On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
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Publication:3147178
DOI10.1090/S0025-5718-02-01420-5zbMath1011.65001MaRDI QIDQ3147178
Stephen Joe, Frances Y. Kuo, Ian H. Sloan
Publication date: 18 September 2002
Published in: Mathematics of Computation (Search for Journal in Brave)
algorithmweighted Sobolev spaceshifted rank-1 lattice rulesworst-case errorsquasi-Monte Carlo integration rulestrong tractability error bound
Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)
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Cites Work
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- Convergence on a deformed Newton method
- Tractability of multivariate integration for weighted Korobov classes
- Component-by-component construction of good lattice rules
- A generalized discrepancy and quadrature error bound
- Intractability results for integration and discrepancy
