activity
20142026
most citedOptimal order quasi-Monte Carlo integration in weighted Sobolev spaces of arbitrary smoothness

15 citations · 110 across the 16 of their papers we have counts for

collaborators

17 papers

math.NA2026

Digital Nets on Cubature Nodes: Inheriting Cubature Accuracy on Low-Dimensional Projections

Takehito Yoshiki

Base-2 digital nets are practical high-dimensional integration rules: the sample budget can be chosen independently of the ambient dimension, and the generating matrices pr…

math.NA2017

Digital net properties of a polynomial analogue of Frolov's construction

Josef Dick, Friedrich Pillichshammer, Kosuke Suzuki +2

Frolov's cubature formula on the unit hypercube has been considered important since it attains an optimal rate of convergence for various function spaces. Its integration nodes are…

math.NA2017★ 13 cited

Lattice rules in non-periodic subspaces of Sobolev spaces

Takashi Goda, Kosuke Suzuki, Takehito Yoshiki

We investigate quasi-Monte Carlo (QMC) integration over the -dimensional unit cube based on rank-1 lattice point sets in weighted non-periodic Sobolev spaces $\mathcal{H}(K_{α,\…

math.NA2017★ 11 cited

Richardson extrapolation of polynomial lattice rules

Josef Dick, Takashi Goda, Takehito Yoshiki

We study multivariate numerical integration of smooth functions in weighted Sobolev spaces with dominating mixed smoothness defined over the -dimensional unit cube. We…

math.NA2017★ 2 cited

Quasi-Monte Carlo integration for twice differentiable functions over a triangle

Takashi Goda, Kosuke Suzuki, Takehito Yoshiki

We study quasi-Monte Carlo integration for twice differentiable functions defined over a triangle. We provide an explicit construction of infinite sequences of points including one…

math.NA2016★ 2 cited

Enumeration of the Chebyshev-Frolov lattice points in axis-parallel boxes

Kosuke Suzuki, Takehito Yoshiki

For a positive integer , the -dimensional Chebyshev-Frolov lattice is the -lattice in generated by the Vandermonde matrix associated to the roots o…

math.NA2016

Approximation of Quasi-Monte Carlo worst case error in weighted spaces of infinitely times smooth functions

Matsumoto Makoto, Ryuichi Ohori, Takehito Yoshiki

In this paper, we consider Quasi-Monte Carlo (QMC) worst case error of weighted smooth function classes in by a digital net over . We show that the r…

math.NA2016★ 3 cited

Lattice based integration algorithms: Kronecker sequences and rank-1 lattices

Josef Dick, Friedrich Pillichshammer, Kosuke Suzuki +2

We prove upper bounds on the order of convergence of lattice based algorithms for numerical integration in function spaces of dominating mixed smoothness on the unit cube with homo…

math.NA2016★ 12 cited

Optimal order quadrature error bounds for infinite-dimensional higher order digital sequences

Takashi Goda, Kosuke Suzuki, Takehito Yoshiki

Quasi-Monte Carlo (QMC) quadrature rules using higher order digital nets and sequences have been shown to achieve the almost optimal rate of convergence of the worst-case error in…

math.NA2016★ 6 cited

Construction of interlaced polynomial lattice rules for infinitely differentiable functions

Josef Dick, Takashi Goda, Kosuke Suzuki +1

We study multivariate integration over the -dimensional unit cube in a weighted space of infinitely differentiable functions. It is known from a recent result by Suzuki that the…

math.NA2016★ 12 cited

An explicit construction of optimal order quasi-Monte Carlo rules for smooth integrands

Takashi Goda, Kosuke Suzuki, Takehito Yoshiki

In a recent paper by the authors, it is shown that there exists a quasi-Monte Carlo (QMC) rule which achieves the best possible rate of convergence for numerical integration in a r…

math.NA2015★ 15 cited

Optimal order quasi-Monte Carlo integration in weighted Sobolev spaces of arbitrary smoothness

Takashi Goda, Kosuke Suzuki, Takehito Yoshiki

We investigate quasi-Monte Carlo integration using higher order digital nets in weighted Sobolev spaces of arbitrary fixed smoothness , , defined over the…

math.NA2015★ 6 cited

Bounds on Walsh coefficients by dyadic difference and a new Koksma-Hlawka type inequality for Quasi-Monte Carlo integration

Takehito Yoshiki

In this paper we give a new Koksma-Hlawka type inequality for Quasi-Monte Carlo (QMC) integration. QMC integration of a function by a finite…

math.NA2015★ 9 cited

Formulas for the Walsh coefficients of smooth functions and their application to bounds on the Walsh coefficients

Kosuke Suzuki, Takehito Yoshiki

We establish formulas for the -adic Walsh coefficients of functions in for an integer and give upper bounds on the Walsh coefficients of these functions. We…

math.NA2014

A Lower Bound on WAFOM

Takehito Yoshiki

We give a lower bound on Walsh figure of merit (WAFOM), which is a parameter to estimate the integration error for quasi-Monte Carlo (QMC) integration by a point set called a digit…

math.NA2014★ 7 cited

The Mean Square Quasi-Monte Carlo Error for Digitally Shifted Digital Nets

Takashi Goda, Ryuichi Ohori, Kosuke Suzuki +1

In this paper, we study randomized quasi-Monte Carlo (QMC) integration using digitally shifted digital nets. We express the mean square QMC error of the -th discrete approximati…

math.NA2014★ 12 cited

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

Takashi Goda, Kosuke Suzuki, Takehito Yoshiki

In this paper we study quasi-Monte Carlo integration of smooth functions using digital nets. We fold digital nets over by means of the -adic tent transformation…