OPTIMAL POLYNOMIALS FOR (T,M,S)-NETS AND NUMERICAL-INTEGRATION OF MULTIVARIATE WALSH-SERIES

Citation
G. Larcher et al., OPTIMAL POLYNOMIALS FOR (T,M,S)-NETS AND NUMERICAL-INTEGRATION OF MULTIVARIATE WALSH-SERIES, SIAM journal on numerical analysis, 33(6), 1996, pp. 2239-2253
Citations number
23
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
00361429
Volume
33
Issue
6
Year of publication
1996
Pages
2239 - 2253
Database
ISI
SICI code
0036-1429(1996)33:6<2239:OPF(AN>2.0.ZU;2-B
Abstract
Existence theorems for good parameters in a construction of low-discre pancy point sets based on rational functions over finite fields are pr oved. A special class of these point sets is introduced and good param eters in the construction of these special point sets are tabulated. I n this way, point sets in the s-dimensional unit cube for 3 less than or equal to s less than or equal to 15 are obtained with very small di screpancy. These special point sets yield excellent numerical results when applied to the quasi-Monte Carlo integration of multivariate Wals h series.