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,...

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Bibliographic Details
Main Authors: Dick, J. (Josef) (Author), Kritzer, Peter (Mathematician) (Author), Pillichshammer, Friedrich (Author)
Format: eBook
Language:English
Published: Cham : Springer, [2022]
Series:Springer series in computational mathematics ; 58.
Subjects:
Online Access:Click for online access
Description
Summary: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.
Physical Description:1 online resource (xvi, 580 pages) : color illustrations.
Bibliography:Includes bibliographical references and index.
ISBN:9783031099519
3031099516
9788303109958
8303109952
ISSN:2198-3712 ;
Source of Description, Etc. Note:Online resource; title from PDF title page (SpringerLink, viewed July 26, 2022).