Implementation of irreducible Sobol sequences in prime power bases

التفاصيل البيبلوغرافية
العنوان: Implementation of irreducible Sobol sequences in prime power bases
المؤلفون: Faure, H., Lemieux, C.
المصدر: Mathematics and Computers in Simulation, 161, 2019, 13-22
سنة النشر: 2019
المجموعة: Computer Science
Mathematics
مصطلحات موضوعية: Mathematics - Numerical Analysis
الوصف: We present different implementations for the irreducible Sobol (IS) sequences introduced in [3]. For this purpose we retain two strategies: first we use the connection between IS and Niederreiter sequences to provide a very simple implementation requiring no computer search; then we use criteria measuring the equidistribution to search for good parameters. Numerical results comparing these IS sequences to known implementations show promise for the proposed approaches.
نوع الوثيقة: Working Paper
DOI: 10.1016/j.matcom.2018.08.015
URL الوصول: http://arxiv.org/abs/1910.04084
رقم الأكسشن: edsarx.1910.04084
قاعدة البيانات: arXiv
الوصف
DOI:10.1016/j.matcom.2018.08.015