Showing math.NAShow all
2 papers · 1 filter
math.NA2026
Randomized quasi-Monte Carlo for walk on spheres
Valerie N. P. Ho, Art B. Owen
We investigate the use of randomized quasi-Monte Carlo (RQMC) in walk on spheres algorithms to solve boundary value problems for functions with Dirichlet boundary conditions in $\m…
math.NA2026
Walk on spheres and Array-RQMC
Valerie N. P. Ho, Art B. Owen
We use Array-RQMC sampling in a walk on spheres (WoS) algorithm for Dirichlet boundary value problems. On a collection of problems, we find that Array-RQMC-WoS reduces the Monte Ca…