Computing discrepancies of Smolyak quadrature rules

DOI10.1006/JCOM.1996.0020zbMATH Open0869.41022OpenAlexW1975881124MaRDI QIDQ2365409FDOQ2365409

Authors: Karin Frank, Stefan Heinrich 

Publication date: 3 August 1997

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/191897d12255a6bd0ed7b9568b77648bcb97c3f3

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zbMATH Keywords

quadrature rulescomplexity of calculus\(L_ 2\) discrepancy

Mathematics Subject Classification ID

Approximate quadratures (41A55) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65)

Cited In (14)

• On an interpolatory method for high dimensional integration
• Uniform distribution, discrepancy, and reproducing kernel Hilbert spaces
• Fibonacci sets and symmetrization in discrepancy theory
• Asymptotically optimal weighted numerical integration
• An exact order of discrepancy of the Smolyak grid and some general conclusions in the theory of numerical integration
• Finding optimal volume subintervals with \( k\) points and calculating the star discrepancy are NP-hard problems
• Calculation of Discrepancy Measures and Applications
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Discrepancy of stratified samples from partitions of the unit cube
• Discrepancy of two-dimensional Smolyak grids
• Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
• Entropy, Randomization, Derandomization, and Discrepancy
• On the \(L_2\)-discrepancy for anchored boxes
• On the expected \(\mathcal{L}_2\)-discrepancy of jittered sampling

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