Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations
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Tài liệu tham khảo
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I. M. Sobol’, Multi-Dimensional Cubature Formulas and Haar Functions (Nauka, Moscow, 1969).
S. M. Ermakov and A. I. Rukavishnikova, “Quasi-Monte Carlo Algorithms for Solving Linear Algebraic Equations,” Monte Carlo Methods and Appl. 12(5), 363–384 (2006).
S. M. Ermakov and W. Wagner, “Monte Carlo Difference Schemes for the Wave Equation,” Monte Carlo Methods and Appl. 8(1), 1–29 (2002).
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