NA
2007
13 years 11 months ago
2007
Abstract. We discuss periodization of smooth functions f of d variables for approximation of multivariate integrals. The benefit of periodization is that we may use lattice rules,...
JC
2006
13 years 11 months ago
2006
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
COMPUTING
2007
13 years 11 months ago
2007
In this paper we introduce construction algorithms for Korobov rules for numerical integration which work well for a given set of dimensions simultaneously. The existence of such ...