The construction of good extensible Korobov rules

DOI10.1007/S00607-006-0216-9zbMATH Open1131.11051OpenAlexW2091172010MaRDI QIDQ873153FDOQ873153

Authors Josef Dick, Friedrich Pillichshammer, Benjamin J. Waterhouse

Publication date 28 March 2007

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00607-006-0216-9

zbMATH Keywords

lattice rulesKorobov rulesquasi-Monte-Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cites work

• scientific article; zbMATH DE number 1246220 (Why is no real title available?)
• A generalized discrepancy and quadrature error bound
• Component-by-component construction of good lattice rules with a composite number of points
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
• Liberating the weights
• On Korobov Lattice Rules in Weighted Spaces
• On the convergence rate of the component-by-component construction of good lattice rules
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
• The construction of extensible polynomial lattice rules with small weighted star discrepancy
• The construction of good extensible rank-1 lattices
• The existence of good extensible polynomial lattice rules
• Tractability of multivariate integration for weighted Korobov classes
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Zur angenäherten Berechnung mehrfacher Integrale

Cited in

(8)

• Quasi-Monte Carlo for highly structured generalised response models
• Construction algorithms for good extensible lattice rules
• Searching for extensible Korobov rules
• The construction of extensible polynomial lattice rules with small weighted star discrepancy
• Some identities of Korobov-type polynomials associated with \(p\)-adic integrals on \(\mathbb{Z}_{p}\)
• scientific article; zbMATH DE number 624822 (Why is no real title available?)
• Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte Carlo Algorithms
• A Tool for Custom Construction of QMC and RQMC Point Sets

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