Construction algorithms for polynomial lattice rules for multivariate integration
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- Constructions of general polynomial lattices for multivariate integration
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
Cites work
- A class of generalized Walsh functions
- Calculation of the quality parameter of digital nets and application to their construction
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Constructions of (t, m, s)-nets
- Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
- Digital point sets: Analysis and application
- Discrépance de suites associées à un système de numération (en dimension s)
- Efficient Weighted Lattice Rules with Applications to Finance
- Good lattice rules in weighted Korobov spaces with general weights
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- scientific article; zbMATH DE number 914714 (Why is no real title available?)
- Improvements and extensions of the ``Salzburg tables by using irreducible polynomials
- Lattice rules: How well do they measure up?
- Liberating the weights
- Low-discrepancy point sets obtained by digital constructions over finite fields
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- On Korobov Lattice Rules in Weighted Spaces
- On the convergence rate of the component-by-component construction of good lattice rules
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
- Point sets and sequences with small discrepancy
- Randomization of Number Theoretic Methods for Multiple Integration
- Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
- Selected papers. With brief biographical sketches by W. E. Sewell, D. V. Widder and Morris Marden and commentaries by Q. I. Rahman, P. M. Gauthier, Dieter Gaier, Walter Schempp and the editors. Edited by Theodore J. Rivlin and Edward B. Saff
- The existence of good extensible polynomial lattice rules
- Theory of Reproducing Kernels
- Tractability of multivariate integration for weighted Korobov classes
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
Cited in
(53)- Tractability of \(\mathbb{L}_2\)-approximation in hybrid function spaces
- Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm
- Digital net properties of a polynomial analogue of Frolov's construction
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Generation and application of multivariate polynomial quadrature rules
- Weighted integration over a hyperrectangle based on digital nets and sequences
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
- Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
- Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
- Generalized Walsh bases and applications
- On generalized Walsh bases
- Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces
- Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
- Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
- Construction of interlaced polynomial lattice rules for infinitely differentiable functions
- Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
- Quasi-Monte Carlo quadratures for multivariate smooth functions
- Constructions of (t,m,s)-nets and (t,s)-sequences
- Dyadic diaphony of digital nets over \(\mathbb Z_2\)
- Diaphony, discrepancy, spectral test and worst-case error
- Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction
- On the component by component construction of polynomial lattice point sets for numerical integration in weighted Sobolev spaces
- Tractability of multivariate integration in hybrid function spaces
- The construction of extensible polynomial lattice rules with small weighted star discrepancy
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
- Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
- Polynomial integration lattices
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
- Ian Sloan and Lattice Rules
- Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- Discrepancy theory and quasi-Monte Carlo integration
- Construction algorithms for higher order polynomial lattice rules
- Cyclic Digital Nets, Hyperplane Nets, and Multivariate Integration in Sobolev Spaces
- Construction Algorithms for Digital Nets with Low Weighted Star Discrepancy
- Constructions of general polynomial lattices for multivariate integration
- Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
- A Tool for Custom Construction of QMC and RQMC Point Sets
- Extensible hyperplane nets
- A lower bound on a quantity related to the quality of polynomial lattices
- 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
- Quasi-Monte Carlo integration over \(\mathbb{R}^s\) based on digital nets
- The star discrepancy of a union of randomly digitally shifted Korobov polynomial lattice point sets depends polynomially on the dimension
- Construction algorithms for good extensible lattice rules
- Spline methods using integration lattices and digital nets
- QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach
- The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
- On a projection-corrected component-by-component construction
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