Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability

DOI10.1007/s10444-015-9411-6zbMath1334.65064arXiv1405.3156OpenAlexW2055715492MaRDI QIDQ5965004

Gowri Suryanarayana, Dirk Nuyens, Markus Weimar

Publication date: 2 March 2016

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.3156

zbMATH Keywords

reproducing kernel Hilbert spacestractabilitycubature methodshigh-dimensional integrationminimal worst case errorpermutation-invariant functionsquasi-Monte Carlo rulesshifted rank-1 lattice rules

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

Related Items (3)

Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations ⋮ Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions ⋮ Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation

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