Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series
The authors consider quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series by approximating the integrals via net-sequences. Best possible bounds are shown for the integration error \(R_N (f)\) when the integration points form a \((t, m, s)\)-net in \([0, 1]^s\) in base \(b\). More precisely it is proved that \[ R_N (f)\;\ll\;b^{t(\alpha- (1/2))} {{(\log N)^{s-1}} \over {N^{\alpha- (1/2)}}}, \] provided that \(f\) belongs to an \(E_s^\alpha\)-class with respect to the Walsh series in base \(b\). This improves an earlier paper of the authors and \textit{C. Traunfellner} [Math. Comput. 63, 277-291 (1994; Zbl 0806.65013)].
- scientific article; zbMATH DE number 3823081 (Why is no real title available?)
- scientific article; zbMATH DE number 4032351 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 1256390 (Why is no real title available?)
- scientific article; zbMATH DE number 472857 (Why is no real title available?)
- 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 high-dimensional Walsh-series by quasi-Monte Carlo methods
- 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
- 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
- Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II
- Base change problems for generalized Walsh series and multivariate numerical integration
- Quasi-Monte Carlo methods for numerical integration of multivariate Haar series
- Nets constructed over finite fields and the numerical integration of multivariate Walsh series
- My dream quadrature rule
- On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods
- Walsh functions, scrambled \(( 0 , m , s )\)-nets, and negative covariance: applying symbolic computation to quasi-Monte Carlo integration
- A lower bound on WAFOM
- Bounds on Walsh coefficients by dyadic difference and a new Koksma-Hlawka type inequality for quasi-Monte Carlo integration
- Numerical integration of Hölder continuous, absolutely convergent Fourier, Fourier cosine, and Walsh series
- Quasi-Monte Carlo integration for twice differentiable functions over a triangle
- scientific article; zbMATH DE number 1341370 (Why is no real title available?)
- scientific article; zbMATH DE number 472857 (Why is no real title available?)
- Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series
- Optimal quadrature for Haar wavelet spaces
- scientific article; zbMATH DE number 822317 (Why is no real title available?)
- Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series
This page was built for publication: Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1921099)
