Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces

DOI10.1016/j.jco.2015.11.001zbMath1353.65002arXiv1411.3823MaRDI QIDQ5963457

Peter Hellekalek, Peter Kritzer, Friedrich Pillichshammer

Publication date: 19 February 2016

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.3823

zbMATH Keywords

algorithm; Sobolev space; error bound; information-based complexity; worst-case error; \(\boldsymbol{p}\)-adic arithmetic; \(L_2\)-discrepancy; Halton sequences; quasi-Monte Carlo integration of open type; randomized point sets

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65Y20: Complexity and performance of numerical algorithms

65D30: Numerical integration

11K45: Pseudo-random numbers; Monte Carlo methods

Related Items

Points on manifolds with asymptotically optimal covering radius, Optimal Monte Carlo integration on closed manifolds

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