Numerical integration rules for multivariate inversions
نویسندگان
چکیده
منابع مشابه
Numerical Integration of Multivariate
In the present paper we study quasi-Monte Carlo methods to integrate functions representable by generalized Haar series in high dimensions. Using (t; m; s)-nets to calculate the quasi-Monte Carlo approximation, we get best possible estimates of the integration error for practically relevant classes of functions. The local structure of the Haar functions yields interesting new aspects in proofs ...
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Lattice rules are a family of equal-weight cubature formulas for approximating highdimensional integrals. By now it is well established that good generating vectors for lattice rules having n points can be constructed component-by-component for integrands belonging to certain weighted function spaces, and that they can achieve the optimal rate of convergence. Although the lattice rules construc...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 1991
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949659108811337