In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and
techniques for stochastic dynamics analysis, prediction of reliability, and system control of …

Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte
Carlo methods over the last two decades. Their successful implementation on practical …

This is the first book devoted to lattice methods, a recently developed way of calculating
multiple integrals in many variables. Multiple integrals of this kind arise in fields such as …

The Applied and Numerical Harmonic Analysis (ANHA) book series aims to provide the
engineering, mathematical, and scientific communities with significant developments in …

Hybrids of equidistribution and Monte Carlo methods of integration can achieve the superior
accuracy of the former while allowing the simple error estimation methods of the latter. This …

This book deals with various aspects of scientific numerical computing. No at tempt was
made to be complete or encyclopedic. The successful solution of a numerical problem has …

A simple, but often effective, way to approximate an integral over the sdimensional unit cube
is to take the average of the integrand over some set P of N points. Monte Carlo methods …

The calculation of integrals is an important task in many fields of scientific computation,
ranging from computational statistics to finite element methods. When trying to solve …

In this paper we present a general, theoretical foundation for the construction of cubature
formulae to approximate multivariate integrals. The focus is on cubature formulae that are …

Good lattice point sets are an important kind of low discrepancy points for multidimensional
quadrature, simulation, experimental design, etc. The theoretical development of lattice point …