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

Authors:
Wolfgang Ch. Schmid;Andreas Uhl
Affiliations:
-;-
Venue:
ParNum '99 Proceedings of the 4th International ACPC Conference Including Special Tracks on Parallel Numerics and Parallel Computing in Image Processing, Video Processing, and Multimedia: Parallel Computation
Year:
1999

Citing 6
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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.