• QMC4PDE

  • Referenced in 16 articles [sw33945]
  • QMC4PDE: Quasi-Monte Carlo methods for elliptic PDEs with random diffusion coefficients. A practical guide ... Accompanying the article “Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion...
  • RandQMC

  • Referenced in 4 articles [sw08113]
  • Guide: A Package for Randomized Quasi-Monte Carlo Methods...
  • qar-0.1

  • Referenced in 2 articles [sw19950]
  • Quasi-Monte Carlo methods for lattice systems: a first look. We investigate the applicability ... quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve ... generated from an ordinary Markov chain Monte Carlo simulation behaves like $N^{- 1 / 2}$, where ... observations. By means of quasi-Monte Carlo methods it is possible to improve this behavior...
  • gMLQMC

  • Referenced in 5 articles [sw32982]
  • multilevel Monte Carlo (MC) and quasi-Monte Carlo (QMC) methods in a high-performance setting...
  • UDDAE_Optimization

  • Referenced in 2 articles [sw38320]
  • evaluated by computing integrals using quasi-Monte Carlo methods. The minimization of the objective function...
  • Uncertainpy

  • Referenced in 2 articles [sw31267]
  • left unchanged. Uncertainpy implements both quasi-Monte Carlo methods and polynomial chaos expansions using either...
  • mmcm

  • Referenced in 1 article [sw11277]
  • value by using randomized quasi-Monte Carlo method from pmvt function of package mvtnorm...
  • QMCPy

  • Referenced in 0 articles [sw33928]
  • Quasi-Monte Carlo Community Software. Quasi-Monte Carlo (QMC) methods are used to approximate multivariate...
  • Mathematica

  • Referenced in 6090 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 12640 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • NTL

  • Referenced in 208 articles [sw00638]
  • NTL is a high-performance, portable C++ library...
  • R

  • Referenced in 8836 articles [sw00771]
  • R is a language and environment for statistical...
  • r2d2lri

  • Referenced in 11 articles [sw00772]
  • $r2d2lri$ is a non-adaptive algorithm implemented in...
  • RANLUX

  • Referenced in 56 articles [sw00778]
  • RANLUX: a Fortran implementation of the high-quality...
  • SPRNG

  • Referenced in 45 articles [sw00905]
  • Algorithm 806: SPRNG: A Scalable Library for Pseudorandom...
  • UMFPACK

  • Referenced in 375 articles [sw00989]
  • An ANSI C code for sparse LU factorization...
  • QUADPACK

  • Referenced in 254 articles [sw01236]
  • Fortran subprograms for evaluating definite integrals of functions...
  • FreeFem++

  • Referenced in 1135 articles [sw01436]
  • FreeFem++ is an implementation of a language dedicated...
  • MinT

  • Referenced in 43 articles [sw01446]
  • An overwhelming variety of different constructions for (t...