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Parallel Quasi-Monte Carlo Integration Using (t,s)-Sequences

Wolfgang Ch. SchmidContact Information and Andreas UhlContact Information

(7)  Department of Mathematics, University of Salzburg, Austria
(8)  RIST++ & Department of Computer Science and System Analysis, University of Salzburg, Austria
Abstract
Currently, the most effective constructions of low-discrepancy point sets and sequences are based on the theory of (t, m, s)-nets and (t, s)-sequences. In this work we discuss parallelization techniques for quasi-Monte Carlo integration using (t, s)-sequences. We show that leapfrog parallelization may be very dangerous whereas block-based parallelization turns out to be robust.

Contact Information Wolfgang Ch. Schmid
Email: wolfgang.schmid@sbg.ac.at

Contact Information Andreas Uhl
Email: andreas.uhl@sbg.ac.at
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