Dimitrievska Ristovska, Vesna (2017) A Comparison of the Results Obtained by Two Types of LowDiscrepancy Sequences in QuasiMonte Carlo Method. In: PROCEEDINGS of the 14th Conference on Informatics and Information Technology. Faculty of Computer Science and Engineering, Ss. Cyril and Methodius University in Skopje, Macedonia, Skopje, Macedonia, pp. 7578. ISBN 9786084699071

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Abstract
QuasiMonte Carlo method is a wellknown method for numerical integration and solving many numerical problems using lowdiscrepancy sequences. The main idea in Quasi Monte Carlo method is to approximate the integral of a function f as the average of the function evaluated at a set of points x1,...,xn. In this paper we consider the absolute errors between the exact value of an deﬁnite integral and the results obtained with a numerical integration with QuasiMonte Carlo method using lowdiscrepancy sequences: Halton and Sobol sequences. In the experimental computations we choose some different functions on the interval [0,1] in one dimensional case, with different number of points in the sequences. Numerical results and graphical ﬁgures verify theoretical results: QuasiMonte Carlo has a bigger rate of convergence than the rate for Monte Carlo method. Almost all our computations show that Sobol sequence produces better results, with smaller absolute errors than Halton sequence in numerical integration for the all chosen type of functions.
Item Type:  Book Section 

Subjects:  International Conference on Informatics and Information Technologies > Applied Mathematics ?? CIIT_ TAIN ?? 
Depositing User:  Vangel Ajanovski 
Date Deposited:  29 Nov 2017 18:32 
Last Modified:  29 Nov 2017 18:32 
URI:  http://eprints.finki.ukim.mk/id/eprint/11378 
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