Constructing Embedded Lattice Rules for Multivariate Integration
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- Imbedded Lattice Rules for Multidimensional Integration
- scientific article; zbMATH DE number 2051215
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
- Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
- Good lattice rules in weighted Korobov spaces with general weights
Cited in
(68)- Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
- Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm
- Monte Carlo finite volume element methods for the convection-diffusion equation with a random diffusion coefficient
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
- A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
- Physics-informed distribution transformers via molecular dynamics and deep neural networks
- Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- Parametric dominant pole algorithm for parametric model order reduction
- Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system
- Proof techniques in quasi-Monte Carlo theory
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Lattice rules for nonperiodic smooth integrands
- Searching for extensible Korobov rules
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Construction schemes for weighted lattice rules
- Quasi-Monte Carlo image synthesis in a nutshell
- Conditional sampling for barrier option pricing under the Heston model
- QMC Galerkin discretization of parametric operator equations
- Lattice Rules for Multiple Integration and Discrepancy
- The construction of good extensible rank-1 lattices
- Extensions of Fibonacci lattice rules
- Good lattice rules based on the general weighted star discrepancy
- The construction of extensible polynomial lattice rules with small weighted star discrepancy
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- Imbedded Lattice Rules for Multidimensional Integration
- Variance bounds and existence results for randomly shifted lattice rules
- Ian Sloan and Lattice Rules
- Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals
- Tractability using periodized generalized Faure sequences
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
- Scaled lattice rules for integration on \(\mathbb{R}^d\) achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction
- Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation
- Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients
- Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
- Analysis and application of single level, multi-level Monte Carlo and quasi-Monte Carlo finite element methods for time-dependent Maxwell's equations with random inputs
- Uncertainty Quantification Using Periodic Random Variables
- Strang splitting in combination with rank-1 and rank-r lattices for the time-dependent Schrödinger equation
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- Accelerating the convergence of lattice methods by importance sampling-based transformations
- A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance
- The role of structured matrices for the construction of integration lattices
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities
- Quasi-Monte Carlo Software
- Lattice enumeration via linear programming
- Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems
- Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences
- Some arithmetic properties of short random walk integrals
- Advanced lattice rules for multidimensional sensitivity analysis in air pollution modelling
- Weighted compound integration rules with higher order convergence for all N
- The bounds of the mixed derivatives of the least eigenvalue and eigenfunction of the eigenvalue problem with stochastic density function
- Uncertainty quantification for electrical impedance tomography using quasi-Monte Carlo methods
- Quasi-Monte Carlo algorithms (not only) for graphics software
- Quasi-Monte Carlo and discontinuous Galerkin
- Optimization of the standard lattice sequence for multidimensional integrals regarding large-scale finance problems
- Constructing embedded lattice-based algorithms for multivariate function approximation with a composite number of points
- Randomized quasi-Monte Carlo and Owen's boundary growth condition: a spectral analysis
- Shifted lattice rules based on a general weighted discrepancy for integrals over Euclidean space
- Construction algorithms for good extensible lattice rules
- Numerical integration in log-Korobov and log-cosine spaces
- Quasi-Monte Carlo for highly structured generalised response models
- Quasi-Monte Carlo methods with applications in finance
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
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