[ 201ZATHNMNV22 ] VL Number-theoretic Methods in Numerical Analysis

Workload Education level Study areas Responsible person Hours per week Coordinating university
3 ECTS B3 - Bachelor's programme 3. year Mathematics Friedrich Pillichshammer 2 hpw Johannes Kepler University Linz
Detailed information
Original study plan Bachelor's programme Technical Mathematics 2022W
Objectives Understanding of number-theoretic methods in Numerical Analysis
Subject The following topics are discussed: general introduction to the Monte Carlo and quasi-Monte Carlo method, uniform distribution modulo one discrepancy theory, error analysis in reproducing kernel Hilbert spaces, constructions of QMC rules (lattice methods, digital nets, Halton sequences), dependence of the error bounds on the dimension, avoiding the curse of dimensionality.
Criteria for evaluation Oral exam
Methods Blackboard presentation
Language English and French
Study material
  • Lecture notes;
  • G. Leobacher and F. Pillichshammer: Introduction to Quasi-Monte Carlo Integration and Applications. Compact Textbooks in Mathematics, Birkhäuser, 2014.
Changing subject? No
Further information Until term 2022S known as: TM1WNVOZNUM VL Number-theoretic methods in numerical analysis
On-site course
Maximum number of participants -
Assignment procedure Direct assignment