Detailinformationen |
Quellcurriculum |
Bachelorstudium Technische Mathematik 2024W |
Ziele |
(*)Understanding of number-theoretic methods in Numerical Analysis
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Lehrinhalte |
(*)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.
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Beurteilungskriterien |
(*)Oral exam
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Lehrmethoden |
(*)Blackboard presentation
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Abhaltungssprache |
English |
Literatur |
(*)- Lecture notes;
- G. Leobacher and F. Pillichshammer: Introduction to Quasi-Monte Carlo Integration and Applications. Compact Textbooks in Mathematics, Birkhäuser, 2014.
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Lehrinhalte wechselnd? |
Nein |
Frühere Varianten |
Decken ebenfalls die Anforderungen des Curriculums ab (von - bis) TM1WNVOZNUM: VO Zahlentheoretische Methoden in der Numerik (2005S-2022S)
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