QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach

DOI10.1007/s00365-009-9074-yzbMath1186.65005OpenAlexW2045845634MaRDI QIDQ843729

Jan Baldeaux, Josef Dick

Publication date: 15 January 2010

Published in: Constructive Approximation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00365-009-9074-y

zbMATH Keywords

numerical resultsnumerical integrationweighted Sobolev spacesreproducing kernel Hilbert spacesdigital netsworst-case errorquasi-Monte Carlo (QMC) method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45)

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