Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
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Publication:2489147
DOI10.1016/J.JCO.2005.07.002zbMATH Open1092.65002OpenAlexW2166634029WikidataQ57778915 ScholiaQ57778915MaRDI QIDQ2489147FDOQ2489147
Authors: Dirk Nuyens, Ronald Cools 
Publication date: 16 May 2006
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2005.07.002
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numerical examplesanalysis of algorithmslattice point setsquasi-Monte Carlo integrationrank-1 lattice rulefast component-by-component algorithmreproducing kernel weighted Hilbert spaceworst-case error minimization
Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical quadrature and cubature formulas (65D32)
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Cited In (56)
- A component-by-component construction for the trigonometric degree
- Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration
- Hiding the weights -- CBC black box algorithms with a guaranteed error bound
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- Fast QMC matrix-vector multiplication
- Constructions of general polynomial lattice rules based on the weighted star discrepancy
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Reducing the construction cost of the component-by-component construction of good lattice rules
- Some Results on the Complexity of Numerical Integration
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Variance bounds and existence results for randomly shifted lattice rules
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- A component-by-component approach to efficient numerical integration over products of spheres
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
- Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
- The construction of good extensible rank-1 lattices
- Very low truncation dimension for high dimensional integration under modest error demand
- Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation
- Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
- Fast component-by-component construction, a reprise for different kernels
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
- Uncertainty Quantification Using Periodic Random Variables
- Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
- On the convergence rate of the component-by-component construction of good lattice rules
- The construction of good extensible Korobov rules
- Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
- Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs
- Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
- Component-by-component construction of good lattice rules with a composite number of points
- Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction
- Lattice rules for nonperiodic smooth integrands
- Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
- On combined component-by-component constructions of lattice point sets
- Proof techniques in quasi-Monte Carlo theory
- Discrepancy theory and quasi-Monte Carlo integration
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Component-by-component construction of good lattice rules
- On a projection-corrected component-by-component construction
- A note on the CBC-DBD construction of lattice rules with general positive weights
- On a reduced component-by-component digit-by-digit construction of lattice point sets
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
- Quasi-Monte Carlo methods with applications in finance
- Weighted compound integration rules with higher order convergence for all \(N\)
- Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
- QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights
- Title not available (Why is that?)
- Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
- Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Constructing lattice rules based on weighted degree of exactness and worst case error
- Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices
- Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm
- Successive coordinate search and component-by-component construction of rank-1 lattice rules
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