Quasi-Monte Carlo integration in unanchored Sobolev spaces

DOI10.2478/S12175-014-0264-0MaRDI QIDQ2931356zbMATH OpenOpenAlexFDO

Authors Jana Fialová

Publication date 25 November 2014

Published in Mathematica Slovaca (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.2478/s12175-014-0264-0

zbMATH Keywords

Hilbert space with reproducing kernelcentered regular latticeQMC integrationsquared worst-case QMC errortent functionunanchored Sobolev space

Mathematics Subject Classification ID

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

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Cited in

(7)

• Quasi Monte Carlo Integration and Kernel-Based Function Approximation on Grassmannians
• Quasi-Monte Carlo integration for twice differentiable functions over a triangle
• \texttt{TRIQS/SOM}: implementation of the stochastic optimization method for analytic continuation
• Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
• Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on \(\mathbb{R}^d\)
• Monte Carlo methods for uniform approximation on periodic Sobolev spaces with mixed smoothness
• Quasi–Monte Carlo integration over $\mathbb {R}^d$

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