Numerical integration of Holder continuous, absolutely convergent Fourier, Fourier cosine, and Walsh series

被引:9
作者
Dick, Josef [1 ]
机构
[1] Univ New S Wales, Sch Math & Stat, Sydney, NSW 2052, Australia
关键词
Numerical integration; Quasi-Monte Carlo; Weil sum; Holder continuity; Fourier series; Fourier cosine series; Walsh series; DIGITAL NETS; BOUNDS;
D O I
10.1016/j.jat.2014.03.015
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We introduce quasi-Monte Carlo rules for the numerical integration of functions f defined on [0, 1](s), s >= 1, which satisfy the following properties: the Fourier, Fourier cosine or Walsh coefficients of f are absolutely summable and f satisfies a Holder condition of order alpha, for some 0 < alpha <= 1. We show a convergence rate of the integration error of order max((s - 1)N-1/2, s(alpha/2)N(-alpha)). The construction of the quadrature points is explicit and is based on Weil sums. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码:14 / 30
页数:17
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