Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions (Q304528): Difference between revisions

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Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions
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    Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions (English)
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    25 August 2016
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    This paper can be seen as a continuation of \textit{T. Ullrich} [J. Complexity 30, No. 2, 72--94 (2014; Zbl 1321.65006)] in higher-dimension by adopting method of \textit{A. Hinrichs} [Math. Nachr. 283, No. 3, 478--488 (2010; Zbl 1198.11073)], where the quasi Monte Carlo method for the numerical integration of a multi-periodic function is analyzed. It is shown by the authors that the optimal rate of the quasi-Monte Carlo optimal worst-case error for approximating the \(d\)-dimensional integral of a continuous function is achieved in some cases and the rate of convergence is independent of some involved parameters. Numerical computations are also provided.
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    quasi Monte Carlo method
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    periodic Besov space
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    Haar base
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    Faber base
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    QMC-optimal worst-case error
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    digital \((t,n,d)\)-nets
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    numerical examples
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