A software implementation of Niederreiter-Xing sequences.

MaRDI QIDQ4549521zbMATH OpenFDO

Authors Gottlieb Pirsic

Publication date 8 December 2002

Mathematics Subject Classification ID

Irregularities of distribution, discrepancy (11K38) Algebraic functions and function fields in algebraic geometry (14H05) Random number generation in numerical analysis (65C10)

Cited in

(13)

• On the approximation of smooth functions using generalized digital nets
• Quasi-Monte Carlo point sets with small t-values and WAFOM
• Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces
• Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
• Constructions of (t,m,s)-nets and (t,s)-sequences
• Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
• Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions
• A search for extensible low-WAFOM point sets
• Discrepancy behaviour in the non-asymptotic regime
• 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
• Error trends in quasi-Monte Carlo integration
• QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach

Describes a project that uses

Uses Software

• NTL
• TESTPACK

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