Lattice Rules

Numerical Integration, Approximation, and Discrepancy

AvFriedrich Pillichshammer,Peter Kritzer

E-bok
PDF, Engelska, 2022

2 003 kr

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Beskrivning

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.

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