On the Numerical Integration of Walsh Series by Number-Theoretic Methods

DOI10.2307/2153574zbMath0806.65013OpenAlexW1985574135MaRDI QIDQ4305969

Claudia Traunfellner, Gerhard Larcher

Publication date: 9 February 1995

Full work available at URL: https://doi.org/10.2307/2153574

zbMATH Keywords

numerical examplesfast numerical integration of Walsh seriesintegration with digital netslattice point methodsnumerical integration by number-theoretic methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (17)

General discrepancy estimates. III: The Erdös-Turán-Koksma inequality for the Haar function system ⋮ Discrepancy bounds for infinite-dimensional order two digital sequences over \(\mathbb F_2\) ⋮ On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods ⋮ Digital nets and sequences constructed over finite rings and their application to quasi-Monte Carlo integration ⋮ Quasi-Monte Carlo methods for numerical integration of multivariate Haar series ⋮ Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series ⋮ My dream quadrature rule ⋮ Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm ⋮ A construction of polynomial lattice rules with small gain coefficients ⋮ Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules ⋮ Discrepancy estimates based on Haar functions ⋮ Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces ⋮ A multivariate fast discrete Walsh transform with an application to function interpolation ⋮ Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series ⋮ Optimal quadrature for Haar wavelet spaces ⋮ On the approximation of smooth functions using generalized digital nets ⋮ The asymptotic efficiency of randomized nets for quadrature

Cites Work

• Point sets and sequences with small discrepancy
• Zur angenäherten Berechnung mehrfacher Integrale
• Dyadic fractions with small partial quotients
• Low-discrepancy and low-dispersion sequences
• Pseudo-random numbers and optimal coefficients
• Existence of good lattice points in the sense of Hlawka
• A class of generalized Walsh functions
• Good Parameters for a Class of Node Sets in Quasi-Monte Carlo Integration
• Applications of Number Theory to Numerical Analysis
• Low-discrepancy point sets obtained by digital constructions over finite fields
• Nets obtained from rational functions over finite fields
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