Imbedded Lattice Rules for Multidimensional Integration

DOI10.1137/0729068MaRDI QIDQ4018612zbMATH OpenOpenAlexFDO

Authors Stephen Joe, Ian H. Sloan

Publication date 16 January 1993

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0729068

zbMATH Keywords

algorithmmultiple integrationfinite imbedded sequences of lattices rules

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)

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Cited in

(18)

• Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases
• A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
• Ian Sloan and Lattice Rules
• Newton's method for quadratic stochastic programs with recourse
• A parallel inexact Newton method for stochastic programs with recourse
• Lattice rules of minimal and maximal rank with good figures of merit
• Convergence analysis of some methods for minimizing a nonsmooth convex function
• Constructing Embedded Lattice Rules for Multivariate Integration
• Lattice methods for multiple integration
• scientific article; zbMATH DE number 67152 (Why is no real title available?)
• The index of merit of \(k\)th-copy integration lattices
• Lattice Rules for Multiple Integration and Discrepancy
• scientific article; zbMATH DE number 4034301 (Why is no real title available?)
• An iterative computation of approximations on Korobov-like spaces.
• Randomization of lattice rules for numerical multiple integration
• scientific article; zbMATH DE number 6160116 (Why is no real title available?)
• Quasi-Monte Carlo methods with applications in finance
• Quasi-Monte Carlo quadratures for multivariate smooth functions

Describes a project that uses

Uses Software

• TESTPACK

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