Component-by-component digit-by-digit construction of good polynomial lattice rules in weighted Walsh spaces

DOI10.1007/s00365-021-09554-1zbMath1497.65057arXiv2008.08966OpenAlexW3194692411MaRDI QIDQ2165575

Adrian Ebert, Onyekachi Osisiogu, Peter Kritzer, Tetiana A. Stepaniuk

Publication date: 20 August 2022

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

Full work available at URL: https://arxiv.org/abs/2008.08966

zbMATH Keywords

numerical integrationweighted function spacesquasi-Monte Carlo methodscomponent-by-component constructionpolynomial lattice pointsdigit-by-digit constructionfast implementations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

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