Constructing embedded lattice rules for multivariate integration

SIAM Journal on Scientific Computing

Volumn 28, Issue 6, 2006, Pages 2162-2188

  Cools, Ronald ^a   Kuo, Frances Y ^b   Nuyens, Dirk ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Embedded lattice rules; Extensible lattice sequences; Fast component by component construction; Numerical integration; Quasi Monte Carlo methods; Rank 1 lattice rules

Indexed keywords

APPROXIMATION ALGORITHMS; INTEGRAL EQUATIONS; MONTE CARLO METHODS; NUMERICAL METHODS;

EMBEDDED LATTICE RULES; EXTENSIBLE LATTICE SEQUENCES; FAST COMPONENT-BY-COMPONENT CONSTRUCTION; LATTICE RULES; NUMERICAL INTEGRATION; QUASI-MONTE CARLO METHODS;

EMBEDDED SYSTEMS;

EID: 36248976512     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/06065074X     Document Type: Article

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