Sökning: "Quasi monte carlo integration"
Hittade 4 uppsatser innehållade orden Quasi monte carlo integration.
1. Exploring the Impact of Pseudo and Quasi Random Number Generators on Monte Carlo Integration of the Multivariate Normal Distribution
Kandidat-uppsats, Lunds universitet/Statistiska institutionenSammanfattning : This thesis examines the effects of pseudo and quasi-random number generators on the accuracy and efficiency of Monte Carlo Integration in the case of the multivariate normal distribution. The study compares the performance of the Mersenne Twister (a pseudo-random number generator) with Sobol and Halton sequences (quasi-random number generators). LÄS MER
2. Discrepancy of sequences and error estimates for the quasi-Monte Carlo method
Kandidat-uppsats, Karlstads universitetSammanfattning : We present the notions of uniform distribution and discrepancy of sequences contained in the unit interval, as well as an important application of discrepancy in numerical integration by way of the quasi-Monte Carlo method. Some fundamental (and other interesting) results with regards to these notions are presented, along with some detalied and instructive examples and comparisons (some of which not often provided by the literature). LÄS MER
3. Quasi-Monte Carlo Integration over Non-Cubical Domains
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Monte Carlo (MQ) method is a powerful tool to approximate high dimensional integrals. The disadvantage of ordinary MQ is the slow convergence rate by cause of the essential randomness of this method. Computations of this convergence can lead to pure time consuming. LÄS MER
4. Uncertainty quantification using high-dimensional numerical integration
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : We consider quantities that are uncertain because they depend on one or many uncertain parameters. If the uncertain parameters are stochastic the expected value of the quantity can be obtained by integrating the quantity over all the possible values these parameters can take and dividing the result by the volume of the parameter-space. LÄS MER