| 摘要 |
The present invention provides systems, devices, computer-implemented methods and computer program code products (software) operable to evaluate integrals using quasi-Monte Carlo methodologies, and in particular embodiments, adaptive quasi-Monte Carlo integration and adaptive integro-approximation in conjunction with techniques including a scrambled Halton Sequence, stratification by radical inversion, stratified samples from the Halton Sequence, deterministic scrambling, bias elimination by randomization, adaptive and deterministic anti-aliasing, anti-aliasing by rank-1 lattices, and trajectory splitting by dependent sampling and rank-1 lattices.
|
