QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach

DOI10.1007/S00365-009-9074-YzbMATH Open1186.65005OpenAlexW2045845634MaRDI QIDQ843729FDOQ843729

Authors: Jan Baldeaux, Josef Dick 

Publication date: 15 January 2010

Published in: Constructive Approximation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00365-009-9074-y

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zbMATH Keywords

numerical integrationnumerical resultsreproducing kernel Hilbert spacesweighted Sobolev spacesdigital netsworst-case errorquasi-Monte Carlo (QMC) method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cited In (21)

• Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
• The mean square quasi-Monte Carlo error for digitally shifted digital nets
• Quasi-Monte Carlo integration using digital nets with antithetics
• Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
• Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere
• On the approximation of smooth functions using generalized digital nets
• Fast construction of higher order digital nets for numerical integration in weighted Sobolev spaces
• Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
• Richardson extrapolation of polynomial lattice rules
• Digital nets with infinite digit expansions and construction of folded digital nets for quasi-Monte Carlo integration
• Sampling based approximation of linear functionals in reproducing kernel Hilbert spaces
• Constructing good higher order polynomial lattice rules with modulus of reduced degree
• An explicit construction of optimal order quasi-Monte Carlo rules for smooth integrands
• The \(b\)-adic tent transformation for quasi-Monte Carlo integration using digital nets
• The performance of semi-supervised Laplacian regularized regression with the least square loss
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• Hilbert space with reproducing kernel and uniform distribution preserving maps. I
• Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
• A characterization of Sobolev spaces on the sphere and an extension of Stolarsky's invariance principle to arbitrary smoothness
• MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
• Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences

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