Title: To periodize or not to periodize
Authors: Nuyens, Dirk #
Issue Date: Jul-2009
Conference: 1st PRIMA Congress (PRIMA2009) location:Sydney, Australia date:6-10 July 2009
Abstract: While quasi-Monte Carlo methods can give you better performance than the
O(N^(-1/2)) of Monte Carlo methods, typically one is happy with O(N^(-1)).
Using different techniques, amongst which is periodization of the integrand,
one is able to increase the order of convergence to O(N^(-a)), a > 1.
This talks addresses the question when it is useful to periodize the integrand.
Publication status: published
KU Leuven publication type: IMa
Appears in Collections:Numerical Analysis and Applied Mathematics Section
# (joint) last author

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