The construction of extensible polynomial lattice rules with small weighted star discrepancy

DOI10.1090/S0025-5718-07-01984-9zbMath1135.11039MaRDI QIDQ3592693

Josef Dick

Publication date: 13 September 2007

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

sieve methodspolynomial lattice rulescomponent by component algorithms

Mathematics Subject Classification ID

Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (7)

Construction algorithms for good extensible lattice rules ⋮ The construction of good extensible Korobov rules ⋮ On a projection-corrected component-by-component construction ⋮ Extensible hyperplane nets ⋮ Constructions of general polynomial lattice rules based on the weighted star discrepancy ⋮ Construction algorithms for higher order polynomial lattice rules ⋮ The construction of good extensible rank-1 lattices

Cites Work

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• The construction of good extensible Korobov rules
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• The existence of good extensible rank-1 lattices
• The existence of good extensible polynomial lattice rules
• Constructions of general polynomial lattice rules based on the weighted star discrepancy
• Component-by-component construction of good lattice rules
• Low-discrepancy point sets obtained by digital constructions over finite fields
• Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Construction algorithms for polynomial lattice rules for multivariate integration
• Constructing Embedded Lattice Rules for Multivariate Integration
• Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy

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