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

DOI10.1007/s00365-009-9074-yzbMath1186.65005MaRDI QIDQ843729

Josef Dick, Jan Baldeaux

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

zbMATH Keywords

numerical results; numerical integration; weighted Sobolev spaces; reproducing kernel Hilbert spaces; digital nets; worst-case error; quasi-Monte Carlo (QMC) method

Mathematics Subject Classification ID

65C05: Monte Carlo methods

46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)

65D32: Numerical quadrature and cubature formulas

11K38: Irregularities of distribution, discrepancy

11K45: Pseudo-random numbers; Monte Carlo methods

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Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules, On the approximation of smooth functions using generalized digital nets

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