Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II

DOI10.1007/BF02512368zbMath0914.65013MaRDI QIDQ1267020

Karl Entacher

Publication date: 7 June 1999

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

numerical examplenumerical integration\((t,m,s)\)-netslow-discrepancy point setsquasi-Monte Carlo methodsgeneralized Haar functionsintegration error estimatesmultivariate Haar series

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Numerical quadrature and cubature formulas (65D32)

Related Items (5)

Unnamed Item ⋮ Minimal cubature formulas exact for Haar polynomials ⋮ Discrepancy estimates based on Haar functions ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces ⋮ Optimal quadrature for Haar wavelet spaces

Cites Work

• Quasi-Monte Carlo methods for numerical integration of multivariate Haar series
• General discrepancy estimates. III: The Erdös-Turán-Koksma inequality for the Haar function system
• Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series
• Bounds for digital nets and sequences
• Implementation and tests of low-discrepancy sequences
• Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
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