CQMC: an improved code for low-dimensional Compressed Quasi-MonteCarlo cubature
| Title | CQMC: an improved code for low-dimensional Compressed Quasi-MonteCarlo cubature |
| Publication Type | Journal Article |
| Year of Publication | 2022 |
| Authors | Elefante, G, Sommariva, A, Vianello, M |
| Journal | Dolomites Research Notes on Approximation |
| Volume | 15 |
| Issue | 2 |
| Pagination | 92-100 |
| Date Published | 10/2022 |
| Publisher | Padova Univeristy Press |
| Place Published | Padova |
| ISSN Number | 2035-6803 |
| Abstract | An improved version of Compressed Quasi-MonteCarlo cubature (CQMC) on large low-discrepancy samples is implemented, on 2D and 3D regions with complex shape. The algorithms rests on the concept of Tchakaloff set and on NNLS solution of a sequence of “small” moment-matching systems. Examples of area and volume integration are provided. |
| URL | http://drna.padovauniversitypress.it/2022/2/8 |
| DOI | 10.14658/pupj-drna-2022-2-8 |
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