Calculating Multidimensional Cubatures on Sobol Sequences
Alexander Alexandrovich Belov, M. A. Tintul · Bulletin of the Russian Academy of Sciences Physics · 2022
Abstract The Sobol algorithm is modified to improve the uniformity of the distribution of its points in a multidimensional cube. A multigrid calculating strategy of is proposed for finding the cubature while estimating its accuracy statistically, greatly improving the reliability of calculations.