On quasirandom sequences for numerical computations

Yu L. Levitan; N. I. Markovich; S. G. Rozin; I. M. Sobol

doi:10.1016/0041-5553(88)90181-4

On quasirandom sequences for numerical computations

Yu L. Levitan
, N. I. Markovich
, S. G. Rozin
, I. M. Sobol

Unit of Nuclear Engineering

Research output: Contribution to journal › Article › peer-review

24 Scopus citations

Abstract

Theoretical considerations and results of numerical experiments are applied to arrive at some recommendations concerning the use of quasirandom points in Monte Carlo algorithms.

Original language	English
Pages (from-to)	88-92
Number of pages	5
Journal	USSR Computational Mathematics and Mathematical Physics
Volume	28
Issue number	3
DOIs	https://doi.org/10.1016/0041-5553(88)90181-4
State	Published - 1 Jan 1988

ASJC Scopus subject areas

General Engineering

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title = "On quasirandom sequences for numerical computations",

abstract = "Theoretical considerations and results of numerical experiments are applied to arrive at some recommendations concerning the use of quasirandom points in Monte Carlo algorithms.",

author = "Levitan, \{Yu L.\} and Markovich, \{N. I.\} and Rozin, \{S. G.\} and Sobol, \{I. M.\}",

year = "1988",

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AU - Levitan, Yu L.

AU - Markovich, N. I.

AU - Rozin, S. G.

AU - Sobol, I. M.

PY - 1988/1/1

Y1 - 1988/1/1

N2 - Theoretical considerations and results of numerical experiments are applied to arrive at some recommendations concerning the use of quasirandom points in Monte Carlo algorithms.

AB - Theoretical considerations and results of numerical experiments are applied to arrive at some recommendations concerning the use of quasirandom points in Monte Carlo algorithms.

UR - https://www.scopus.com/pages/publications/0013456362

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DO - 10.1016/0041-5553(88)90181-4

M3 - Article

AN - SCOPUS:0013456362

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SP - 88

EP - 92

JO - USSR Computational Mathematics and Mathematical Physics

JF - USSR Computational Mathematics and Mathematical Physics

IS - 3

ER -

On quasirandom sequences for numerical computations

Abstract

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