Article ID Journal Published Year Pages File Type
5774763 Journal of Mathematical Analysis and Applications 2017 24 Pages PDF
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 N−1(log⁡N)3 for any N≥2. Since a lower bound of order N−1 on the integration error holds for any linear quadrature rule, the upper bound we obtain is best possible apart from the log⁡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.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
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