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Lattice Rules

Numerical Integration, Approximation, and Discrepancy

  • Accessible introduction for undergraduate students in mathematics or computer science
  • Discusses practical applications
  • Explanations of the basic concepts and current methods used in research

Part of the book series: Springer Series in Computational Mathematics (SSCM, volume 58)

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xvi
  2. Introduction

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 1-54
  3. Integration of Smooth Periodic Functions

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 55-93
  4. Constructions of Lattice Rules

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 95-139
  5. Modified Construction Schemes

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 141-193
  6. Discrepancy of Lattice Point Sets

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 195-219
  7. Extensible Lattice Point Sets

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 221-264
  8. Lattice Rules for Nonperiodic Integrands

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 265-317
  9. Integration with Respect to Probability Measures

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 319-337
  10. Integration of Analytic Functions

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 339-361
  11. Korobov’s p -Sets

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 363-375
  12. Lattice Rules in the Randomized Setting

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 377-394
  13. Stability of Lattice Rules

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 395-408
  14. L2-Approximation Using Lattice Rules

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 409-456
  15. L -Approximation Using Lattice Rules

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 457-488
  16. Multiple Rank-1 Lattice Point Sets

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 489-508
  17. Fast QMC Matrix-Vector Multiplication

    • Josef Dick, Peter Kritzer, Friedrich Pillichshammer
    Pages 509-521
  18. Back Matter

    Pages 523-580

About this book

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.

Authors and Affiliations

  • School of Mathematics and Statistics, The University of New South Wales, Sydney, Australia

    Josef Dick

  • RICAM, Austrian Academy of Sciences, Linz, Austria

    Peter Kritzer

  • Johannes Kepler University Linz, Linz, Austria

    Friedrich Pillichshammer

About the authors

Josef Dick is a Professor in the School of Mathematics and Statistics at the University of New South Wales in Sydney, Australia. His research focuses on computational mathematics and its applications, in particular, quasi-Monte Carlo methods for integration and approximation, and its applications to Uncertainty Quantification. He works in the area of computational mathematics, in particular quasi-Monte Carlo methods and Uncertainty Quantification. He has been awarded several prices, including the Heyde Medal of the Australian Academy of Science and the Medal of the Australian Mathematical Society. He is a member of the steering committee of the conference series on Monte Carlo and quasi-Monte Carlo methods (MCQMC), a senior Editor of the Journal of Complexity, and an Editor of the Journal of Approximation Theory.

Peter Kritzer is a Senior Scientist at the Johann Radon Institute for Computational and Applied Mathematics (RICAM) of the Austrian Academy of Sciencesin Linz, Austria, where he leads a work group doing research on quasi-Monte Carlo methods, multivariate algorithms, and Information-Based Complexity. Peter Kritzer’s research focuses on mostly theoretical aspects of high-dimensional numerical integration, function approximation, and Information-Based Complexity. He has worked at Austrian and Australian universities and research institutions and has been awarded several prizes, such as the Information-Based Complexity Young Researcher Award, the Prize for Achievements in Information-Based Complexity, and the Christian Doppler Award. Apart from his research work at the Austrian Academy of Sciences, he teaches at Johannes Kepler University Linz and serves as an editorial board member of the Journal of Complexity.

Friedrich Pillichshammer is an Associate Professor in the Institute for Financial Mathematics and Applied Number Theory at the Johannes Kepler University Linz, Austria. He is an author with Josef Dick of the book“Digital Nets and Sequences - Discrepancy Theory and Quasi-Monte Carlo Methods” and with Gunther Leobacher of the book “Introduction to Quasi-Monte Carlo Integration and Applications”. Friedrich Pillichshammer’s work is devoted to the theory and foundations of quasi-Monte Carlo methods. This comprises his research work but also teaching experience. For his work he received several honors. Examples are the Information-Based-Complexity award, a best paper award from the Journal of Complexity and awards from the Austrian Mathematical Society and from the Austrian Academy of Sciences. He is member of scientific committees and editorial boards like the steering committee of the MCQMC conference series, the editorial board of the Journal of Complexity and Managing Editor of the journal Uniform Distribution theory.



Bibliographic Information

  • Book Title: Lattice Rules

  • Book Subtitle: Numerical Integration, Approximation, and Discrepancy

  • Authors: Josef Dick, Peter Kritzer, Friedrich Pillichshammer

  • Series Title: Springer Series in Computational Mathematics

  • DOI: https://doi.org/10.1007/978-3-031-09951-9

  • Publisher: Springer Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2022

  • Hardcover ISBN: 978-3-031-09950-2Published: 24 July 2022

  • Softcover ISBN: 978-3-031-09953-3Published: 24 July 2023

  • eBook ISBN: 978-3-031-09951-9Published: 23 July 2022

  • Series ISSN: 0179-3632

  • Series E-ISSN: 2198-3712

  • Edition Number: 1

  • Number of Pages: XVI, 580

  • Number of Illustrations: 32 illustrations in colour

  • Topics: Numerical Analysis, Mathematics of Computing

Buy it now

Buying options

eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access