Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces

DOI10.1016/j.jco.2015.11.001zbMath1353.65002arXiv1411.3823OpenAlexW1823472207MaRDI QIDQ5963457

Peter Hellekalek, Peter Kritzer, Friedrich Pillichshammer

Publication date: 19 February 2016

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.3823

zbMATH Keywords

algorithmSobolev spaceerror boundinformation-based complexityworst-case error\(\boldsymbol{p}\)-adic arithmetic\(L_2\)-discrepancyHalton sequencesquasi-Monte Carlo integration of open typerandomized point sets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (2)

Points on manifolds with asymptotically optimal covering radius ⋮ Optimal Monte Carlo integration on closed manifolds

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