Lattice Rules: Numerical Integration, Approximation, and Discrepancy

By Friedrich Pillichshammer, Josef Dick, Peter Kritzer

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 3031099532
• ISBN13: 9783031099533
• Release Date: July 2023
• Publisher: Springer
• Length: 580 Pages
• Weight: 1.82 lbs.
• Dimensions: 1.2" x 6.1" x 9.2"