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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 3, Pages 411–415 (Mi zvmmf682)  
This article is cited in 2 scientific papers (total in 3 papers)

On sequences of points for the evaluation of improper integrals by quasi-Monte Carlo methods

D. I. Asotskii, I. M. Sobol'

Institute for Mathematical Modeling, Russian Academy of Sciences, Miusskaya pl. 4a, Moscow, 125047, Russia
Full-text PDF (577 kB) Citations (3)
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Abstract: An integral of any bounded integrable function in an $n$-dimensional unit cube can be evaluated using the quasi-Monte Carlo method. However, if the integrand is unbounded at the origin, the integration points must not be very close to the singularity. The rate of approach of quasi-random points to the origin is numerically evaluated.
Key words: quasi-Monte Carlo method, improper integrals.
Received: 25.06.2004
Revised: 01.11.2004
Bibliographic databases:
Document Type: Article
UDC: 519.644.2
Language: Russian
Citation: D. I. Asotskii, I. M. Sobol', “On sequences of points for the evaluation of improper integrals by quasi-Monte Carlo methods”, Zh. Vychisl. Mat. Mat. Fiz., 45:3 (2005), 411–415; Comput. Math. Math. Phys., 45:3 (2005), 394–398
Citation in format AMSBIB
\Bibitem{AsoSob05}
\by D.~I.~Asotskii, I.~M.~Sobol'
\paper On sequences of points for the evaluation of improper integrals by quasi-Monte Carlo methods
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 2005
\vol 45
\issue 3
\pages 411--415
\mathnet{http://mi.mathnet.ru/zvmmf682}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2161482}
\zmath{https://zbmath.org/?q=an:1114.65028}
\transl
\jour Comput. Math. Math. Phys.
\yr 2005
\vol 45
\issue 3
\pages 394--398
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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