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5. A New Bound on the Integration Error of An Enough Smooth Function by Quaisi-Monte Carlo Integration

A New Bound on the Integration Error of An Enough Smooth Function by Quaisi-Monte Carlo Integration

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：fenfeixueer

【摘 要】

：

Quasi-Monte Carlo integration is one of the methods for numerical integration.In this method,we approximates the integrated value of a function f(x)over the s-dimensional unit cube by the average of f

【作 者】

：

Yoshiki Takehito 

【机 构】

：

univ.Tokyo

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年5期

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论文部分内容阅读

　　Quasi-Monte Carlo integration is one of the methods for numerical integration.In this method,we approximates the integrated value of a function f(x)over the s-dimensional unit cube by the average of f(x)over a finite point set P.

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