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Lattice Rules - Numerical Integration, Approximation, and Discrepancy (Hardcover, 1st ed. 2022)
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Lattice Rules - Numerical Integration, Approximation, and Discrepancy (Hardcover, 1st ed. 2022)
Series: Springer Series in Computational Mathematics, 58
Expected to ship within 10 - 15 working days
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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.
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