Construction algorithms for polynomial lattice rules for multivariate integration

DOI10.1090/S0025-5718-05-01742-4zbMath1079.65007MaRDI QIDQ5315423

Ian H. Sloan, Friedrich Pillichshammer, Frances Y. Kuo, Josef Dick

Publication date: 8 September 2005

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

algorithms; numerical results; Walsh functions; quasi-Monte Carlo integration; worst-case error; multivariate quadrature formulae; Quasi-Monte Carlo quadrature; randomly digitally shifted polynomial lattice rule

Mathematics Subject Classification ID

65C05: Monte Carlo methods

41A63: Multidimensional problems

41A55: Approximate quadratures

65D32: Numerical quadrature and cubature formulas

Related Items

Constructions of general polynomial lattices for multivariate integration, Construction algorithms for higher order polynomial lattice rules, Extensible hyperplane nets, A lower bound on a quantity related to the quality of polynomial lattices, A construction of polynomial lattice rules with small gain coefficients, Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules, Construction algorithms for good extensible lattice rules, Spline methods using integration lattices and digital nets, QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach, The tent transformation can improve the convergence rate of quasi-Monte Carlo algorithms using digital nets, Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules, Constructions of general polynomial lattice rules based on the weighted star discrepancy, Constructions of \((t,m,s)\)-nets and \((t,s)\)-sequences, Dyadic diaphony of digital nets over \(\mathbb Z_2\), Diaphony, discrepancy, spectral test and worst-case error, The construction of extensible polynomial lattice rules with small weighted star discrepancy

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Point sets and sequences with small discrepancy
• On the convergence rate of the component-by-component construction of good lattice rules
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability of multivariate integration for weighted Korobov classes
• Calculation of the quality parameter of digital nets and application to their construction
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• The existence of good extensible polynomial lattice rules
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• Liberating the weights
• Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration
• Good lattice rules in weighted Korobov spaces with general weights
• A class of generalized Walsh functions
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• Discrépance de suites associées à un système de numération (en dimension s)
• Randomization of Number Theoretic Methods for Multiple Integration
• Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation
• On Korobov Lattice Rules in Weighted Spaces
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
• Efficient Weighted Lattice Rules with Applications to Finance
• Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
• Theory of Reproducing Kernels