Lattice methods for multiple integration

DOI10.1016/0377-0427(85)90012-3zbMath0597.65014OpenAlexW4205288342MaRDI QIDQ1079325

Ian H. Sloan

Publication date: 1985

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(85)90012-3

zbMATH Keywords

cubaturenumerical quadraturelattice rulesmultidimensional quadraturenumber theoretic rules

Mathematics Subject Classification ID

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

Related Items

Integration of nonperiodic functions of two variables by Fibonacci lattice rules, Trigonometric interpolation on lattice grids, Gratis lattice points for multidimensional integration, Numerical integration of the Radon transform on classes \(E_ s^ \alpha\) in multiple (finite) dimensions, Multiple integration over bounded and unbounded regions, Computational aspects of Boolean cubature, The existence of efficient lattice rules for multidimensional numerical integration, The determination of canonical forms for lattice quadrature rules, Physics-informed distribution transformers via molecular dynamics and deep neural networks, Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing, Pricing Options Using Lattice Rules, Ian Sloan and Lattice Rules, Randomization of lattice rules for numerical multiple integration, \(d2lri\): A nonadaptive algorithm for two-dimensional cubature, Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model, The Existence of Efficient Lattice Rules for Multidimensional Numerical Integration, An algorithm for finding optimal integration lattices of composite order, On the comparison of initialisation strategies in differential evolution for large scale optimisation, Pointwise convergence of multiple Fourier series: Sufficient conditions and an application to numerical integration, Lattice Rules: Projection Regularity and Unique Representations, Good low degree rank-1 lattice rules of high dimension, Minimal cubature formulae of trigonometric degree, The number of lattice rules, Multidimensional pseudo-spectral methods on lattice grids, The Representation of Lattice Quadrature Rules as Multiple Sums, On integration lattices

Cites Work

• Zur angenäherten Berechnung mehrfacher Integrale
• Good lattic points, discrepancy, and numerical integration
• Parameters for Integrating Periodic Functions of Several Variables
• Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
• Applications of Number Theory to Numerical Analysis
• Tables of sphere packings and spherical codes
• Randomization of Number Theoretic Methods for Multiple Integration
• Quasi-Monte Carlo methods and pseudo-random numbers
• Numerical Evaluation of Multiple Integrals
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item