Quasi-Monte Carlo algorithms for diffusion equations in high dimensions

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2004.09.003 ◽

2005 ◽

Vol 68 (1) ◽

pp. 23-41 ◽

Author(s):

G. Venkiteswaran ◽

M. Junk

Keyword(s):

Monte Carlo ◽

Diffusion Equations ◽

High Dimensions ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms

Download Full-text

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

Numerische Mathematik ◽

10.1007/s00211-006-0046-x ◽

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 ◽

Download Full-text

On global sensitivity analysis of quasi-Monte Carlo algorithms

Monte Carlo Methods and Applications ◽

10.1515/1569396054027274 ◽

2005 ◽

Vol 11 (1) ◽

Author(s):

I.M. Sobol´ ◽

S.S. Kucherenko

Keyword(s):

Sensitivity Analysis ◽

Monte Carlo ◽

Global Sensitivity Analysis ◽

Global Sensitivity ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms

Download Full-text

A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions

Journal of Complexity ◽

10.1016/j.jco.2022.101647 ◽

2022 ◽

pp. 101647

Author(s):

Takashi Goda

Keyword(s):

Monte Carlo ◽

High Dimensions ◽

Quasi Monte Carlo

Download Full-text

The method of fundamental solutions and quasi-Monte-Carlo method for diffusion equations

International Journal for Numerical Methods in Engineering ◽

10.1002/(sici)1097-0207(19981230)43:8<1421::aid-nme476>3.0.co;2-v ◽

1998 ◽

Vol 43 (8) ◽

pp. 1421-1435 ◽

Author(s):

C. S. Chen ◽

M. A. Golberg ◽

Y. C. Hon

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Fundamental Solutions ◽

Diffusion Equations ◽

Method Of Fundamental Solutions ◽

Quasi Monte Carlo

Download Full-text

Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?

Computational Optimization and Applications ◽

10.1007/s10589-016-9843-z ◽

2016 ◽

Vol 65 (3) ◽

pp. 567-603 ◽

Author(s):

H. Heitsch ◽

H. Leövey ◽

W. Römisch

Keyword(s):

Monte Carlo ◽

Two Stage ◽

Stochastic Programs ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms

Download Full-text

Quasi-Monte Carlo: halftoning in high dimensions?

10.1117/12.484808 ◽

2003 ◽

Author(s):

Kenneth M. Hanson

Keyword(s):

Monte Carlo ◽

High Dimensions ◽

Quasi Monte Carlo

Download Full-text

Energy Study of Monte Carlo and Quasi-Monte Carlo Algorithms for Solving Integral Equations

Procedia Computer Science ◽

10.1016/j.procs.2016.05.492 ◽

2016 ◽

Vol 80 ◽

pp. 1897-1905

Author(s):

Todor Gurov ◽

Aneta Karaivanova ◽

Vassil Alexandrov

Keyword(s):

Monte Carlo ◽

Integral Equations ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms

Download Full-text

Energy Performance Evaluation of Quasi-Monte Carlo Algorithms on Hybrid HPC

Large-Scale Scientific Computing - Lecture Notes in Computer Science ◽

10.1007/978-3-319-26520-9_18 ◽

2015 ◽

pp. 172-181

Author(s):

E. Atanassov ◽

T. Gurov ◽

A. Karaivanova

Keyword(s):

Monte Carlo ◽

Performance Evaluation ◽

Energy Performance ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms

Download Full-text

Efficiency of Quasi-Monte Carlo Algorithms for High Dimensional Integrals

Monte-Carlo and Quasi-Monte Carlo Methods 1998 ◽

10.1007/978-3-642-59657-5_7 ◽

2000 ◽

pp. 114-136 ◽

Author(s):

Henryk Woźniakowski

Keyword(s):

Monte Carlo ◽

High Dimensional ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms

Download Full-text

Sensitivity Analysis of an Air Pollution Model by Using Quasi-Monte Carlo Algorithms for Multidimensional Numerical Integration

Numerical Methods and Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-030-10692-8_31 ◽

2019 ◽

pp. 281-289

Author(s):

Tzvetan Ostromsky ◽

Ivan Dimov ◽

Venelin Todorov ◽

Zahari Zlatev

Keyword(s):

Air Pollution ◽

Sensitivity Analysis ◽

Monte Carlo ◽

Numerical Integration ◽

Quasi Monte Carlo ◽

Monte Carlo Algorithms ◽

Air Pollution Model

Download Full-text