Constructing Embedded Lattice Rules for Multivariate Integration (Q5428401)

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scientific article; zbMATH DE number 5213832
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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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