The fast reduced QMC matrix-vector product

DOI10.1016/J.CAM.2023.115642arXiv2305.11645MaRDI QIDQ6126070

Adrian Ebert, Peter Kritzer, Lukas Herrmann, Marcello Longo, Josef Dick

Publication date: 9 April 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2305.11645

zbMATH Keywords

digital netsquasi-Monte Carlohigh-dimensional integrationmatrix-vector multiplicationPDEs with random coefficients(polynomial) lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Approximate quadratures (41A55) Numerical integration (65D30) Irregularities of distribution, discrepancy (11K38)

Cites Work

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• A generalized discrepancy and quadrature error bound
• Lattice Rules
• Fast QMC Matrix-Vector Multiplication
• High-dimensional integration: The quasi-Monte Carlo way

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