IMBEDDED LATTICE RULES FOR MULTIDIMENSIONAL INTEGRATION

被引：18

作者：

JOE, S

SLOAN, IH

机构：

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 1992年 / 29卷 / 04期

关键词：

IMBEDDED LATTICE RULES; MULTIPLE INTEGRATION;

D O I：

10.1137/0729068

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper is concerned with imbedded sequences of lattice rules. The theoretical properties of certain finite imbedded sequences are developed and an efficient search method for finding "good" imbedded sequences of this kind is discussed. An algorithm for computing these sequences is presented, and some numerical results using the search method and this algorithm are given.

引用

页码：1119 / 1135

页数：17

共 22 条

[1] RANDOMIZATION OF NUMBER THEORETIC METHODS FOR MULTIPLE INTEGRATION [J].