Weighted discrepancy and high-dimensional numerical integration

DOI10.1023/A:1023605123264MaRDI QIDQ1397986zbMATH OpenOpenAlexFDO

Authors Gerhard Larcher, Friedrich Pillichshammer, Klaus Scheicher

Publication date 6 August 2003

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1023605123264

zbMATH Keywords

numerical integrationKoksma-Hlawka inequalityFaure-Niederreiter netSobol-Niederreiter netWeighted discrepancy

Mathematics Subject Classification ID

Numerical integration (65D30) Approximate quadratures (41A55) Irregularities of distribution, discrepancy (11K38)

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Cited in

(11)

• Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces
• Finite-order Integration Weights Can be Dangerous
• High-discrepancy sequences for high-dimensional numerical integration
• Diaphony and square discrepancy of multidimensional cells
• On numerical integration methods with \(T\)-distribution weight function
• Weighted discrepancy of Faure-Niederreiter nets for a certain sequence of weights
• Discrepancy of weighted matrix nets
• An algorithm to compute the \(t\)-value of a digital net and of its projections
• Bounds for the weighted \(L^p\) discrepancy and tractability of integration
• Numerical integration on graphs: Where to sample and how to weigh
• Tractability results for the weighted star-discrepancy

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