Essays about: "van der Corput"

Found 2 essays containing the words van der Corput.

  1. 1. Discrepancy of sequences and error estimates for the quasi-Monte Carlo method

    University essay from Karlstads universitet

    Author : Niklas Vesterinen; [2020]
    Keywords : discrepancy; low discrepancy sequences; van der Corput; quasi-Monte Carlo; Koksma inequality; error estimates; diskrepans; lågdiskrepanstalföljder; van der Corput; kvasi-Monte Carlo; Koksmas olikhet; feluppskattningar;

    Abstract : We present the notions of uniform distribution and discrepancy of sequences contained in the unit interval, as well as an important application of discrepancy in numerical integration by way of the quasi-Monte Carlo method. Some fundamental (and other interesting) results with regards to these notions are presented, along with some detalied and instructive examples and comparisons (some of which not often provided by the literature). READ MORE

  2. 2. Quasi-Monte Carlo Integration over Non-Cubical Domains

    University essay from Lunds universitet/Matematisk statistik

    Author : Nilofar Mortazavi; [2017]
    Keywords : Mathematics and Statistics;

    Abstract : Monte Carlo (MQ) method is a powerful tool to approximate high dimensional integrals. The disadvantage of ordinary MQ is the slow convergence rate by cause of the essential randomness of this method. Computations of this convergence can lead to pure time consuming. READ MORE