Zinterhof Sequences in GRID-Based Numerical Integration

Heinz Hofbauer (), Andreas Uhl () and Peter Zinterhof ()
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Heinz Hofbauer: Salzburg University, Department of Computer Sciences
Andreas Uhl: Salzburg University, Department of Computer Sciences
Peter Zinterhof: Salzburg University, Department of Computer Sciences

A chapter in Monte Carlo and Quasi-Monte Carlo Methods 2006, 2008, pp 495-510 from Springer

Abstract: Summary The appropriateness of Zinterhof sequences to be used in GRID-based QMC integration is discussed. Theoretical considerations as well as experimental investigations are conducted comparing and assessing different strategies for an efficient and reliable usage. The high robustness and ease of construction exhibited by those sequences qualifies them as excellent QMC point set candidates for heterogeneous environments like the GRID.

Keywords: Processing Element; Small Block; Grid Environment; Integration Error; Absolute Integration Error (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-74496-2_28

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DOI: 10.1007/978-3-540-74496-2_28

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