Lattice Integration Rules of Maximal Rank Formed by Copying Rank 1 Rules

DOI10.1137/0729036zbMath0757.65016OpenAlexW1969667509MaRDI QIDQ4009451

Shaun Disney, Ian H. Sloan

Publication date: 27 September 1992

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0729036

zbMATH Keywords

periodic functionmaximal ranknumerical multiple integrationminimal error boundKorobov type generatorslattice quadrature rulesMonte-Carlo rulesrank 1 lattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Well-distributed sequences and other variations (11K36)

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