On the convergence rate of the component-by-component construction of good lattice rules
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Cites work
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- scientific article; zbMATH DE number 3187192 (Why is no real title available?)
- Component-by-component construction of good lattice rules
- 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
- Efficient Weighted Lattice Rules with Applications to Finance
- Integration and approximation in arbitrary dimensions
- On Korobov Lattice Rules in Weighted Spaces
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Reducing the construction cost of the component-by-component construction of good lattice rules
- Theory of Reproducing Kernels
- Tractability of multivariate integration for weighted Korobov classes
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Cited in
(49)- Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials
- Construction algorithms for polynomial lattice rules for multivariate integration
- Ian Sloan and Lattice Rules
- High-dimensional reliability analysis based on the improved number-theoretical method
- Hiding the weights -- CBC black box algorithms with a guaranteed error bound
- On Korobov Lattice Rules in Weighted Spaces
- 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
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Reducing the construction cost of the component-by-component construction of good lattice rules
- Good lattice rules in weighted Korobov spaces with general weights
- Variance bounds and existence results for randomly shifted lattice rules
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Construction algorithms for good extensible lattice rules
- Very low truncation dimension for high dimensional integration under modest error demand
- The construction of good extensible rank-1 lattices
- Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
- Quasi-Monte Carlo methods can be efficient for integration over products of spheres
- Correction to ``Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- The construction of good extensible Korobov rules
- QMC Galerkin discretization of parametric operator equations
- Periodization strategy may fail in high dimensions
- Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Lattice rules for nonperiodic smooth integrands
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm
- Numerical integration in log-Korobov and log-cosine spaces
- On combined component-by-component constructions of lattice point sets
- Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate
- Discrepancy theory and quasi-Monte Carlo integration
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Liberating the dimension
- Component-by-component construction of good lattice rules
- Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
- On a projection-corrected component-by-component construction
- Randomly shifted lattice rules for unbounded integrands
- A note on the CBC-DBD construction of lattice rules with general positive weights
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
- On a reduced component-by-component digit-by-digit construction of lattice point sets
- Weighted compound integration rules with higher order convergence for all N
- scientific article; zbMATH DE number 2051222 (Why is no real title available?)
- Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
- Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices
- Constructing lattice rules based on weighted degree of exactness and worst case error
- Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm
- Lattice rules in non-periodic subspaces of Sobolev spaces
- Successive coordinate search and component-by-component construction of rank-1 lattice rules
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