[BUKU][B] Lattice rules
J Dick, P Kritzer, F Pillichshammer - 2022 - Springer
Lattice rules are particular instances of quasi-Monte Carlo rules for numerical integration of
functions over the 𝑑-dimensional unit cube [0, 1] 𝑑, where the emphasis lies on high …
functions over the 𝑑-dimensional unit cube [0, 1] 𝑑, where the emphasis lies on high …
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
Lattice rules are among the most prominently studied quasi-Monte Carlo methods to
approximate multivariate integrals. A rank-1 lattice rule to approximate an s-dimensional …
approximate multivariate integrals. A rank-1 lattice rule to approximate an s-dimensional …
A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
T Goda - Journal of Complexity, 2022 - Elsevier
In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for
high-dimensional numerical integration in weighted function spaces. In particular, we …
high-dimensional numerical integration in weighted function spaces. In particular, we …
[PDF][PDF] Quasi-Monte Carlo Methods: Component-by-Component Algorithms/submitted by Onyekachi Olusey Osisiogu
OO Osisiogu - 2022 - epub.jku.at
Two main concepts are commonly used in the literature on quasi-Monte Carlo (QMC)
methods when finding integration node sets of high-quality QMC rules with good properties …
methods when finding integration node sets of high-quality QMC rules with good properties …
[PDF][PDF] Subordinated fields and random elliptic partial differential equations
R Merkle - 2022 - elib.uni-stuttgart.de
An erster Stelle bedanke ich mich bei Prof. Dr. Andrea Barth für die Betreuung meiner Arbeit
in den letzten dreieinhalb Jahren. Die exzellente fachliche Unterstützung in Kombination mit …
in den letzten dreieinhalb Jahren. Die exzellente fachliche Unterstützung in Kombination mit …
[PDF][PDF] NUMERICS OF HIGH-DIMENSIONAL PROBLEMS
M FEISCHL - 2021 - michaelfeischl.github.io
1. High dimensional quadrature 2 1.1. The problem with tensor-quadrature 2 1.2. Monte
Carlo quadrature 2 1.3. Quasi-Monte Carlo quadrature 3 1.4. The worst case error 5 1.5 …
Carlo quadrature 2 1.3. Quasi-Monte Carlo quadrature 3 1.4. The worst case error 5 1.5 …