Some Monte Carlo experiments in computing multiple integrals
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- by P. Davis and P. Rabinowitz PDF
- Math. Comp. 10 (1956), 1-8 Request permission
References
- John Todd, Experiments in the solution of differential equations by Monte Carlo methods, J. Washington Acad. Sci. 44 (1954), 377–381. MR 67584
- Herman Kahn, Modification of the Monte Carlo method, Proceedings, Seminar on Scientific Computation, November, 1949, International Business Machines Corp., New York, N. Y., 1950, pp. 20–27. MR 0044896 For more detail on these methods see: O. Taussky & J. Todd, “The generation and testing of pseudo-random numbers on SEAC.” To appear. Ibid. See, e.g., H. Kahn, loc. cit.
- G. Pólya and G. Szegö, Aufgaben und Lehrsätze aus der Analysis, Dover Publications, New York, N.Y., 1945 (German). MR 0015435 Richtmyer, loc. cit.
- Arthur Sard, Best approximate integration formulas; best approximation formulas, Amer. J. Math. 71 (1949), 80–91. MR 29283, DOI 10.2307/2372095
Additional Information
- © Copyright 1956 American Mathematical Society
- Journal: Math. Comp. 10 (1956), 1-8
- MSC: Primary 65.0X
- DOI: https://doi.org/10.1090/S0025-5718-1956-0076451-6
- MathSciNet review: 0076451