CQMC: an improved code for low-dimensional Compressed Quasi-MonteCarlo cubature

Author
Marco Vianello, Alvise Sommariva, Giacomo Elefante
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.

Download
08_DRNA_SA2022.pdf
Vianello M., Sommariva A., Elefante G. (2022) "CQMC: an improved code for low-dimensional Compressed Quasi-MonteCarlo cubature " Dolomites Research Notes on Approximation, 15(2), 92-100. DOI: 10.14658/PUPJ-DRNA-2022-2-8  
Year of Publication
2022
Journal
Dolomites Research Notes on Approximation
Volume
15
Issue Number
2
Start Page
92
Last Page
100
Date Published
10/2022
ISSN Number
2035-6803
Serial Article Number
8
URL
https://drna.padovauniversitypress.it/2022/2/8
DOI
10.14658/PUPJ-DRNA-2022-2-8
Issue
DRNA Volume 15.2
Section
SpecialIssue