Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5774763 | Journal of Mathematical Analysis and Applications | 2017 | 24 Pages |
Abstract
We study quasi-Monte Carlo integration for twice differentiable functions defined over a triangle. We provide an explicit construction of infinite sequences of points including one by Basu and Owen (2015) as a special case, which achieves the integration error of order Nâ1(logâ¡N)3 for any Nâ¥2. Since a lower bound of order Nâ1 on the integration error holds for any linear quadrature rule, the upper bound we obtain is best possible apart from the logâ¡N factor. The major ingredient in our proof of the upper bound is the dyadic Walsh analysis of twice differentiable functions over a triangle under a suitable recursive partitioning.
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Physical Sciences and Engineering
Mathematics
Analysis
Authors
Takashi Goda, Kosuke Suzuki, Takehito Yoshiki,