Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension
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Publication:2441518
DOI10.1016/j.jco.2013.04.007zbMath1286.65005arXiv1201.2311OpenAlexW2085256544MaRDI QIDQ2441518
Publication date: 25 March 2014
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.2311
Besov spacenumerical integrationHaar systemdiscrepancyquasi-Monte Carlodominating mixed smoothnessChen-Skriganov point set
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38)
Related Items (14)
Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions ⋮ BMO and exponential Orlicz space estimates of the discrepancy function in arbitrary dimension ⋮ Optimal \(L_{p}\)-discrepancy bounds for second order digital sequences ⋮ Point sets with optimal order of extreme and periodic discrepancy ⋮ DISCREPANCY OF SECOND ORDER DIGITAL SEQUENCES IN FUNCTION SPACES WITH DOMINATING MIXED SMOOTHNESS ⋮ Discrepancy of Digital Sequences: New Results on a Classical QMC Topic ⋮ Optimal cubature in Besov spaces with dominating mixed smoothness on the unit square ⋮ Weighted discrepancy and numerical integration in function spaces ⋮ The Role of Frolov's Cubature Formula for Functions with Bounded Mixed Derivative ⋮ \(L_p\)- and \(S_{p, q}^r B\)-discrepancy of the symmetrized van der Corput sequence and modified Hammersley point sets in arbitrary bases ⋮ Lower bounds for the integration error for multivariate functions with mixed smoothness and optimal Fibonacci cubature for functions on the square ⋮ \(L_p\)-discrepancy of the symmetrized van der Corput sequence ⋮ Calculation of Discrepancy Measures and Applications ⋮ Proof techniques in quasi-Monte Carlo theory
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