An Overview of Lattice and Adaptive Approaches for Multidimensional Integrals

DOI10.1007/978-3-031-06839-3_19zbMath1522.65034OpenAlexW4296067598MaRDI QIDQ6165470

Venelin Todorov

Publication date: 1 August 2023

Published in: Recent Advances in Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-06839-3_19

zbMATH Keywords

Monte Carlo methodmultidimensional integralslattice method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30)

Cites Work

• Advanced algorithms for multidimensional sensitivity studies of large-scale air pollution models based on Sobol sequences
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• Monte Carlo algorithms for evaluating Sobol' sensitivity indices
• Existence of good lattice points in the sense of Hlawka
• Studying the sensitivity of pollutants' concentrations caused by variations of chemical rates
• Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
• Algorithm 659
• An economic method of computing LPτ-sequences
• An adaptive algorithm for the approximate calculation of multiple integrals
• Monte Carlo Methods for Applied Scientists
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