English

Tent transformed order $2$ nets and quasi-Monte Carlo rules with quadratic error decay

Numerical Analysis 2025-05-19 v1 Numerical Analysis

Abstract

We investigate the use of order 22 digital nets for quasi-Monte Carlo quadrature of nonperiodic functions with bounded mixed second derivative over the cube. By using the so-called tent transform and its mapping properties we inherit error bounds from the periodic setting. Our analysis is based on decay properties of the multivariate Faber-Schauder coefficients of functions with bounded mixed second weak derivatives. As already observed by Hinrichs, Markhasin, Oettershagen, T. Ullrich (Numerische Mathematik 2016), order 22 nets work particularly well on tensorized (periodic) Faber splines. From this we obtain a quadratic decay rate for tent transformed order 22 nets also in the nonperiodic setting. This improves the formerly best known bound for this class of point sets by a factor of logN\log N. We back up our findings with numerical experiments, even suggesting that the bounds for order 22 nets can be improved even further. This particularly indicates that point sets of lower complexity (compared to previously considered constructions) may already give (near) optimal error decay rates for quadrature of functions with second order mixed smoothness.

Keywords

Cite

@article{arxiv.2505.10955,
  title  = {Tent transformed order $2$ nets and quasi-Monte Carlo rules with quadratic error decay},
  author = {Bernd Käßemodel and Nicolas Nagel and Tino Ullrich},
  journal= {arXiv preprint arXiv:2505.10955},
  year   = {2025}
}

Comments

32 pages, 8 figures