Variations on Component-by-Component Construction Algorithms of Lattice Rules KU Leuven
In the conducted research we develop efficient algorithms for constructing node sets of high-quality quasi-Monte Carlo (QMC) methods which can be used for approximating high-dimensional integrals of multivariate functions. In particular, we study the construction of rank-1 lattice rules and polynomial lattice rules, which are both specified by a generating vector, for numerical integration in weighted function spaces such as Korobov, Sobolev ...