On the convergence rate of the component-by-component construction of good lattice rules

DOI10.1016/J.JCO.2003.11.008zbMATH Open1344.65034OpenAlexW2015558767MaRDI QIDQ876817FDOQ876817

Josef Dick

Publication date: 30 April 2007

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2003.11.008

Recommendations

• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
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• Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
• Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
• Component-by-component construction of good lattice rules with a composite number of points

zbMATH Keywords

numerical integrationquasi-Monte Carlolattice rules

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Approximate quadratures (41A55)

Cites Work

• Theory of Reproducing Kernels
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• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
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• Component-by-component construction of good lattice rules
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
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• Integration and approximation in arbitrary dimensions
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• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
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• Component-by-component construction of good lattice rules with a composite number of points
• Efficient Weighted Lattice Rules with Applications to Finance
• Tractability of multivariate integration for weighted Korobov classes
• Reducing the construction cost of the component-by-component construction of good lattice rules
• On Korobov Lattice Rules in Weighted Spaces

Cited In (47)

• 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
• On Korobov Lattice Rules in Weighted Spaces
• Hiding the weights -- CBC black box algorithms with a guaranteed error bound
• 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
• Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
• Variance bounds and existence results for randomly shifted lattice rules
• Construction algorithms for good extensible lattice rules
• The construction of good extensible rank-1 lattices
• Very low truncation dimension for high dimensional integration under modest error demand
• 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
• Discrepancy Theory and Quasi-Monte Carlo Integration
• 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
• 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
• QMC Galerkin Discretization of Parametric Operator Equations
• Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
• Component-by-component construction of good lattice rules
• Liberating the dimension
• 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
• On a reduced component-by-component digit-by-digit construction of lattice point sets
• Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
• Weighted compound integration rules with higher order convergence for all \(N\)
• Title not available (Why is that?)
• Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
• 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
• Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials

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