Why simple quadrature is just as good as Monte Carlo
© 2020 Walter de Gruyter GmbH, Berlin/Boston. We motive and calculate Newton-Cotes quadrature integration variance and compare it directly with Monte Carlo (MC) integration variance. We find an equivalence between deterministic quadrature sampling and random MC sampling by noting that MC random samp...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Walter de Gruyter GmbH
2021
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| Online Access: | https://hdl.handle.net/1721.1/134373 |