Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction

DOI10.1016/J.MATCOM.2021.09.007MaRDI QIDQ2666535zbMATH OpenOpenAlexFDO

Authors Adrian Ebert, Peter Kritzer, Onyekachi Osisiogu, Tetiana A. Stepaniuk

Publication date 22 November 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.12586

zbMATH Keywords

component-by-component constructionfast implementationnumerical integrationpolynomial lattice pointsquasi-Monte Carlo methodsweighted function spaces

Mathematics Subject Classification ID

Numerical analysis (65-XX) Computer science (68-XX)

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Cites work

• Component-by-component construction of good lattice rules
• Construction algorithms for polynomial lattice rules for multivariate integration
• Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• Fast component-by-component construction, a reprise for different kernels
• High-dimensional integration: The quasi-Monte Carlo way
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• scientific article; zbMATH DE number 3145344 (Why is no real title available?)
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• scientific article; zbMATH DE number 3187192 (Why is no real title available?)
• Low-discrepancy point sets obtained by digital constructions over finite fields
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• Point sets and sequences with small discrepancy
• Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Zur angenäherten Berechnung mehrfacher Integrale

Cited in

(2)

• Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces
• Construction of good polynomial lattice rules in weighted Walsh spaces by an alternative component-by-component construction

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