Lattice Integration Rules of Maximal Rank Formed by Copying Rank 1 Rules

DOI10.1137/0729036MaRDI QIDQ4009451zbMATH OpenOpenAlexFDO

Authors Shaun Disney, Ian H. Sloan

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1137/0729036

zbMATH Keywords

Korobov type generatorslattice quadrature rulesmaximal rankminimal error boundMonte-Carlo rulesnumerical multiple integrationperiodic functionrank 1 lattice rules

Mathematics Subject Classification ID

Well-distributed sequences and other variations (11K36) Approximate quadratures (41A55) Multidimensional problems (41A63) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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• A Computer Search of Rank-2 Lattice Rules for Multidimensional Quadrature
• An intractability result for multiple integration
• Multiple integration is intractable but not hopeless
• Ian Sloan and Lattice Rules
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• scientific article; zbMATH DE number 914714 (Why is no real title available?)
• In search for good Chebyshev lattices
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• A construction of higher-rank lattice rules
• Randomized quasi-Monte Carlo methods on triangles: extensible lattices and sequences
• A parallel search for good lattice points using LLL-spectral tests
• Intermediate rank lattice rules and applications to finance

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