scientific article; zbMATH DE number 67152

MaRDI QIDQ4011845zbMATH OpenFDO

Authors Marc Beckers, Ann Haegemans

Publication date 27 September 1992

zbMATH Keywords

IMT- transformationslattice rulesmultiple integration latticeperiodic functionssmooth functions

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Numerical quadrature and cubature formulas (65D32)

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Cited in

(10)

• What Monte Carlo models can do and cannot do efficiently?
• An iterative computation of approximations on Korobov-like spaces.
• Nahm's transformation on the lattice
• Periodizing transformations for numerical integration
• Numerical integration of functions with boundary singularities
• \(\text{PVTSI}^{(m)}\): a novel approach to computation of Hadamard finite parts of nonperiodic singular integrals
• Evaluating nearly singular multinormal expectations with application to wave distributions
• Periodization strategy may fail in high dimensions
• Quasi-Monte Carlo quadratures for multivariate smooth functions
• Scaled lattice rules for integration on \(\mathbb{R}^d\) achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces

Describes a project that uses

Uses Software

• TESTPACK

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