Adaptive Multidimensional Integration Based on Rank-1 Lattices
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Publication:2957046
DOI10.1007/978-3-319-33507-0_20zbMath1356.65008arXiv1411.1966OpenAlexW2966552998MaRDI QIDQ2957046
Fred J. Hickernell, Lluís Antoni Jiménez Rugama
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/1411.1966
numerical exampleserror boundadaptive algorithmsquasi-Monte Carlo methodsmultidimensional integrationdiscrete Fourier coefficientscubature algorithmrank-1 latticesautomatic algorithms
Related Items (8)
Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs ⋮ Local adaption for approximation and minimization of univariate functions ⋮ Reliable Adaptive Cubature Using Digital Sequences ⋮ 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
- Tractability of multivariate problems. Volume II: Standard information for functionals.
- The existence of good extensible rank-1 lattices
- The cost of deterministic, adaptive, automatic algorithms: cones, not balls
- Reliable Adaptive Cubature Using Digital Sequences
- On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}
- High-dimensional integration: The quasi-Monte Carlo way
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