Lattice Rules: Numerical Integration, Approximation, and Discrepancy (Hardcover)

Introduction.- Integration of Smooth Periodic Functions.- Constructions of Lattice Rules.- Modified Construction Schemes.- Discrepancy of Lattice Point Sets.- Extensible Lattice Point Sets.- Lattice Rules for Nonperiodic Integrands.- Intrgration with Respect to Probability Measures.- Integration of Analytic Functions.- Korobov's p-Sets.- Lattice Rules in the Randomized Setting.- Stability of Lattice Rules.- L2-Approximation Using Lattice Rules.- L∞-Approximation Using Lattice Rules.- Multiple Rank-1 Lattice Point Sets.- Fast QMC Matrix-Vector Multiplication.- Partial Diffeential Equations With Random Coefficients.- Numerical Experiments for Lattice Rule Construction Algorithms.- References.- Index.