Lattice Rules : Numerical Integration, Approximation, and Discrepancy /

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, Josef (Author), Kritzer, Peter (Author), Pillichshammer, Friedrich (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2022.
Edition:1st ed. 2022.
Series:Springer Series in Computational Mathematics, 58
Subjects:
Online Access:Connect to the full text of this electronic book
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 32 illustrations in color)
ISBN:9783031099519
ISSN:2198-3712 ;
DOI:10.1007/978-3-031-09951-9