RANDOMIZATION OF LATTICE RULES FOR NUMERICAL MULTIPLE INTEGRATION

被引：18

作者：

JOE, S ^{[1
]}

机构：

[1] UNIV NEW S WALES,SCH MATH,SYDNEY,NSW 2033,AUSTRALIA

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1990年 / 31卷 / 02期

基金：

澳大利亚研究理事会;

关键词：

multiple integration; Randomization of lattice rules;

D O I：

10.1016/0377-0427(90)90172-V

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Here we investigate some procedures for the randomization of lattice rules for numerical multiple integration similar to those proposed by Cranley and Patterson (1976) for number-theoretic rules. Currently, there is no easily calculable error estimate available for general lattice rules and the randomization procedures looked at here allow the calculation of confidence intervals for the error. © 1990.

引用

页码：299 / 304

页数：6

共 6 条

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