Variations on Component-by-Component Construction Algorithms of Lattice Rules KU Leuven
Numerical Analysis and Applied Mathematics (NUMA), NUMA, Numerical Analysis and Applied Mathematics Section
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 ...