Optimal order quasi-Monte Carlo integration in weighted Sobolev spaces of arbitrary smoothness

DOI10.1093/imanum/drw011zbMath1433.65031arXiv1508.06373OpenAlexW2215963795MaRDI QIDQ4683762

Takehito Yoshiki, Kosuke Suzuki, Takashi Goda

Publication date: 26 September 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.06373

zbMATH Keywords

Sobolev spacenumerical integrationquasi-Monte Carlohigher order digital nets

Mathematics Subject Classification ID

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

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