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

DOI10.1007/s00365-016-9362-2zbMath1375.65001arXiv1507.08084OpenAlexW2964251843MaRDI QIDQ524414

Gowri Suryanarayana, Dirk Nuyens, Markus Weimar

Publication date: 2 May 2017

Published in: Constructive Approximation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.08084

zbMATH Keywords

numerical integrationreproducing kernel Hilbert spacescomponent-by-component constructionrank-1 lattice rulesworst case errorcubature formulsmultidimensional integralquasi-Monte Calo algorithm

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items (4)

Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights ⋮ Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations ⋮ Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters

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