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Detailed information |
Original study plan |
Bachelor's programme Technical Mathematics 2024W |
Objectives |
Understanding of number-theoretic methods in Numerical Analysis
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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.
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Criteria for evaluation |
Oral exam
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Methods |
Blackboard presentation
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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.
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Changing subject? |
No |
Earlier variants |
They also cover the requirements of the curriculum (from - to) TM1WNVOZNUM: VO Number-theoretic methods in numerical analysis (2005S-2022S)
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