Advanced algoritms for optimal numerical integration.

This project develops further construction algorithms for quasi-Monte Carlo rules which are used to approximate mainly high-dimensional integrals. At the same time we focus on developing end-user software for the application of these rules. Secondly, we study the algebraic structure of the search spaces in which the construction algorithms operate. We aim to characterize the fast component-by-component algorithm for lattice rules and similar rules.

Keywords:Fast component-by-component construction, Lattice rules, Qausi-Monte Carlo, Quadrature, Numerical integration

Disciplines:Applied mathematics in specific fields, Computer architecture and networks, Distributed computing, Information sciences, Information systems, Programming languages, Scientific computing, Theoretical computer science, Visual computing, Other information and computing sciences, Analysis, Algebra