We present an algorithm for Tchakaloff-like compression of quasi-Monte Carlo volume and surface integration on an arbitrary union of balls, via non-negative least squares. We also provide the corresponding Matlab codes together with several numerical tests.
Tchakaloff-like compression of QMC volume and surface integration on the union of balls
Elefante G.;
2024-01-01
Abstract
We present an algorithm for Tchakaloff-like compression of quasi-Monte Carlo volume and surface integration on an arbitrary union of balls, via non-negative least squares. We also provide the corresponding Matlab codes together with several numerical tests.
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