Component-by-component construction of good lattice rules with a composite number of points (Q1872638)
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English | Component-by-component construction of good lattice rules with a composite number of points |
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Component-by-component construction of good lattice rules with a composite number of points (English)
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14 May 2003
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Results and algorithms of \textit{I. H. Sloan}, \textit{F. Y. Kuo} and \textit{S. Joe} [Math. Comput. 71, No. 240, 1609-1640 (2002; Zbl 1011.65001)] and of \textit{I. H. Sloan} and \textit{A. V. Reztsov} [Math. Comput. 71, No. 237, 263-273 (2002; Zbl 0985.65018)] are extended to lattice rules with composite number of quadrature points. In both weighted Korobov and weighted Sobolev spaces strong tractability is achieved. Numerical results show that the quasi-Monte Carlo rules so constructed are almost as good as rules with prime number of points.
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Monte Carlo methods
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rare event simulation
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hitting probabilities
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large deviations
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numerical results
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lattice rules
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