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Smolyak algorithms based on digital ( t , α , d )‐sequences for multivariate integration
Author(s) -
Dick Josef,
Leobacher Gunther,
Pillichshammer Friedrich
Publication year - 2007
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200700232
Subject(s) - multivariate statistics , construct (python library) , convergence (economics) , space (punctuation) , algorithm , function (biology) , computer science , rate of convergence , mathematics , economics , telecommunications , machine learning , programming language , biology , evolutionary biology , economic growth , operating system , channel (broadcasting)
We use so‐called ( t , α , d )‐sequences and Smolyak's algorithm to construct d × l ‐dimensional integration rules with optimal convergence rates in a suitable function space. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)