Calculating Multidimensional Cubatures on Sobol Sequences

Abstract: The Sobol algorithm is modified to improve the uniformity of the distribution of its points in a multidimensional cube. A multigrid calculating strategy of is proposed for finding the cubature while estimating its accuracy statistically, greatly improving the reliability of calculations. © 2022, Allerton Press, Inc.

Authors
Belov A.A. , Tintul M.A.
Issue number
7
Language
English
Pages
856-860
State
Published
Volume
86
Year
2022
Organizations
  • 1 Faculty of Physics, Moscow State University, Moscow, 119991, Russian Federation
  • 2 People’s Friendship University of Russia, Moscow, 117198, Russian Federation
Keywords
Multidimensional cube; Multigrids; Sobol's sequences
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