Why Simple Quadrature is just as good as Monte Carlo

Why Simple Quadrature is just as good as Monte Carlo

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© 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...

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Bibliographic Details
Main Authors: Vanslette, Kevin, Al Alsheikh, Abdullatif, Youcef-Toumi, Kamal
Other Authors: Massachusetts Institute of Technology. Department of Mechanical Engineering
Format: Article
Language:English
Published: Walter de Gruyter GmbH 2021
Online Access:https://hdl.handle.net/1721.1/134373.2

Internet

https://hdl.handle.net/1721.1/134373.2

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