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- W3131585792 abstract "Calculation of the multidimensional cubatures in unit hypercube is a complex problem of numerical methods, and its application value is great. This paper compares various calculation methods: product of regular one-dimensional grid formulae, classical Monte Carlo method using pseudorandom points and the Sobol sequences. It is suggested to use not any Sobol sequences, but only the ones with magic numbers N equal to powers of 2. In addition, the shifted Sobol points are proposed: all coordinates of the magic Sobol points are simultaneously increased by 1/(2N). Comparisons on the test showed that the latter method is significantly more accurate than all the others." @default.
- W3131585792 created "2021-03-01" @default.
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- W3131585792 date "2021-01-01" @default.
- W3131585792 modified "2023-09-23" @default.
- W3131585792 title "Improved error estimates for an exponentially convergent quadratures" @default.
- W3131585792 cites W2997293156 @default.
- W3131585792 doi "https://doi.org/10.20948/prepr-2021-8" @default.
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