Quasi-Monte Carlo numerical integration on $\mathbb{R}^s$: digital nets and worst-case error

Details Quasi-Monte Carlo numerical integration on $\mathbb{R}^s$: digital nets and worst-case error Quasi-Monte Carlo numerical integration on $\mathbb{R}^s$: digital nets and worst-case error

2010-03-25

arxiv.org/abs/1003.4783v3

Mathematics

Numerical Analysis

Scientific paper

Quasi-Monte Carlo rules are equal weight quadrature rules defined over the domain $[0,1]^s$. Here we introduce quasi-Monte Carlo type rules for numerical integration of functions defined on $\mathbb{R}^s$. These rules are obtained by way of some transformation of digital nets such that locally one obtains qMC rules, but at the same time, globally one also has the required distribution. We prove that these rules are optimal for numerical integration in fractional Besov type spaces. The analysis is based on certain tilings of the Walsh phase plane.

Affiliated with

Also associated with

No associations

Rating

Quasi-Monte Carlo numerical integration on $\mathbb{R}^s$: digital nets and worst-case error does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Quasi-Monte Carlo numerical integration on $\mathbb{R}^s$: digital nets and worst-case error, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Quasi-Monte Carlo numerical integration on $\mathbb{R}^s$: digital nets and worst-case error will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-555798