Strong Tractability of Quasi-Monte Carlo Quadrature Using Nets for Certain Banach Spaces

نویسندگان

  • Rong-Xian Yue
  • Fred J. Hickernell
چکیده

We consider multivariate integration in the weighted spaces of functions with mixed first derivatives bounded in Lp norms and the weighted coefficients introduced via `q norms, where p, q ∈ [1,∞]. The integration domain may be bounded or unbounded. The worst-case error and randomized error are investigated for quasi-Monte Carlo quadrature rules. For the worst-case setting the quadrature rule uses deterministic Niederreiter sequences, and for the randomized setting the quadrature rule uses randomly scrambled Niederreiter digital nets. Sufficient conditions are found under which multivariate integration is strongly tractable in the worst-case and randomized settings, respectively. Results presented in this article extend and improve upon those found previously. Running Title: Strong Tractability of Quasi-Monte Carlo Quadrature

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عنوان ژورنال:
  • SIAM J. Numerical Analysis

دوره 44  شماره 

صفحات  -

تاریخ انتشار 2006