A quasi-Monte Carlo approach to particle simulation of the heat equation

Latin supercube sampling for very high-dimensional simulations

ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation

References

Sourcebook of parallel computing

Quasi-Monte Carlo algorithms for diffusion equations in high dimensions

Mathematics and Computers in Simulation

Fast simulations of stochastic dynamical systems

Journal of Computational Physics

Probabilistically induced domain decomposition methods for elliptic boundary-value problems

Journal of Computational Physics

A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance

Journal of Complexity

Generalized von Neumann-Kakutani transformation and random-start scrambled Halton sequences

Journal of Complexity

Quasi-random walks on balls using C.U.D. sequences

NMA'06 Proceedings of the 6th international conference on Numerical methods and applications

Smoothness and dimension reduction in Quasi-Monte Carlo methods

Mathematical and Computer Modelling: An International Journal