Es ist eine neuere Version 2024W dieser LV im Curriculum Master's programme Industrial Mathematics 2024W vorhanden.
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 2023W
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?
Yes
Earlier variants
They also cover the requirements of the curriculum (from - to) TM1WNVOZNUM: VO Number-theoretic methods in numerical analysis (2005S-2022S)
