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20122026
most citedFrom van der Corput to modern constructions of sequences for quasi-Monte Carlo rules

45 citations · 84 across the 39 of their papers we have counts for

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Showing 2014 · math.NAShow all

6 papers · 2 filters

math.NA2014

Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces

Peter Hellekalek, Peter Kritzer, Friedrich Pillichshammer

In this paper, we study quasi-Monte Carlo (QMC) integration in weighted Sobolev spaces. In contrast to many previous results the QMC algorithms considered here are of open type, i.…

math.NA2014

Numerical integration in -Korobov and -cosine spaces

Josef Dick, Peter Kritzer, Gunther Leobacher +1

QMC rules are equal weight quadrature rules for approximating integrals over . One line of research studies the integration error of functions in the unit ball of so-calle…

math.NA2014

Tractability of multivariate analytic problems

Peter Kritzer, Friedrich Pillichshammer, Henryk Wozniakowski

In the theory of tractability of multivariate problems one usually studies problems with finite smoothness. Then we want to know which -variate problems can be approximated to w…

math.NA2014

A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights

Josef Dick, Peter Kritzer, Gunther Leobacher +1

Lattice rules and polynomial lattice rules are quadrature rules for approximating integrals over the -dimensional unit cube. Since no explicit constructions of such quadrature m…

math.NA2014

Tractability of multivariate integration in hybrid function spaces

Peter Kritzer, Friedrich Pillichshammer

We consider tractability of integration in reproducing kernel Hilbert spaces which are a tensor product of a Walsh space and a Korobov space. The main result provides necessary and…

math.NA2014

Integration in Hermite spaces of analytic functions

Christian Irrgeher, Peter Kritzer, Gunther Leobacher +1

We study integration in a class of Hilbert spaces of analytic functions defined on the . The functions are characterized by the property that their Hermite coefficien…