scholarly journals Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions

2015 ◽  
Vol 134 (1) ◽  
pp. 163-196 ◽  
Author(s):  
Aicke Hinrichs ◽  
Lev Markhasin ◽  
Jens Oettershagen ◽  
Tino Ullrich
Keyword(s):  
Monte Carlo ◽  
Numerical Integration ◽  
Periodic Functions ◽  
Quasi Monte Carlo ◽  
Digital Nets

The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets

2006 ◽  
Vol 105 (3) ◽  
pp. 413-455 ◽  
Author(s):  
Ligia L. Cristea ◽  
Josef Dick ◽  
Gunther Leobacher ◽  
Friedrich Pillichshammer
Keyword(s):  
Monte Carlo ◽  
Convergence Rate ◽  
Quasi Monte Carlo ◽  
Monte Carlo Algorithms ◽  
Digital Nets

Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration

1996 ◽  
Vol 121 (3) ◽  
pp. 231-253 ◽  
Author(s):  
Gerhard Larcher ◽  
Harald Niederreiter ◽  
Wolfgang Ch. Schmid
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Integration ◽  
Finite Rings ◽  
Quasi Monte Carlo ◽  
Digital Nets
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