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What Affects the Accuracy of Quasi-Monte Carlo Quadrature?

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Monte-Carlo and Quasi-Monte Carlo Methods 1998

Abstract

Quasi-Monte Carlo quadrature methods have been used for several decades. Their accuracy ranges from excellent to poor, depending on the problem. This article discusses how quasi-Monte Carlo quadrature error can be assessed, and what are the factors that influence it.

This research was partially supported by Hong Kong Research Grants Council grant RGC/97–98/47 and Hong Kong Baptist University grant FRG/96–97/II-67.

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Authors and Affiliations

  1. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong SAR, China

    Fred J. Hickernell

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  1. Fred J. Hickernell
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Editors and Affiliations

  1. Institute of Discrete Mathematics, Austrian Academy of Sciences, Sonnenfelsgasse 19, 1010, Vienna, Austria

    Harald Niederreiter

  2. Claremont Graduate University, 925 N. Dartmouth Avenue, 91711, Claremont, CA, USA

    Jerome Spanier

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Hickernell, F.J. (2000). What Affects the Accuracy of Quasi-Monte Carlo Quadrature?. In: Niederreiter, H., Spanier, J. (eds) Monte-Carlo and Quasi-Monte Carlo Methods 1998. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-59657-5_2

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  • DOI: https://doi.org/10.1007/978-3-642-59657-5_2

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66176-4

  • Online ISBN: 978-3-642-59657-5

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