Constructing Embedded Lattice Rules for Multivariate Integration
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Publication:5428401
DOI10.1137/06065074XzbMath1126.65002OpenAlexW2035455944WikidataQ57778908 ScholiaQ57778908MaRDI QIDQ5428401
Frances Y. Kuo, Dirk Nuyens, Ronald Cools
Publication date: 22 November 2007
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/06065074x
algorithmnumerical integrationnumerical examplesfast Fourier transformscubature formulaerank-1 lattice rulesembedded lattice rulesextensible lattice sequencesfast component-by-component constructionquasi-monte Carlo methods
Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)
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