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High dimensional integration of kinks and jumps—Smoothing by preintegration
ArticleAbstract: We show how simple kinks and jumps of otherwise smooth integrands over Rd can be dealt with by a prePalabras claves:ANOVA decomposition, Conditional sampling, High dimensional integration, Preintegration, Quasi Monte Carlo, SmoothingAutores:Andreas Griewank, Kuo F., Leovey H., Sloan I.Fuentes:scopusA first look at quasi-Monte Carlo for lattice field theory problems
Conference ObjectAbstract: In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to laPalabras claves:Autores:Andreas Griewank, Jansen K., Leovey H., Müller-Preussker M., Nube A.Fuentes:scopusAutomatic evaluations of cross-derivatives
ArticleAbstract: Cross-derivatives are mixed partial derivatives involving at most one differentiation in each one ofPalabras claves:Autores:Andreas Griewank, Lehmann L., Leovey H., Zilberman M.Fuentes:scopusApplicability of quasi-monte carlo for lattice systems
Conference ObjectAbstract: This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systemPalabras claves:Autores:Ammon A., Andreas Griewank, Hartung T., Jansen K., Leovey H., Müller-Preussker M.Fuentes:scopusQuasi-Monte Carlo methods for lattice systems: A first look
ArticleAbstract: We investigate the applicability of quasi-Monte Carlo methods to Euclidean lattice systems for quantPalabras claves:Anharmonic oscillator, Error scaling, Lattice field theory, Path integral, quantum mechanics, Quasi-Monte Carlo, ReweightingAutores:Ammon A., Andreas Griewank, Jansen K., Leovey H., Müller-Preussker M.Fuentes:scopus