We present two algorithms for multivariate numerical integration of smooth periodic functions. The cubature rules on which these algorithms are based use fractional parts of multiples of irrationals in combination with certain weights. Previous work led to algorithms with quadratic and cubic error convergence. We generalize these algorithms so that one can use them to obtain general higher order error convergence. The algorithms are open in the sense that extra steps can easily be taken in order to improve the result. They are also linear in the number of steps and their memory cost is low.status: publishe
Quasi-Monte Carlo is usually employed to speed up the convergence of Monte Carlo in approximating mu...
AbstractThis paper reviews the use of lattice methods for the approximate integration of smooth peri...
Lattice rules for numerical integration were introduced by Korobov \cite{Kor59}. They were construct...
AbstractWe present two algorithms for multivariate numerical integration of smooth periodic function...
AbstractWe present two algorithms for multivariate numerical integration of smooth periodic function...
The efficient construction of higher-order interlaced polynomial lattice rules introduced recently i...
We develop algorithms for multivariate integration and approximation in the weighted half-period cos...
Modified Fourier expansion is a powerful means for the approximation of non-periodic smooth function...
We study the worst case integration error of combinations of quadrature rules in a reproducing kerne...
New numerical methods are proposed for computing with smooth scalar and vector valued functions of t...
We develop algorithms for multivariate integration and approximation in the weighted half-period cos...
In this thesis, we provide the error analysis of an algorithm for approximating the cosine frequenci...
The aim of this research is to develop algorithms to approximate the solutions of problems defined o...
We improve a Monte Carlo algorithm which computes accurate approximations of smooth functions on mul...
New numerical methods are proposed for computing with smooth scalar and vector valued functions of t...
Quasi-Monte Carlo is usually employed to speed up the convergence of Monte Carlo in approximating mu...
AbstractThis paper reviews the use of lattice methods for the approximate integration of smooth peri...
Lattice rules for numerical integration were introduced by Korobov \cite{Kor59}. They were construct...
AbstractWe present two algorithms for multivariate numerical integration of smooth periodic function...
AbstractWe present two algorithms for multivariate numerical integration of smooth periodic function...
The efficient construction of higher-order interlaced polynomial lattice rules introduced recently i...
We develop algorithms for multivariate integration and approximation in the weighted half-period cos...
Modified Fourier expansion is a powerful means for the approximation of non-periodic smooth function...
We study the worst case integration error of combinations of quadrature rules in a reproducing kerne...
New numerical methods are proposed for computing with smooth scalar and vector valued functions of t...
We develop algorithms for multivariate integration and approximation in the weighted half-period cos...
In this thesis, we provide the error analysis of an algorithm for approximating the cosine frequenci...
The aim of this research is to develop algorithms to approximate the solutions of problems defined o...
We improve a Monte Carlo algorithm which computes accurate approximations of smooth functions on mul...
New numerical methods are proposed for computing with smooth scalar and vector valued functions of t...
Quasi-Monte Carlo is usually employed to speed up the convergence of Monte Carlo in approximating mu...
AbstractThis paper reviews the use of lattice methods for the approximate integration of smooth peri...
Lattice rules for numerical integration were introduced by Korobov \cite{Kor59}. They were construct...