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

DOI10.1007/BF02510355zbMATH Open0893.65010OpenAlexW4243972486MaRDI QIDQ1378465FDOQ1378465

K. Entacher

Publication date: 4 June 1998

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02510355

zbMATH Keywords

numerical integrationquasi-Monte Carlo methodslow-discrepancy point setsgeneralized Haar functionsintegration error estimates

Mathematics Subject Classification ID

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

Cites Work

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• Low-discrepancy and low-dispersion sequences
• Point sets and sequences with small discrepancy
• On the Numerical Integration of Walsh Series by Number-Theoretic Methods
• Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
• Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh 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

Cited In (11)

• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II
• Title not available (Why is that?)
• Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
• Optimal quadrature for Haar wavelet spaces
• Minimal cubature formulas exact for Haar polynomials
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• Title not available (Why is that?)
• My dream quadrature rule
• Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension
• Title not available (Why is that?)

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