Lattice Methods for Multiple Integration

by I.H. Sloan, S. Joe

Lattice methods were recently developed to handle the multiple integrals that occur in quantum chemistry, physics, statistical mechanics, Bayesian statistics, and numerous other fields. Lattice Methods for Multiple Integration provides an outstanding introduction to the subject, offering numerous examples and detailed, practical descriptions of how each method can be applied to a wide range of situations. Thorough and self-contained, the book includes a user-friendly overview of lattice theory and introduces an important new algorithm--along with tables unavailable elsewhere--that both allows for the practical evaluation of multiple integrals in many variables and efficiently produces an error estimate. The book concludes with extensive numerical tests which compare lattice methods to other methods, such as the Monte Carlo.

252 pages, Hardcover

First published January 1, 1994