Author : Josef Dick,Peter Kritzer,Friedrich Pillichshammer
Publisher : Springer Nature
Page : 584 pages
File Size : 43,9 Mb
Release : 2022-08-24
Category : Mathematics
ISBN : 9783031099519
Lattice Rules by Josef Dick,Peter Kritzer,Friedrich Pillichshammer Pdf
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.