INTEGRATION WITH QUASIRANDOM SEQUENCES: NUMERICAL EXPERIENCE
Abstract
Numerical experiments with two multivariable integrands and various quasirandom sequences are described. The integrands were introduced as models of Monte Carlo algorithms for particle tracking with or without statistical weights. Though analytically both integrands are very similar, the corresponding integration errors behave quite differently.
From these experiments together with earlier ones (that are briefly summarized in the paper) several non-standard conclusions are drawn both on quasirandom sequences and on types of integrands.
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