Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
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Publication:3766698
DOI10.1137/0724010zbMath0629.65020OpenAlexW2170219930MaRDI QIDQ3766698
Publication date: 1987
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0724010
Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
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Lattice methods for multiple integration ⋮ Integration of nonperiodic functions of two variables by Fibonacci lattice rules ⋮ The index of merit of \(k\)th-copy integration lattices ⋮ Numerical integration of the Radon transform on classes \(E_ s^ \alpha\) in multiple (finite) dimensions ⋮ Multiple integration over bounded and unbounded regions ⋮ Computational aspects of Boolean cubature ⋮ The existence of efficient lattice rules for multidimensional numerical integration ⋮ The determination of canonical forms for lattice quadrature rules ⋮ On cubature formulas on the basis of lattices ⋮ Different quality indexes for lattice rules ⋮ Fast discrete algorithms for sparse Fourier expansions of high dimensional functions ⋮ Maximum likelihood estimation of Gaussian copula models for geostatistical count data ⋮ Extremal lattices and the construction of lattice rules ⋮ Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options ⋮ A Note on Transformed Fourier Systems for the Approximation of Non-periodic Signals ⋮ On a Full Monte Carlo Approach to Computational Finance ⋮ Advanced Monte Carlo Methods to Neural Networks ⋮ An Overview of Lattice and Adaptive Approaches for Multidimensional Integrals ⋮ An iterative computation of approximations on Korobov-like spaces. ⋮ Uncertainty quantification for random domains using periodic random variables ⋮ Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling ⋮ Sensitivity Studies of an Air Pollution Model by Using Efficient Stochastic Algorithms for Multidimensional Numerical Integration ⋮ An intractability result for multiple integration ⋮ Ian Sloan and Lattice Rules ⋮ Randomization of lattice rules for numerical multiple integration ⋮ Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics ⋮ The Existence of Efficient Lattice Rules for Multidimensional Numerical Integration ⋮ Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices ⋮ Efficient multivariate approximation on the cube ⋮ Numerical solution of the Poisson equation over hypercubes using reduced Chebyshev polynomial bases ⋮ Pointwise convergence of multiple Fourier series: Sufficient conditions and an application to numerical integration ⋮ Moment discretization for ill-posed problems with discrete weakly bounded noise ⋮ Quasi-Monte Carlo quadratures for multivariate smooth functions ⋮ Fast Fourier-Galerkin methods for solving singular boundary integral equations: Numerical integration and precondition ⋮ A Generalized Sampling Theorem for Locally Compact Abelian Groups ⋮ Lattice Rules: Projection Regularity and Unique Representations ⋮ Good low degree rank-1 lattice rules of high dimension ⋮ Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing ⋮ Transformed rank-1 lattices for high-dimensional approximation ⋮ Uncertainty Quantification Using Periodic Random Variables ⋮ A note on isotropic discrepancy and spectral test of lattice point sets ⋮ Multidimensional pseudo-spectral methods on lattice grids ⋮ Variance reduction order using good lattice points in Monte Carlo methods ⋮ The Representation of Lattice Quadrature Rules as Multiple Sums ⋮ Bad lattice points ⋮ On integration lattices ⋮ Latin Hypercube Sampling and Fibonacci Based Lattice Method Comparison for Computation of Multidimensional Integrals
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