-Monte Carlo quadrature error can be assessed, and what are the factors that influence it.
For the entire collection see [Zbl 0924.00041].
For the entire collection see [Zbl 0924.00041].
MSC:
| 65D32 | Numerical quadrature and cubature formulas |
| 65C05 | Monte Carlo methods |
| 11K45 | Pseudo-random numbers; Monte Carlo methods |
