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
Earlier variants
They also cover the requirements of the curriculum (from - to) TM1WNUEZNUM: UE Number-theoretic methods in numerical analysis (2009S-2022S)
