Abstract
This paper concerns certain deterministic, or ‘quasi-random,’ uniformly distributed sequences and their implementation in numerical practice. We consider two types of problems from numerical analysis: numerical integration, and the search for functional extrema. The sequences presented here, defined in the unit cubes of dimensions two, three, and four, are well distributed according to two pertinent measures, discrepancy and dispersion. Additionally these sequences are easily generated and are comprised only of dyadic fractions, making them amenable to efficient accurate computer utilization. Numerical examples, in two and four dimensional settings, will serve to illustrate the usefulness of computational schemes based on these sequences.
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© 1987 D. Reidel Publishing Company
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Lambert, J.P. (1987). Quasi-Random Sequences for Optimization and Numerical Integration. In: Keast, P., Fairweather, G. (eds) Numerical Integration. NATO ASI Series, vol 203. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3889-2_20
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DOI: https://doi.org/10.1007/978-94-009-3889-2_20
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-8227-3
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