Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
The article is devoted to the study of the behavior of the quasi-random integration remainder in the calculation of high-dimensional integrals. As noted in the previous work of the authors, the asymptotic behavior of its decrease, determined by the Koksma-Hlawka inequality, can be used only with a very large number of integration nodes N, which cannot be implemented on modern computers. The article introduces the concept of a mean order of decreasing remainder, which makes it possible to judge its properties with the N values available for realization and to compare various pseudo-random sequences. A number of numerical examples are given. In all cases, it turned out that the Sobol’ sequences in the sense of this criterion are somewhat better than the Holton sequences.
| Переведенное название | Уменьшение среднего значения квазислучайной ошибки интегрирования |
|---|---|
| Язык оригинала | английский |
| Страницы (с-по) | 3581-3589 |
| Число страниц | 9 |
| Журнал | Communications in Statistics Part B: Simulation and Computation |
| Том | 50 |
| Номер выпуска | 11 |
| Дата раннего онлайн-доступа | 19 июн 2019 |
| DOI | |
| Состояние | Опубликовано - 2019 |
ID: 45688923