Numerical integration of H\"older continuous, absolutely convergent Fourier-, Fourier cosine-, and Walsh series
classification
🧮 math.NA
keywords
alphaintegrationabsolutelyconvergentcosine-fourierfourier-numerical
read the original abstract
We introduce quasi-Monte Carlo rules for the numerical integration of functions $f$ defined on $[0,1]^s$, $s \ge 1$, which satisfy the following properties: the Fourier-, Fourier cosine- or Walsh coefficients of $f$ are absolutely summable and $f$ satisfies a H\"older condition of order $\alpha$, for some $0 < \alpha \le 1$. We show a convergent rate of the integration error of order $\max((s-1) N^{-1/2}, s^{\alpha/2} N^{-\alpha} )$. The construction of the quadrature points is explicit and is based on Weil sums.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.