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20102024
most citedOptimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions

25 citations · 135 across the 12 of their papers we have counts for

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7 papers · 1 filter

math.NA2024

QMC integration based on arbitrary (t,m,s)-nets yields optimal convergence rates on several scales of function spaces

Michael Gnewuch, Josef Dick, Lev Markhasin +1

We study the integration problem over the -dimensional unit cube on four types of Banach spaces of integrands. First we consider Haar wavelet spaces, consisting of functions who…

math.NA2015★ 25 cited

Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions

Aicke Hinrichs, Lev Markhasin, Jens Oettershagen +1

We investigate quasi-Monte Carlo rules for the numerical integration of multivariate periodic functions from Besov spaces with dominating mixed smoothnes…

math.NA2014★ 11 cited

L_p- and S_{p,q}^rB-discrepancy of (order 2) digital nets

Lev Markhasin

Dick proved that all order digital nets satisfy optimal upper bounds of the -discrepancy. We give an alternative proof for this fact using Haar bases. Furthermore, we prov…

math.NA2013★ 14 cited

Discrepancy and integration in function spaces with dominating mixed smoothness

Lev Markhasin

Optimal lower bounds for discrepancy in Besov spaces with dominating mixed smoothness are known from the work of Triebel. Hinrichs proved upper bounds in the plane. In this work we…

math.NA2012★ 19 cited

Quasi-Monte Carlo methods for integration of functions with dominating mixed smoothness in arbitrary dimension

Lev Markhasin

In a celebrated construction, Chen and Skriganov gave explicit examples of point sets achieving the best possible -norm of the discrepancy function. We consider the discrepanc…

math.NA2011★ 21 cited

Discrepancy of generalized Hammersley type point sets in Besov spaces of dominating mixed smoothness

Lev Markhasin

The symmetrized Hammersley point set is known to achieve the best possible rate for the -norm of the discrepancy function. Also lower bounds for the norm in Besov spaces of do…

math.NA2010★ 15 cited

On lower bounds for the L_2-discrepancy

Aicke Hinrichs, Lev Markhasin

The L_2-discrepancy measures the irregularity of the distribution of a finite point set. In this note we prove lower bounds for the L_2 discrepancy of arbitrary N-point sets. Our m…