Gratis lattice points for multidimensional integration

DOI10.1007/BF02278712MaRDI QIDQ1086975zbMATH OpenOpenAlexFDO

Authors Peter Zinterhof

Publication date 1987

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02278712

zbMATH Keywords

computational comparisonsMonte-Carlo methodspseudo-random numbersquadrature and cubature formulasuseful coefficients

Mathematics Subject Classification ID

Probabilistic theory: distribution modulo (1); metric theory of algorithms (11K99) Approximate quadratures (41A55) Multidimensional problems (41A63) Numerical quadrature and cubature formulas (65D32)

Review text

The computation of optimal coefficients for higher dimensions s and larger modules N by means of the methods known hitherto leads to practically insurmountable problems regarding the computing time needed. In this note we give a method for computing useful coefficients, where the computation of these coefficients is immediate and where the computing time is practically negligible for any s and N. Whereas the theoretical efficiency of those useful coefficients is roughly speaking half the efficiency of the best possible coefficients, all practical tests indicate that our methods lead to optimal performance too. A series of computational comparisons between the useful coefficients and the optimal ones is enclosed.

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Cites work

• Applications of Number Theory to Numerical Analysis
• scientific article; zbMATH DE number 3416888 (Why is no real title available?)
• Lattice methods for multiple integration
• Trigonometrische Interpolation bei Funktionen von mehreren Variablen

Cited in

(9)

• Variance reduction order using good lattice points in Monte Carlo methods
• Numerical integration of the Radon transform on classes \(E_ s^ \alpha\) in multiple (finite) dimensions
• Lattice rules of minimal and maximal rank with good figures of merit
• scientific article; zbMATH DE number 3878229 (Why is no real title available?)
• Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte Carlo Algorithms
• On integration lattices
• Computation of the optimal coefficients
• Optimal coefficients modulo prime powers in the three-dimensional case
• Random points in the cube and on the sphere with applications to numerical analysis

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