Error bounds for the integration of singular functions using equidistributed sequences

DOI10.1016/S0885-064X(03)00029-3MaRDI QIDQ1401992zbMATH OpenFDO

Authors Yuqiang Guan, Elise De Doncker-Kapenga

Publication date 19 August 2003

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0885-064X(03)00029-3

zbMATH Keywords

asymptotic error termcubature formulaequidistributed point sequencesignoring the singularitynumerical examplessingular integrand

Mathematics Subject Classification ID

Approximate quadratures (41A55) Multidimensional problems (41A63) Numerical quadrature and cubature formulas (65D32)

Review text

Let \({\mathcal H }^d\) denote the \(d\)-dimensional unit hypercube and consider the approximations \( Q_Nf=\frac 1N\sum _{p=1}^Nf(\vec x_p)\) to the integral \(If=\int _{{\mathcal H }^d}f(f(\vec x))df(\vec x)\), using equidistributed point sequences \(\{ \vec x_p\} \), \(p=1,2,\dots \). The authors study the asymptotic error bound \(|Q_Nf=I_Nf|\) of the approximation for certain classes of singular functions and oft certain point sequences. Further, a scheme is given for extensions \textit{I. M. Sobol}'s results [Sov Math. Dokl. 14, 734-738 (1973; Zbl 0283.41016)]. Interesting numerical examples, that validate the principle of ``ignoring the singularity, are presented.

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Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 3444159 (Why is no real title available?)
• Numerical integration of singular integrands using low-discrepancy sequences
• On a Device for Computing the e m (S n ) Transformation
• On the Systematic Search in a Hypercube
• Point sets and sequences with small discrepancy

Cited in

(5)

• Numerical integration of singular integrands using low-discrepancy sequences
• Quasi-Monte Carlo algorithms for unbounded, weighted integration problems
• A dynamical approach to accelerating numerical integration with equidistributed points
• scientific article; zbMATH DE number 6500935 (Why is no real title available?)
• On Ignoring the Singularity

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