Numerical integration of singular integrands using low-discrepancy sequences

被引：0
|
作者：
Bernhard Klinger
机构：
[1] Technische Universität Graz,Institut für Mathematik
来源：
Computing | 1997年 / 59卷
关键词：
65C05; 11K45; Quasi-Monte Carlo methods; improper integrals;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We investigate quasi-Monte Carlo integration for functions on thes-dimensional unit cube having point singularities. Error bounds are proved and the theoretical results are verified by computations using Halton, Sobol’ and Niederreiter sequences.
引用
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页码：223 / 236
页数：13
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