Es ist eine neuere Version 2023W dieser LV im Curriculum Master's programme Industrial Mathematics 2024W vorhanden.
Workload
Education level
Study areas
Responsible person
Hours per week
Coordinating university
1,5 ECTS
B3 - Bachelor's programme 3. year
Mathematics
Friedrich Pillichshammer
1 hpw
Johannes Kepler University Linz
Detailed information
Original study plan
Bachelor's programme Technical Mathematics 2022W
Objectives
Exercises to the corresponding lecture of the same title
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
Active participation during the course
Language
English and French
Changing subject?
No
Further information
Until term 2022S known as: TM1WNUEZNUM UE Number-theoretic methods in numerical analysis
Earlier variants
They also cover the requirements of the curriculum (from - to) TM1WNUEZNUM: UE Number-theoretic methods in numerical analysis (2009S-2022S)
