Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions

DOI10.1007/s00211-015-0765-yzbMath1358.65004arXiv1501.01800OpenAlexW3106016933MaRDI QIDQ304528

Aicke Hinrichs, Tino Ullrich, Lev Markhasin, Jens Oettershagen

Publication date: 25 August 2016

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.01800

zbMATH Keywords

numerical examplesdigital \((t,n,d)\)-netsFaber baseHaar baseperiodic Besov spaceQMC-optimal worst-case errorquasi Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (18)

Approximation of functions with small mixed smoothness in the uniform norm ⋮ Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} ⋮ Change of variable in spaces of mixed smoothness and numerical integration of multivariate functions on the unit cube ⋮ Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness ⋮ Point sets with optimal order of extreme and periodic discrepancy ⋮ Some Results on the Complexity of Numerical Integration ⋮ On “Upper Error Bounds for Quadrature Formulas on Function Classes” by K.K. Frolov ⋮ Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere ⋮ Optimal periodic \(L_2\)-discrepancy and diaphony bounds for higher order digital sequences ⋮ Multiple rank-1 lattices as sampling schemes for multivariate trigonometric polynomials ⋮ Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences ⋮ A representer theorem for deep kernel learning ⋮ The Role of Frolov's Cubature Formula for Functions with Bounded Mixed Derivative ⋮ Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces ⋮ Optimal Monte Carlo integration on closed manifolds ⋮ An Explicit Construction of Optimal Order Quasi--Monte Carlo Rules for Smooth Integrands ⋮ Approximation of multivariate periodic functions based on sampling along multiple rank-1 lattices ⋮ A higher order Faber spline basis for sampling discretization of functions

Uses Software

• rhalton
• Algorithm 247

Cites Work

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