Comparing Halton and Sobol Sequences in Integral Evaluation

Comparing Halton and Sobol Sequences in Integral Evaluation

Halton and Sobol sequences are two of the most popular number sets used in quasi-Monte Carlo methods. These sequences are effectively used instead of pseudo random numbers in the evaluation of integrals. In this paper, the two sequences are compared in terms of the size of the number sets and dimen...

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Bibliographic Details
Main Author: Main Article Content Nadia A. Mohammed
Format: Article
Language:English
Published: Salahaddin University-Erbil 2019-02-01
Series:Zanco Journal of Pure and Applied Sciences
Subjects:
the two sequences are compared in terms of the size of the number sets and dimensionality. The comparison is implemented with matlab programming for evaluating numerical integrals. The absolute error
which is the absolute difference between the exact and estimated errors
is plotted against dimensions for different functions. The practical results show that
except the first dimension
Online Access:https://zancojournals.su.edu.krd/index.php/JPAS/article/view/1031

Internet

https://zancojournals.su.edu.krd/index.php/JPAS/article/view/1031

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