Australian Mathematical Society (AustMS): E-Journals
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    3379 research outputs found

    A new qq-analogue of Van Hamme's (A.2) supercongruence

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    http://dx.doi.org/10.1017/S000497271200033

    Tight universal sums of mm-gonal numbers

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    http://dx.doi.org/10.1017/S000497271200033

    A quantitative evaluation of Lagrangian coherent structure detection methods based on computational and experimental limitations

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    http://dx.doi.org/10.1017/S000497271200033

    Binary signed-digit representations in paperfolding

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     http://dx.doi.org/10.1017/S0004972712000330http://dx.doi.org/10.1017/S000497271200033

    LpL^p regularity of the Szeg\"{o} projection on the symmetrised polydisc

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    http://dx.doi.org/10.1017/S000497271200033

    Lifting homeomorphisms and finite abelian branched covers of the 2-sphere

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    http://dx.doi.org/10.1017/S000497271200033

    Averages of exponential twists of the von Mangoldt function

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    http://dx.doi.org/10.1017/S000497271200033

    On fractal dimensions of fractal functions using function spaces

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    http://dx.doi.org/10.1017/S000497272200066

    Sylow classes of reflection subgroups and pseudo-Levi subgroups

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    http://dx.doi.org/10.1017/S000497271200033

    Monte Carlo tree search for generating vectors of lattice rules

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    Lattice rules are widely studied in the context of quasi-Monte Carlo methods as a means to achieve a small integration error. The rules themselves are determined completely by so called generating vectors, so there is an interest in methods for constructing vectors that perform well. This article introduces a new component-wise construction of a generating vector using the principles of Monte Carlo tree search, with the goal of avoiding local optima. Error bounds are proven for the vectors obtained from this method, which are analogous to existing results for the popular component by component construction. References J. Dick. On the convergence rate of the component-by-component construction of good lattice rules. J. Complex. 20 (2004), pp. 493–522. doi: 10.1016/j.jco.2003.11.008 J. Dick, F. Y. Kuo, and I. H. Sloan. High-dimensional integration: The quasi-Monte Carlo way. Acta Numer. 22 (2013), pp. 133–288. doi: 10.1017/S0962492913000044 M. Giles, F. Y. Kuo, I. H. Sloan, and B. J. Waterhouse. Quasi-Monte Carlo for finance applications. ANZIAM J. 50 (2008), pp. C308–C323. doi: 10.21914/anziamj.v50i0.1440 N. M. Korobov. Approximate evaluation of repeated integrals. Doklady Akademii Nauk SSSR 124 (1959), pp. 1207–1210 F. Y. Kuo. Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces. J. Complex. 19 (2003), pp. 301–320. doi: 10.1016/S0885-064X(03)00006-2 D. Nuyens and R. Cools. Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces. Math. Comput. 75 (2006), pp. 903–920. doi: 10.1090/S0025-5718-06-01785-6 I. H. Sloan and A. V. Restzov. Component-by-component construction of good lattice rules. Math. Comput. 71 (2002), pp. 263–273. doi: 10.1090/S0025-5718-01-01342-4 I. H. Sloan and H. Woźniakowski. When are quasi-Monte Carlo algorithms efficient for high-dimensional integrals? J. Complex. 14 (1998), pp. 1–33. doi: 10.1006/jcom.1997.0463 X. Wang and I. H. Sloan. Efficient weighted lattice rules with applications to finance. SIAM J. Sci. Comput. 28 (2006), pp. 728–750. doi: 10.1137/S106482750241819

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    Australian Mathematical Society (AustMS): E-Journals
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