Quasi-Monte Carlo methods for the numerical integration of multivariate Walsh series

DOI10.1016/0895-7177(96)00039-8zbMath0855.11042OpenAlexW1972897666MaRDI QIDQ1921099

Gerhard Larcher, Reinhard Wolf, Wolfgang Ch. Schmid

Publication date: 3 December 1996

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(96)00039-8

zbMATH Keywords

quasi-Monte Carlo methodsintegration errornet-sequencesnumerical integration of multivariate Walsh series

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (5)

Quasi-Monte Carlo methods for numerical integration of multivariate Haar series ⋮ My dream quadrature rule ⋮ Unnamed Item ⋮ Optimal quadrature for Haar wavelet spaces ⋮ Quasi-Monte Carlo methods for numerical integration of multivariate Haar series. II

Cites Work

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• Point sets and sequences with small discrepancy
• Low-discrepancy and low-dispersion sequences
• Orthogonal arrays and other combinatorial aspects in the theory of uniform point distributions in unit cubes
• On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methods
• Low-discrepancy point sets obtained by digital constructions over finite fields
• On the Numerical Integration of Walsh Series by Number-Theoretic Methods
• Representation of Functions as Walsh Series to Different Bases and an Application to the Numerical Integration of High-Dimensional Walsh Series
• Nets obtained from rational functions over finite fields
• Optimal Polynomials for (T,M,S)-Nets and Numerical Integration of Multivariate Walsh Series

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