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Applications and Analysis of Lattice Points: Time-stepping and Integration over Rd

We study numerical methods for function approximation and numerical integration. Specifically, we study so called "quasi-Monte Carlo" (QMC) methods. QMC methods are widely used thechniques using deterministic point sets whereas Monte Carlo methods use (pseudo-) random numbers. QMC methods in high dimensions can usually be more efficient than other methods when the problem has a specific high-dimensional structure. Since high-dimensional problems appear in many diverse areas such as biology, finance, physics and engineering, we want to solve those individual problems, and also want to construct a general theoretical framework for QMC in particular when the problem can be formulated as an infinite-dimensional integral.

Date:12 Nov 2015 →  30 Jan 2020
Keywords:Quasi-Monte Carlo
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
Project type:PhD project