An Overview of Lattice and Adaptive Approaches for Multidimensional Integrals

DOI10.1007/978-3-031-06839-3_19MaRDI QIDQ6165470zbMATH OpenOpenAlexFDO

Authors Venelin Todorov

Publication date 1 August 2023

Published in Recent Advances in Computational Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-06839-3_19

zbMATH Keywords

lattice methodMonte Carlo methodmultidimensional integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

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• Advanced algorithms for multidimensional sensitivity studies of large-scale air pollution models based on Sobol sequences
• Algorithm 659
• An adaptive algorithm for the approximate calculation of multiple integrals
• An economic method of computing LPτ-sequences
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• Existence of good lattice points in the sense of Hlawka
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• scientific article; zbMATH DE number 3187192 (Why is no real title available?)
• Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
• Monte Carlo algorithms for evaluating Sobol' sensitivity indices
• Monte Carlo Methods for Applied Scientists
• Studying the sensitivity of pollutants' concentrations caused by variations of chemical rates

Cited in

(2)

• Adaptive Multidimensional Integration Based on Rank-1 Lattices
• Advanced Monte Carlo Methods to Neural Networks

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