Construction algorithms for polynomial lattice rules for multivariate integration

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

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

Publication date: 8 September 2005

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

zbMATH Keywords

algorithmsnumerical resultsWalsh functionsquasi-Monte Carlo integrationworst-case errormultivariate quadrature formulaeQuasi-Monte Carlo quadraturerandomly digitally shifted polynomial lattice rule

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (39)

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