Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

DOI10.1007/s11075-011-9497-yzbMath1244.65002arXiv1105.2599OpenAlexW2152162686MaRDI QIDQ664602

Dirk Nuyens, Josef Dick, Jan Baldeaux, Friedrich Pillichshammer, Gunther Leobacher

Publication date: 2 March 2012

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.2599

zbMATH Keywords

algorithmnumerical integrationnumerical examplesquasi-Monte Carlo methodsdigital netsworst-case errorcomponent-by-component construction\(s-\)dimensional netsFourier-Walsh coefficientshigher order polynomial lattice rulesKorobov space

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45)

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