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Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points

โœ Scribed by Dirk Nuyens; Ronald Cools


Book ID
108163762
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
743 KB
Volume
22
Category
Article
ISSN
0885-064X

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Component-by-Component Construction of G
โœ Frances Y. Kuo; Stephen Joe ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 272 KB

We develop algorithms to construct rank-1 lattice rules in weighted Korobov spaces of periodic functions and shifted rank-1 lattice rules in weighted Sobolev spaces of non-periodic functions. Analyses are given which show that the rules so constructed achieve strong QMC tractability error bounds. Un