Lattice Rules von Josef Dick | Numerical Integration, Approximation, and Discrepancy | ISBN 9783031099502

Lattice Rules

Numerical Integration, Approximation, and Discrepancy

von Josef Dick, Peter Kritzer und Friedrich Pillichshammer
Mitwirkende
Autor / AutorinJosef Dick
Autor / AutorinPeter Kritzer
Autor / AutorinFriedrich Pillichshammer
Buchcover Lattice Rules | Josef Dick | EAN 9783031099502 | ISBN 3-031-09950-8 | ISBN 978-3-031-09950-2

Lattice Rules

Numerical Integration, Approximation, and Discrepancy

von Josef Dick, Peter Kritzer und Friedrich Pillichshammer
Mitwirkende
Autor / AutorinJosef Dick
Autor / AutorinPeter Kritzer
Autor / AutorinFriedrich 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, 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.