Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights (Q5145098)

scientific article; zbMATH DE number 7298455

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English	Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights	scientific article; zbMATH DE number 7298455

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instance of

scholarly article

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title

Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights (English)

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Mathematics of Computation

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publication date

20 January 2021

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full work available at URL

https://arxiv.org/abs/1910.06606

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zbMATH Keywords

lattice algorithms

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component-by-component construction method

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complexity analysis

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describes a project that uses

QMC4PDE

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MaRDI profile type

MaRDI publication profile

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cites work

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Convergence rates of best $N$-term Galerkin approximations for a class of elliptic SPDEs

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Constructing Embedded Lattice Rules for Multivariate Integration

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Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters

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Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions

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A Belgian View on Lattice Rules

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Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order

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Lattice-Nyström method for Fredholm integral equations of the second kind with convolution type kernels

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Multilevel Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations

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High-dimensional integration: The quasi-Monte Carlo way

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Good lattice rules in weighted Korobov spaces with general weights

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Successive coordinate search and component-by-component construction of rank-1 lattice rules

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Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients

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Monte Carlo and Quasi-Monte Carlo Methods 2000

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Uncertainty Quantification Using Periodic Random Variables

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Reconstructing Hyperbolic Cross Trigonometric Polynomials by Sampling along Rank-1 Lattices

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Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling

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Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces

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Function integration, reconstruction and approximation using rank-$1$ lattices

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Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation

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QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND

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Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients

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On decompositions of multivariate functions

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Lattice rule algorithms for multivariate approximation in the average case setting

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Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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

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Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions

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Sparse high-dimensional FFT based on rank-1 lattice sampling

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Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces

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Component-by-component construction of good lattice rules

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When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

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Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices

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Identifiers

zbMATH Open document ID

1456.65016

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DOI

10.1090/mcom/3586

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5145098