Lattice Methods for Multiple Integration

Lattice Methods for Multiple Integration PDF Author: I. H. Sloan
Publisher: Oxford University Press
ISBN: 9780198534723
Category : Mathematics
Languages : en
Pages : 256

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Book Description
This is the first book devoted to lattice methods, a recently developed way of calculating multiple integrals in many variables. Multiple integrals of this kind arise in fields such as quantum physics and chemistry, statistical mechanics, Bayesian statistics and many others. Lattice methods are an effective tool when the number of integrals are large. The book begins with a review of existing methods before presenting lattice theory in a thorough, self-contained manner, with numerous illustrations and examples. Group and number theory are included, but the treatment is such that no prior knowledge is needed. Not only the theory but the practical implementation of lattice methods is covered. An algorithm is presented alongside tables not available elsewhere, which together allow the practical evaluation of multiple integrals in many variables. Most importantly, the algorithm produces an error estimate in a very efficient manner. The book also provides a fast track for readers wanting to move rapidly to using lattice methods in practical calculations. It concludes with extensive numerical tests which compare lattice methods with other methods, such as the Monte Carlo.

Lattice Methods for Multiple Integration

Lattice Methods for Multiple Integration PDF Author: I. H. Sloan
Publisher: Oxford University Press
ISBN: 9780198534723
Category : Mathematics
Languages : en
Pages : 256

Get Book Here

Book Description
This is the first book devoted to lattice methods, a recently developed way of calculating multiple integrals in many variables. Multiple integrals of this kind arise in fields such as quantum physics and chemistry, statistical mechanics, Bayesian statistics and many others. Lattice methods are an effective tool when the number of integrals are large. The book begins with a review of existing methods before presenting lattice theory in a thorough, self-contained manner, with numerous illustrations and examples. Group and number theory are included, but the treatment is such that no prior knowledge is needed. Not only the theory but the practical implementation of lattice methods is covered. An algorithm is presented alongside tables not available elsewhere, which together allow the practical evaluation of multiple integrals in many variables. Most importantly, the algorithm produces an error estimate in a very efficient manner. The book also provides a fast track for readers wanting to move rapidly to using lattice methods in practical calculations. It concludes with extensive numerical tests which compare lattice methods with other methods, such as the Monte Carlo.

Lattice Rules

Lattice Rules PDF Author: Josef Dick
Publisher: Springer Nature
ISBN: 3031099516
Category : Mathematics
Languages : en
Pages : 584

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Book Description
Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.

Randomization of lattice rules for numerical multiple integration

Randomization of lattice rules for numerical multiple integration PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 9

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Book Description


Lattice Rules for Multiple Integration and Discrepance

Lattice Rules for Multiple Integration and Discrepance PDF Author: Harald Niederreiter
Publisher:
ISBN:
Category : Lattice theory
Languages : en
Pages : 19

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Book Description


The Handbook of Integration

The Handbook of Integration PDF Author: Daniel Zwillinger
Publisher: CRC Press
ISBN: 1439865841
Category : Mathematics
Languages : en
Pages : 385

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Book Description
This book is a compilation of the most important and widely applicable methods for evaluating and approximating integrals. It is an indispensable time saver for engineers and scientists needing to evaluate integrals in their work. From the table of contents: - Applications of Integration - Concepts and Definitions - Exact Analytical Methods - Appro

The Generation of Lattice Points for Numerical Multiple Integration

The Generation of Lattice Points for Numerical Multiple Integration PDF Author: Stephen Joe
Publisher:
ISBN:
Category : Lattice theory
Languages : en
Pages : 10

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Book Description


Lattice Methods for Numerical Integration

Lattice Methods for Numerical Integration PDF Author: M. Beckers
Publisher:
ISBN:
Category :
Languages : en
Pages : 46

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Book Description


Construction of Lattice Rules for Multiple Integration Based on a Weighted Discrepancy

Construction of Lattice Rules for Multiple Integration Based on a Weighted Discrepancy PDF Author: Vasile Sinescu
Publisher:
ISBN:
Category : Lattice theory
Languages : en
Pages : 154

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Book Description


Numerical Fourier Analysis

Numerical Fourier Analysis PDF Author: Gerlind Plonka
Publisher: Springer Nature
ISBN: 3031350057
Category : Mathematics
Languages : en
Pages : 676

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Book Description
New technological innovations and advances in research in areas such as spectroscopy, computer tomography, signal processing, and data analysis require a deep understanding of function approximation using Fourier methods. To address this growing need, this monograph combines mathematical theory and numerical algorithms to offer a unified and self-contained presentation of Fourier analysis. The first four chapters of the text serve as an introduction to classical Fourier analysis in the univariate and multivariate cases, including the discrete Fourier transforms, providing the necessary background for all further chapters. Next, chapters explore the construction and analysis of corresponding fast algorithms in the one- and multidimensional cases. The well-known fast Fourier transforms (FFTs) are discussed, as well as recent results on the construction of the nonequispaced FFTs, high-dimensional FFTs on special lattices, and sparse FFTs. An additional chapter is devoted to discrete trigonometric transforms and Chebyshev expansions. The final two chapters consider various applications of numerical Fourier methods for improved function approximation, including Prony methods for the recovery of structured functions. This new edition has been revised and updated throughout, featuring new material on a new Fourier approach to the ANOVA decomposition of high-dimensional trigonometric polynomials; new research results on the approximation errors of the nonequispaced fast Fourier transform based on special window functions; and the recently developed ESPIRA algorithm for recovery of exponential sums, among others. Numerical Fourier Analysis will be of interest to graduate students and researchers in applied mathematics, physics, computer science, engineering, and other areas where Fourier methods play an important role in applications.

Approximation, Probability, and Related Fields

Approximation, Probability, and Related Fields PDF Author: George A. Anastassiou
Publisher: Springer Science & Business Media
ISBN: 1461524946
Category : Mathematics
Languages : en
Pages : 441

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Book Description
Proceedings of a conference held in Santa Barbara, California, May 20-22, 1993