Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points

DOI10.1016/J.JCO.2005.07.002MaRDI QIDQ2489147zbMATHOpenAlexWikidataFDO

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

zbMATH Keywords

numerical examplesanalysis of algorithmslattice point setsquasi-Monte Carlo integrationrank-1 lattice rulefast component-by-component algorithmreproducing kernel weighted Hilbert spaceworst-case error minimization

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical quadrature and cubature formulas (65D32)

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• Reducing the construction cost of the component-by-component construction of good lattice rules
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Cited in

(57)

• A component-by-component construction for the trigonometric degree
• Random-prime-fixed-vector randomised lattice-based algorithm for high-dimensional integration
• Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
• Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
• Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
• Fast component-by-component construction, a reprise for different kernels
• Multilevel QMC with product weights for affine-parametric, elliptic PDEs
• Constructions of general polynomial lattice rules based on the weighted star discrepancy
• Some results on the complexity of numerical integration
• Very low truncation dimension for high dimensional integration under modest error demand
• The construction of good extensible rank-1 lattices
• Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
• Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction
• Variance bounds and existence results for randomly shifted lattice rules
• Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
• Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
• On the convergence rate of the component-by-component construction of good lattice rules
• Reducing the construction cost of the component-by-component construction of good lattice rules
• 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
• Constructing lattice rules based on weighted degree of exactness and worst case error
• Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
• On a projection-corrected component-by-component construction
• 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
• The construction of good extensible Korobov rules
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• Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation
• Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
• On combined component-by-component constructions of lattice point sets
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• Lattice rules for nonperiodic smooth integrands
• Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
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• Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm
• Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• 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
• Fast QMC matrix-vector multiplication
• Successive coordinate search and component-by-component construction of rank-1 lattice rules
• Component-by-component construction of good lattice rules
• A component-by-component approach to efficient numerical integration over products of spheres
• QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights
• Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
• Quasi-Monte Carlo methods with applications in finance
• Component-by-component construction of good lattice rules with a composite number of points
• Rank-1 Lattices and Higher-Order Exponential Splitting for the Time-Dependent Schrödinger Equation
• Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
• Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
• Weighted compound integration rules with higher order convergence for all \(N\)
• Proof techniques in quasi-Monte Carlo theory
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• A note on the CBC-DBD construction of lattice rules with general positive weights
• Discrepancy theory and quasi-Monte Carlo integration
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