Title: Computational investigation of scrambled Faure sequences
Authors: Vandewoestyne, Bart
Chi, Hongmei
Cools, Ronald # ×
Issue Date: 2010
Publisher: North Holland Pub. Co.
Series Title: Mathematics and Computers in Simulation vol:81 pages:522-535
Abstract: The Faure sequence is one of the well known quasi-random sequences used in quasi-Monte Carlo applications.
In its original and most basic form, the Faure sequence suffers from correlations between different dimensions. These correlations result in poorly distributed two-dimensional projections. A standard solution to this problem is to use a randomly scrambled version of the Faure sequence. We analyze various scrambling methods and propose a new nonlinear scrambling method, which has similarities with inversive congruential methods for pseudo-random number generation. We demonstrate the usefulness of our scrambling by means of two-dimensional
projections and integration problems.
ISSN: 0378-4754
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
× corresponding author
# (joint) last author

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