On Korobov Lattice Rules in Weighted Spaces

DOI10.1137/S0036142903425021zbMath1079.65010OpenAlexW1981674458MaRDI QIDQ4653931

Josef Dick, Xiaoqun Wang, Ian H. Sloan

Publication date: 1 March 2005

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036142903425021

zbMATH Keywords

algorithmquadraturemultivariate integrationworst case errorKorobov spacequasi Monte Carlo methodsKorobov latticegood lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (10)

Construction Schemes for Weighted Lattice Rules ⋮ Construction algorithms for polynomial lattice rules for multivariate integration ⋮ The construction of good extensible Korobov rules ⋮ On the convergence rate of the component-by-component construction of good lattice rules ⋮ Physics-informed deep learning for three-dimensional transient heat transfer analysis of functionally graded materials ⋮ Ian Sloan and Lattice Rules ⋮ Searching for extensible Korobov rules ⋮ Constructions of general polynomial lattice rules based on the weighted star discrepancy ⋮ Good lattice rules in weighted Korobov spaces with general weights ⋮ The construction of good extensible rank-1 lattices

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