Expected uniform integration approximation under general equal measure partition
Numerical Analysis
2021-10-05 v1 Numerical Analysis
Abstract
In this paper, we study bounds of expected discrepancy to give mean square error of uniform integration approximation for functions in Sobolev space , where is a reproducing Hilbert space with kernel . Better order of approximation error is obtained, comparing with previously known rate using crude Monte Carlo method. Secondly, we use expected discrepancy bound() of stratified samples to give several upper bounds of -moment of integral approximation error in general Sobolev space .
Cite
@article{arxiv.2110.01512,
title = {Expected uniform integration approximation under general equal measure partition},
author = {Jun Xian and Xiaoda Xu},
journal= {arXiv preprint arXiv:2110.01512},
year = {2021}
}
Comments
25 pages