scientific article; zbMATH DE number 2051215

MaRDI QIDQ4453507zbMATH OpenFDO

Authors Josef Dick, F. Y. Kuo

Publication date 7 March 2004

zbMATH Keywords

convergencealgorithmnumerical experimentsMonte Carlo methodweighted Sobolev spacesquadraturerank-1 lattice rulesworst-case error bound

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

• Reducing the construction cost of the component-by-component construction of good lattice rules
• Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
• Component-by-component construction of good lattice rules with a composite number of points
• Fast component-by-component construction, a reprise for different kernels
• Good lattice rules with a composite number of points based on the product weighted star discrepancy

Cited in

(9)

• Further research on the good lattice point design
• Constructions of general polynomial lattice rules based on the weighted star discrepancy
• An exact order of discrepancy of the Smolyak grid and some general conclusions in the theory of numerical integration
• Constructing Embedded Lattice Rules for Multivariate Integration
• A component-by-component construction for the trigonometric degree
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Component-by-component construction of good lattice rules with a composite number of points
• Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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