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.

Jaar van publicatie:2020

Toegankelijkheid:Open