مقاله Computational investigations of scrambled Faure sequences : تی پی بین

خلاصه مقاله

The Faure sequence is one of the well-known quasi-random sequences used in quasi-Monte Carlo applications. In its original and most basic form, the Faure sequence suffers from correlations between different dimensions. These correlations result in poorly distributed two-dimensional projections. A standard solution to this problem is to use a randomly scrambled version of the Faure sequence. We analyze various scrambling methods and propose a new nonlinear scrambling method, which has similarities with inversive congruential methods for pseudo-random number generation. We demonstrate the usefulness of our scrambling by means of two-dimensional projections and integration problems.

نویسندگان

Bart Vandewoestyne [ Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, B-3001 Heverlee, Belgium ]

Hongmei Chi [ Department of Computer and Information Science, Florida A & M University, Tallahassee, FL 32307-5100, USA ]

Ronald Cools [ Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, B-3001 Heverlee, Belgium ]

کلمات کلیدی

Faure sequence Low discrepancy sequences (quasi) Monte Carlo Linear scrambling Nonlinear scrambling

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Mathematics and Computers in Simulation

The aim of the journal is to provide an international forum for the dissemination of up-to-date information in the fields of the mathematics and computers, in particular (but not exclusively) as they apply to the dynamics of systems, their simulation and scientific computation in general. Published material ranges from short, concise research papers to more general tutorial articles.

حوزه های تحت پوشش : Mathematics and Computers