Concepedia

Application of high-credible statistical results calculation scheme based on least squares Quasi-Monte Carlo method in multimodal stochastic problems

Dongwei Huang, Feng Wu, Yuelin Zhao, Jun Yan, Hongwu Zhang

Computer Methods in Applied Mechanics and Engineering · 2023 · 27 citations · 39 references

DOI

Concepts

References

39

Mersenne twister

Makoto Matsumoto, Takuji Nishimura · ACM Transactions on Modeling and Computer Simulation · 1998 · 5.7K citations

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On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals

John H. Halton · Numerische Mathematik · 1960 · 2K citations

, , +10

Random number generators: good ones are hard to find

S. K. Park, Keith Miller · Communications of the ACM · 1988 · 1.3K citations · Full text

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A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics

Hao Xu, Sharif Rahman · International Journal for Numerical Methods in Engineering · 2004 · 438 citations

, , +16

Nataf transformation based point estimate method

Hongshuang Li, Zhenzhou Lü, Xiukai Yuan · Science Bulletin · 2008 · 184 citations

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