Geodesic
Using the Strang--Fix approximation for Monte Carlo calculating of multiple integrals
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 2 (1999) no. 2, pp. 111-122

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In this paper the possibility of using the Strang–Fix approximation for constructing of optimal density in the standard Monte Carlo method for calculating multiple integrals is investigated. Optimal parameters of the constructed density are obtained. The comparison between the constructed important sampling method and the separation of main part method is provided. The combined method, which contains advantages of both algorithms, is suggested. 
@article{SJVM_1999_2_2_a1,
     author = {A. V. Voitishek},
     title = {Using the {Strang--Fix} approximation for {Monte} {Carlo} calculating of multiple integrals},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {111--122},
     publisher = {mathdoc},
     volume = {2},
     number = {2},
     year = {1999},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_1999_2_2_a1/}
}
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A. V. Voitishek. Using the Strang--Fix approximation for Monte Carlo calculating of multiple integrals. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 2 (1999) no. 2, pp. 111-122. http://geodesic.mathdoc.fr/item/SJVM_1999_2_2_a1/