English

Quasi-Monte Carlo integration for twice differentiable functions over a triangle

Numerical Analysis 2019-12-09 v1

Abstract

We study quasi-Monte Carlo integration for twice differentiable functions defined over a triangle. We provide an explicit construction of infinite sequences of points including one by Basu and Owen (2015) as a special case, which achieves the integration error of order N1(logN)3N^{-1}(\log N)^3 for any N2N\geq 2. Since a lower bound of order N1N^{-1} on the integration error holds for any linear quadrature rule, the upper bound we obtain is best possible apart from the logN\log N factor. The major ingredient in our proof of the upper bound is the dyadic Walsh analysis of twice differentiable functions over a triangle under a suitable recursive partitioning.

Keywords

Cite

@article{arxiv.1701.08562,
  title  = {Quasi-Monte Carlo integration for twice differentiable functions over a triangle},
  author = {Takashi Goda and Kosuke Suzuki and Takehito Yoshiki},
  journal= {arXiv preprint arXiv:1701.08562},
  year   = {2019}
}
R2 v1 2026-06-22T18:03:53.186Z