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Today I needed to use Fibonacci numbers to solve a problem at work. Fibonacci numbers are great fun, but I don’t recall needing them in an applied problem before.
I needed to compute a series of integrals of the form
over the unit square for a statistical application. The function p(x, y) is a little complicated but its specific form is not important here. If the constants a, b, c, and d are all positive, as they usually are in my application, the integrand can be extended to a continuous periodic function in the plane. Lattice rules are efficient for such integration problems, and the optimal lattice rules for two-variable integration are given by Fibonacci lattice rules.
I needed to compute a series of integrals of the form
f(x, y) = x^a (1-x)^b y^c (1-y)^d p(x, y)
over the unit square for a statistical application. The function p(x, y) is a little complicated but its specific form is not important here. If the constants a, b, c, and d are all positive, as they usually are in my application, the integrand can be extended to a continuous periodic function in the plane. Lattice rules are efficient for such integration problems, and the optimal lattice rules for two-variable integration are given by Fibonacci lattice rules.
http://www.johndcook...umbers-at-work/

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