Error bounds for the integration of singular functions using equidistributed sequences (Q1401992)

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.