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Calculating Multidimensional Cubatures on Sobol Sequences

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Bulletin of the Russian Academy of Sciences: Physics Aims and scope

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.

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Funding

This work was supported by the RF Council of Presidential Grants, project no. MK-3630.2021.1.1.

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Authors and Affiliations

  1. Faculty of Physics, Moscow State University, 119991, Moscow, Russia

    A. A. Belov & M. A. Tintul

  2. People’s Friendship University of Russia, 117198, Moscow, Russia

    A. A. Belov

Authors
  1. A. A. Belov
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  2. M. A. Tintul
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Corresponding author

Correspondence to A. A. Belov.

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The authors declare that they have no conflicts of interest.

Additional information

Translated by L. Kartvelishvili

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Belov, A.A., Tintul, M.A. Calculating Multidimensional Cubatures on Sobol Sequences. Bull. Russ. Acad. Sci. Phys. 86, 856–860 (2022). https://doi.org/10.3103/S1062873822070085

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  • DOI: https://doi.org/10.3103/S1062873822070085

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