Article ID Journal Published Year Pages File Type
5776048 Journal of Computational and Applied Mathematics 2018 10 Pages PDF
Abstract
In this paper, we consider Quasi-Monte Carlo (QMC) worst case error of weighted smooth function classes in C∞[0,1]s by a digital net over F2. We show that the ratio of the worst case error to the QMC integration error of an exponential function is bounded above and below by constants. This result provides us with a simple interpretation that a digital net with small QMC integration error for an exponential function also gives the small integration error for any function in this function space.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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