کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1140390 956724 2010 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An adaptive approach to cube-based quasi-Monte Carlo integration on Rd
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
An adaptive approach to cube-based quasi-Monte Carlo integration on Rd
چکیده انگلیسی

The standard domain for quasi-Monte Carlo approximations is the unit cube. Recently, much research has been done to make quasi-Monte Carlo methods applicable to the real space. Mathé and Wei proposed an algorithm that splits Rd into cubes. One of the difficulties with their approach is that the user needs to know the decay factor of the problem beforehand. We propose an adaptive approach where the algorithm itself determines how to distribute the points. We also prove an optimal distribution of N points over several quasi-Monte Carlo integrations.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematics and Computers in Simulation - Volume 80, Issue 6, February 2010, Pages 1104–1117
نویسندگان
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