Reliable Adaptive Cubature Using Digital Sequences
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Publication:2957044
DOI10.1007/978-3-319-33507-0_18zbMath1356.65006arXiv1410.8615OpenAlexW2964741545MaRDI QIDQ2957044
Lluís Antoni Jiménez Rugama, Fred J. Hickernell
Publication date: 20 January 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.8615
cubaturenumerical exampleserror boundadaptive algorithmsquasi-Monte Carlo methodsmultidimensional integrationWalsh coefficientsSobol' sequencesdigital sequencesautomatic algorithms
Related Items
Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs, Local adaption for approximation and minimization of univariate functions, Adaptive Multidimensional Integration Based on Rank-1 Lattices, Quasi-Monte Carlo Software, An Adaptive Algorithm Employing Continuous Linear Functionals, Reliable error estimation for Sobol' indices, Adaptive Quasi-Monte Carlo Methods for Cubature, Fast automatic Bayesian cubature using lattice sampling
Uses Software
Cites Work
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