Essays about: "quasi-random sequences"

Found 2 essays containing the words quasi-random sequences.

1. 1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution

   University essay from Lunds universitet/Statistiska institutionen

   Author : Marcus Stolz; Jonathan Christopher; [2024]
   Keywords : Monte Carlo integration; Quasi monte carlo integration; Random number generation; Mathematics and Statistics;

   Abstract : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). READ MORE

3. 2. Optimization under parameter uncertainties with application to product cost minimization

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Ann-Sofi Kidwell; [2018]
   Keywords : Monte Carlo simulations; Quasi Monte Carlo; Non-linear Optimization; quasi-random sequences; transformer design process;

   Abstract : This report will look at optimization under parameters of uncertainties. It will describe the subject in its wider form, then two model examples will be studied, followed by an application to an ABB product. The Monte Carlo method will be described and scrutinised, with the quasi-Monte Carlo method being favoured for large problems. READ MORE