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Transformation of Integrands for Lattice Rules

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Numerical Integration

Part of the book series: NATO ASI Series ((ASIC,volume 357))

Abstract

In recent years a great amount of work has been done searching for what are called good lattice rules. Lattice rules are used for the numerical integration of smooth functions over the unit s-dimensional cube Is. The integrand has to be periodic with period 1 with respect to each coordinate separately. So, it is important to look for good methods of periodizing functions. In the past, there were already proposed a few methods. We show that IMT-transformations are good methods of periodizing certain families of functions when lattice rules are used.

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© 1992 Springer Science+Business Media Dordrecht

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Beckers, M., Haegemans, A. (1992). Transformation of Integrands for Lattice Rules. In: Espelid, T.O., Genz, A. (eds) Numerical Integration. NATO ASI Series, vol 357. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-2646-5_26

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  • DOI: https://doi.org/10.1007/978-94-011-2646-5_26

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-5169-9

  • Online ISBN: 978-94-011-2646-5

  • eBook Packages: Springer Book Archive

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