Title of article :
Variants of the Koksma-Hlawka inequality for vertex-modified quasi-Monte Carlo integration rules
Author/Authors :
Niederreiter، نويسنده , , Gordon H. and Sloan، نويسنده , , I.H.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
Vertex-modified rules have recently been introduced by the authors as a way of improving the performance of quasi-Monte Carlo methods for numerical integration. In this paper, we establish variants of the Koksma-Hlawka inequality for vertex-modified rules, and we show that there are choices for the vertex weights which, in general, yield smaller error bounds than the classical Koksma-Hlawka bound. Low-discrepancy point sets for which the local discrepancy has constant sign emerge as interesting objects of study.
Keywords :
Quasi-Monte Carlo integration , Vertex-modified rules , Koksma-Hlawka inequality , Discrepancy
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling