Abstract
We show how information on the uniformity properties of a point set employed in numerical multi-dimensional integration can be used to improve the error estimate over the usual Monte Carlo one. We introduce a new measure of (non)uniformity for point sets, and derive explicit expressions for the various entities that enter in such an improved error estimate.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callSimilar Papers
More From: Computer Physics Communications
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
