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Parallel Quasi-Monte Carlo Integration Using (t,s)-Sequences

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Parallel Computation (ACPC 1999)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1557))

Abstract

Currently, the most effective constructions of low-discrepancy point sets and sequences are based on the theory of (t, m, s)-nets and (t, s)-sequences. In this work we discuss parallelization techniques for quasi-Monte Carlo integration using (t, s)-sequences. We show that leapfrog parallelization may be very dangerous whereas block-based parallelization turns out to be robust.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Salzburg, Austria

    Wolfgang Ch. Schmid

  2. RIST++ & Department of Computer Science and System Analysis, University of Salzburg, Austria

    Andreas Uhl

Authors
  1. Wolfgang Ch. Schmid
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  2. Andreas Uhl
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Editor information

Editors and Affiliations

  1. Forschungsinstitut für Softwaretechnologie, Hellbrunnerstr. 34, A-5020, Salzburg, Austria

    Peter Zinterhof

  2. Slovac Academy of Sciences, Institute of Mathematics, Laboratory for Informatics, Dubravska 9, P.O.Box 56, 840 00, Bratislava, Slovakia

    Marian Vajteršic

  3. Universität Salzburg, RIST++, Hellbrunnerstr. 34, A-5020, Salzburg, Austria

    Andreas Uhl

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© 1999 Springer-Verlag Berlin Heidelberg

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Schmid, W.C., Uhl, A. (1999). Parallel Quasi-Monte Carlo Integration Using (t,s)-Sequences. In: Zinterhof, P., Vajteršic, M., Uhl, A. (eds) Parallel Computation. ACPC 1999. Lecture Notes in Computer Science, vol 1557. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-49164-3_10

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  • DOI: https://doi.org/10.1007/3-540-49164-3_10

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-65641-8

  • Online ISBN: 978-3-540-49164-4

  • eBook Packages: Springer Book Archive

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