English

Integrability of weak mixed first-order derivatives and convergence rates of scrambled digital nets

Numerical Analysis 2025-05-20 v1 Numerical Analysis

Abstract

We consider the LpL^p integrability of weak mixed first-order derivatives of the integrand and study convergence rates of scrambled digital nets. We show that the generalized Vitali variation with parameter α[12,1]\alpha \in [\frac{1}{2}, 1] from [Dick and Pillichshammer, 2010] is bounded above by the LpL^p norm of the weak mixed first-order derivative, where p=232αp = \frac{2}{3-2\alpha}. Consequently, when the weak mixed first-order derivative belongs to LpL^p for 1p21 \leq p \leq 2, the variance of the scrambled digital nets estimator convergences at a rate of O(N4+2plogs1N)\mathcal{O}(N^{-4+\frac{2}{p}} \log^{s-1} N). Numerical experiments further validate the theoretical results.

Keywords

Cite

@article{arxiv.2502.02266,
  title  = {Integrability of weak mixed first-order derivatives and convergence rates of scrambled digital nets},
  author = {Yang Liu},
  journal= {arXiv preprint arXiv:2502.02266},
  year   = {2025}
}