Construction algorithms for polynomial lattice rules for multivariate integration

DOI10.1090/S0025-5718-05-01742-4zbMath1079.65007MaRDI QIDQ5315423

Ian H. Sloan, Friedrich Pillichshammer, Frances Y. Kuo, Josef Dick

Publication date: 8 September 2005

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

zbMATH Keywords

algorithms; numerical results; Walsh functions; quasi-Monte Carlo integration; worst-case error; multivariate quadrature formulae; Quasi-Monte Carlo quadrature; randomly digitally shifted polynomial lattice rule

Mathematics Subject Classification ID

65C05: Monte Carlo methods

41A63: Multidimensional problems

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

Related Items

Discrepancy Theory and Quasi-Monte Carlo Integration, Constructions of general polynomial lattices for multivariate integration, Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces, Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy, A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights, Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence, Construction algorithms for higher order polynomial lattice rules, Extensible hyperplane nets, A lower bound on a quantity related to the quality of polynomial lattices, A construction of polynomial lattice rules with small gain coefficients, Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules, Construction algorithms for good extensible lattice rules, Spline methods using integration lattices and digital nets, QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach, The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets, Construction of interlaced scrambled polynomial lattice rules of arbitrary high order, Generalized Walsh bases and applications, Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces, Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules, Constructions of general polynomial lattice rules based on the weighted star discrepancy, Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences, Dyadic diaphony of digital nets over \(\mathbb Z_2\), Diaphony, discrepancy, spectral test and worst-case error, The construction of extensible polynomial lattice rules with small weighted star discrepancy

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