Digital nets with infinite digit expansions and construction of folded digital nets for quasi-Monte Carlo integration

Abstract

In this paper we study quasi-Monte Carlo integration of smooth functions using digital nets. We fold digital nets over ${\mathbb{Z}}_b$ by means of the $b$-adic tent transformation, which has recently been introduced by the authors, and employ such \emph{folded digital nets} as quadrature points. We first analyze the worst-case error of quasi-Monte Carlo rules using folded digital nets in reproducing kernel Hilbert spaces. Here we need to permit digital nets with "infinite digit expansions," which are beyond the scope of the classical definition of digital nets. We overcome this issue by considering the infinite product of cyclic groups and the characters on it. We then give an explicit means of constructing good folded digital nets as follows: we use higher order polynomial lattice point sets for digital nets and show that the component-by-component construction can find good \emph{folded higher order polynomial lattice rules} that achieve the optimal convergence rate of the worst-case error in certain Sobolev spaces of smoothness of arbitrarily high order.

References in corpus (5)

• Higher order QMC Galerkin discretization for parametric operator equations
• Good interlaced polynomial lattice rules for numerical integration in weighted Walsh spaces
• The $b$-adic tent transformation for quasi-Monte Carlo integration using digital nets
• On the $L_p$ discrepancy of two-dimensional folded Hammersley point sets
• Constructing good higher order polynomial lattice rules with modulus of reduced degree

Cited by in corpus (9)

• Embeddings of Weighted Hilbert Spaces and Applications to Multivariate and Infinite-Dimensional Integration
• A universal median quasi-Monte Carlo integration
• An explicit construction of optimal order quasi-Monte Carlo rules for smooth integrands
• Richardson extrapolation of polynomial lattice rules
• The $b$-adic tent transformation for quasi-Monte Carlo integration using digital nets
• Quasi-Monte Carlo integration using digital nets with antithetics
• Richardson extrapolation allows truncation of higher order digital nets and sequences
• The $b$-adic symmetrization of digital nets for quasi-Monte Carlo integration
• Digital net properties of a polynomial analogue of Frolov's construction