Comparing Halton and Sobol sequences in integral evaluation
Author
Source
ZANCO Journal of Pure and Applied Sciences
Issue
Vol. 31, Issue 1 (28 Feb. 2019), pp.32-39, 8 p.
Publisher
Salahaddin University-Erbil Department of Scientific Publications
Publication Date
2019-02-28
Country of Publication
Iraq
No. of Pages
8
Main Subjects
Abstract EN
Halton and Sobol sequences are two of the most popular number sets used in quasi-Monte Carlo methods.
These sequences are effectively used instead of pseudo random numbers in the evaluation of integrals.
In this paper, the two sequences are compared in terms of the size of the number sets and dimensionality.
The comparison is implemented with matlab programming for evaluating numerical integrals.
The absolute error, which is the absolute difference between the exact and estimated errors, is plotted against dimensions for different functions.
The practical results show that, except the first dimension, Sobol sequence is better than Halton sequence.
The results also show that Sobol sequence outputs are more stable.
American Psychological Association (APA)
Muhammad, Nadiyah A.. 2019. Comparing Halton and Sobol sequences in integral evaluation. ZANCO Journal of Pure and Applied Sciences،Vol. 31, no. 1, pp.32-39.
https://search.emarefa.net/detail/BIM-894303
Modern Language Association (MLA)
Muhammad, Nadiyah A.. Comparing Halton and Sobol sequences in integral evaluation. ZANCO Journal of Pure and Applied Sciences Vol. 31, no. 1 (2019), pp.32-39.
https://search.emarefa.net/detail/BIM-894303
American Medical Association (AMA)
Muhammad, Nadiyah A.. Comparing Halton and Sobol sequences in integral evaluation. ZANCO Journal of Pure and Applied Sciences. 2019. Vol. 31, no. 1, pp.32-39.
https://search.emarefa.net/detail/BIM-894303
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 39
Record ID
BIM-894303