Title of article :
Quasi-Monte Carlo methods for the numerical integration of multivariate walsh series
Author/Authors :
Larcher، نويسنده , , G. and Schmid، نويسنده , , W.Ch. and Wolf، نويسنده , , R.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
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].
Keywords :
Numerical Integration , Walsh series , Low-discrepancy point sets , quasi-Monte Carlo methods
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling