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

DOI10.1007/BF02510355zbMATH Open0893.65010OpenAlexW4243972486MaRDI QIDQ1378465FDOQ1378465

Authors 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)

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Cites work

• scientific article; zbMATH DE number 822317 (Why is no real title available?)
• scientific article; zbMATH DE number 3310475 (Why is no real title available?)
• scientific article; zbMATH DE number 3187192 (Why is no real title available?)
• General discrepancy estimates. III: The Erdös-Turán-Koksma inequality for the Haar function system
• Low-discrepancy and low-dispersion sequences
• 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
• Point sets and sequences with small discrepancy
• Quasi-Monte Carlo methods for the 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

Cited in

(11)

• scientific article; zbMATH DE number 822317 (Why is no real title available?)
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• My dream quadrature rule
• scientific article; zbMATH DE number 7324764 (Why is no real title available?)
• Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
• Quasi-Monte Carlo Methods for Numerical Integration: Comparison of Different Low Discrepancy Sequences
• Optimal quadrature for Haar wavelet spaces
• Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II
• Minimal cubature formulas exact for Haar polynomials
• Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension
• scientific article; zbMATH DE number 1341370 (Why is no real title available?)

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