2 papers
math.NA2026
Optimality of quasi-Monte Carlo methods and suboptimality of the sparse-grid Gauss--Hermite rule in Gaussian Sobolev spaces
Yoshihito Kazashi, Yuya Suzuki, Takashi Goda
Optimality of several quasi-Monte Carlo methods and suboptimality of the sparse-grid quadrature based on the univariate Gauss--Hermite rule is proved in the Sobolev spaces of mixed…
math.NA2026
Möbius-transformed trapezoidal rule for polynomial weights
Nuutti Hyvönen, Yuya Suzuki
This work studies numerical integration by the Möbius-transformed trapezoidal rule, which combines the classical trapezoidal rule with a change of variables induced by a Möbius t…