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Zinterhof Sequences in GRID-Based Numerical Integration

In: Monte Carlo and Quasi-Monte Carlo Methods 2006

Author

Listed:
  • Heinz Hofbauer

    (Salzburg University, Department of Computer Sciences)

  • Andreas Uhl

    (Salzburg University, Department of Computer Sciences)

  • Peter Zinterhof

    (Salzburg University, Department of Computer Sciences)

Abstract

Summary The appropriateness of Zinterhof sequences to be used in GRID-based QMC integration is discussed. Theoretical considerations as well as experimental investigations are conducted comparing and assessing different strategies for an efficient and reliable usage. The high robustness and ease of construction exhibited by those sequences qualifies them as excellent QMC point set candidates for heterogeneous environments like the GRID.

Suggested Citation

  • Heinz Hofbauer & Andreas Uhl & Peter Zinterhof, 2008. "Zinterhof Sequences in GRID-Based Numerical Integration," Springer Books, in: Alexander Keller & Stefan Heinrich & Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2006, pages 495-510, Springer.
    • Handle: RePEc:spr:sprchp:978-3-540-74496-2_28
    DOI: 10.1007/978-3-540-74496-2_28
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