Quasi-Monte Carlo integration for twice differentiable functions over a triangle

DOI10.1016/j.jmaa.2017.04.051zbMath1366.65003arXiv1701.08562OpenAlexW2585186675MaRDI QIDQ2627964

Takashi Goda, Kosuke Suzuki, Takehito Yoshiki

Publication date: 9 June 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.08562

zbMATH Keywords

quasi-Monte Carlointegration errordigital nets and sequencesdyadic Walsh analysislinear quadrature rulenumerical integration on triangle

Mathematics Subject Classification ID

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

Cites Work

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• Low-discrepancy point sets
• Variational properties of averaged equations for periodic media
• Codes for the \(m\)-metric
• Transforming low-discrepancy sequences from a cube to a simplex
• Proof techniques in quasi-Monte Carlo theory
• Bounds on Walsh coefficients by dyadic difference and a new Koksma-Hlawka type inequality for quasi-Monte Carlo integration
• Polynomial arithmetic analogue of Halton sequences
• A Koksma–Hlawka Inequality for Simplices
• Low Discrepancy Constructions in the Triangle
• Transformations and Hardy--Krause Variation

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