On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods

DOI10.1016/0378-4754(93)E0075-GzbMath0924.65017MaRDI QIDQ1897666

Gerhard Larcher, Wolfgang Ch. Schmid

Publication date: 10 November 1999

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

numerical examplesWalsh functionsRademacher functions\((t,m,s)\)-netsquasi Monte Carlo methodsWalsh-series

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items

Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series ⋮ Unnamed Item ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces ⋮ Optimal quadrature for Haar wavelet spaces

Cites Work

• Point sets and sequences with small discrepancy
• Low-discrepancy and low-dispersion sequences
• Orthogonal arrays and other combinatorial aspects in the theory of uniform point distributions in unit cubes
• Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration
• On the Numerical Integration of Walsh Series by Number-Theoretic Methods
• Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series
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