Lattice Rules: Numerical Integration, Approximation, and Discrepancy
Josef Dick, Peter Kritzer, Friedrich Pillichshammer
Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.
Catégories:
Année:
2022
Edition:
1st ed. 2022
Editeur::
Springer
Langue:
english
Pages:
596
ISBN 10:
3031099508
ISBN 13:
9783031099502
Collection:
Springer Series in Computational Mathematics, 58
Fichier:
PDF, 3.70 MB
IPFS:
,
english, 2022
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