Scaled lattice rules for integration on R^d achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
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Publication:5041997
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Cites work
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- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Constructing Embedded Lattice Rules for Multivariate Integration
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms
- High-dimensional integration: The quasi-Monte Carlo way
- Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs
- Lattice rules for nonperiodic smooth integrands
- Lattice rules in non-periodic subspaces of Sobolev spaces
- Liberating the weights
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
- Multivariate integration over \(\mathbb{R}^s\) with exponential rate of convergence
- On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness
- Periodization strategy may fail in high dimensions
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
- Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
- Tractability of multivariate integration for weighted Korobov classes
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- Weighted compound integration rules with higher order convergence for all N
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Cited in
(4)- Variable transformations in combination with wavelets and ANOVA for high-dimensional approximation
- Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness
- Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
- Scaled lattice rules for integration on $\mathbb{R}^d$ achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
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