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Found 2 essays matching the above criteria.
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1. Discrepancy of sequences and error estimates for the quasi-Monte Carlo method
University essay from Karlstads universitetAbstract : 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
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2. Quasi-Monte Carlo Integration over Non-Cubical Domains
University essay from Lunds universitet/Matematisk statistikAbstract : 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