Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series

DOI10.1016/0895-7177(96)00039-8MaRDI QIDQ1921099zbMATH OpenOpenAlexFDO

Authors Gerhard Larcher, Wolfgang Ch. Schmid, R. Wolf

Publication date 3 December 1996

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(96)00039-8

zbMATH Keywords

quasi-Monte Carlo methodsintegration errornet-sequencesnumerical integration of multivariate Walsh series

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cites work

• scientific article; zbMATH DE number 3823081 (Why is no real title available?)
• scientific article; zbMATH DE number 4032351 (Why is no real title available?)
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• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• Low-discrepancy and low-dispersion sequences
• Low-discrepancy point sets obtained by digital constructions over finite fields
• Nets obtained from rational functions over finite fields
• On the Numerical Integration of Walsh Series by Number-Theoretic Methods
• On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods
• Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
• Orthogonal arrays and other combinatorial aspects in the theory of uniform point distributions in unit cubes
• Point sets and sequences with small discrepancy
• Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series

Cited in

(13)

• scientific article; zbMATH DE number 1341370 (Why is no real title available?)
• A lower bound on WAFOM
• scientific article; zbMATH DE number 472857 (Why is no real title available?)
• Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II
• Quasi-Monte Carlo methods for numerical integration of multivariate Haar series
• Quasi-Monte Carlo integration for twice differentiable functions over a triangle
• On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods
• Optimal quadrature for Haar wavelet spaces
• Bounds on Walsh coefficients by dyadic difference and a new Koksma-Hlawka type inequality for quasi-Monte Carlo integration
• Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series
• scientific article; zbMATH DE number 822317 (Why is no real title available?)
• My dream quadrature rule
• Numerical integration of Hölder continuous, absolutely convergent Fourier, Fourier cosine, and Walsh series

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