Results 171 to 180 of about 2,168,026 (221)

On quasi-Monte Carlo integrations

Mathematics and Computers in Simulation, 1998
Relations between Monte Carlo and quasi-Monte Carlo methods are analysed from both theoretical and practical points of view with special emphasis on high-dimensional integration.
exaly   +2 more sources

Quasi-Monte Carlo Integration

Journal of Computational Physics, 1995
Monte Carlo methods for multidimensional integration using random (pseudo-random) and quasi-random nodes are compared both through error analysis and extensive numerical computations. Known error expressions in terms of variance, discrepancy and variation are reviewed, and the expected advantages of some quasi-random nodes (Halton, Sobol', Faure) of ...
Morokoff, William J.   +1 more
openaire   +1 more source

Quasi-Monte Carlo Sampling for Solving Partial Differential Equations by Deep Neural Networks

Numerical Mathematics: Theory, Methods and Applications, 2021
. Solving partial differential equations in high dimensions by deep neural networks has brought significant attentions in recent years. In many scenarios, the loss function is defined as an integral over a high-dimensional domain.
Jingrun Chen
semanticscholar   +1 more source

A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty

SIAM/ASA J. Uncertain. Quantification, 2021
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function...
Philipp A. Guth   +4 more
semanticscholar   +1 more source

Home - About - Disclaimer - Privacy