期刊
SIAM JOURNAL ON SCIENTIFIC COMPUTING
卷 30, 期 5, 页码 2635-2654出版社
SIAM PUBLICATIONS
DOI: 10.1137/070709359
关键词
Sobol' sequences; two-dimensional projections; digital nets and sequences; numerical integration; quasi-Monte Carlo methods
资金
- Australian Research Council
Direction numbers for generating Sobol' sequences that satisfy the so-called Property A in up to 1111 dimensions have previously been given in Joe and Kuo [ACM Trans. Math. Software, 29 ( 2003), pp. 49-57]. However, these Sobol' sequences may have poor two-dimensional projections. Here we provide a new set of direction numbers alleviating this problem. These are obtained by treating Sobol' sequences in d dimensions as (t, d)-sequences and then optimizing the t-values of the two-dimensional projections. Our target dimension is 21201.
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