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Quasi-Monte Carlo methods for the numerical integration of multivariate walsh series

Authors
Journal
Mathematical and Computer Modelling
0895-7177
Publisher
Elsevier
Publication Date
Volume
23
Identifiers
DOI: 10.1016/0895-7177(96)00039-8
Keywords
  • Numerical Integration
  • Walsh Series
  • Low-Discrepancy Point Sets
  • Quasi-Monte Carlo Methods

Abstract

Abstract In [1], a method for the numerical integration of multivariate Walsh series, based on low-discrepancy point sets, was developed. In the present paper, we improve and generalize error estimates given in [1] and disprove a conjecture stated in [1,2].

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