Constructing Embedded Lattice Rules for Multivariate Integration (Q5428401)
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scientific article; zbMATH DE number 5213832
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Constructing Embedded Lattice Rules for Multivariate Integration |
scientific article; zbMATH DE number 5213832 |
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Constructing Embedded Lattice Rules for Multivariate Integration (English)
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22 November 2007
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numerical integration
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quasi-monte Carlo methods
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rank-1 lattice rules
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fast component-by-component construction
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embedded lattice rules
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extensible lattice sequences
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numerical examples
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cubature formulae
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algorithm
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fast Fourier transforms
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0.8665112853050232
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0.842219889163971
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0.8398308157920837
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0.8382310271263123
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