Related papers: Quasi-Monte Carlo rules for numerical integration …
Quasi-Monte Carlo (QMC) integration of output functionals of solutions of the diffusion problem with a log-normal random coefficient is considered. The random coefficient is assumed to be given by an exponential of a Gaussian random field…
Frolov's cubature formula on the unit hypercube has been considered important since it attains an optimal rate of convergence for various function spaces. Its integration nodes are given by shrinking a suitable full rank…
This paper investigates the construction of space-filling designs for computer experiments. The space-filling property is characterized by the covering and separation radii of a design, which are integrated through the unified criterion of…
In this paper, we propose and analyze a product integration method for the second-kind integral equation with weakly singular and continuous kernels on the unit sphere $\mathbb{S}^2$. We employ quadrature rules that satisfy the…
We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new construction-free median QMC rule which can exploit the smoothness and…
A spherical $t$-design is a set of points on the sphere that are nodes of a positive equal weight quadrature rule having algebraic accuracy $t$ for all spherical polynomials with degrees $\le t$. Spherical $t$-designs have many…
In the present paper, optimal quadrature formulas in the sense of Sard are constructed for numerical integration of the integral $\int_a^be^{2\pi i\omega x}\varphi(x)d x$ with $\omega\in \mathbb{R}$ in the Sobolev space $L_2^{(m)}[a,b]$ of…
We present an analytically explicit study of optimal discrete quantization on spherical geometries equipped with the geodesic metric, focusing on highly symmetric configurations on the unit sphere $\mathbb S^2$. Three discrete uniform…
High dimensional integrals can be approximated well by quasi-Monte Carlo methods. However, determining the number of function values needed to obtain the desired accuracy is difficult without some upper bound on an appropriate semi-norm of…
In this paper, we develop a quadrature framework for large-scale kernel machines via a numerical integration representation. Considering that the integration domain and measure of typical kernels, e.g., Gaussian kernels, arc-cosine kernels,…
This paper deals with the construction of an optimal quadrature formula for the approximation of Fourier integrals in the Sobolev space $L_2^{(1)}[a,b]$ of non-periodic, complex valued functions which are square integrable with first order…
The matrix spectral and nuclear norms appear in enormous applications. The generalizations of these norms to higher-order tensors is becoming increasingly important but unfortunately they are NP-hard to compute or even approximate. Although…
The problem of uniformly placing N points onto a sphere finds applications in many areas. For example, points on the sphere correspond to unit quaternions as well as to the group of rotations SO(3) and the online version of generating…
We introduce a new concept for generating optimal quadrature rules for splines. Given a target spline space where we aim to generate an optimal quadrature rule, we build an associated source space with known optimal quadrature and transfer…
Quasi-Monte Carlo (QMC) methods are being adopted in statistical applications due to the increasingly challenging nature of numerical integrals that are now routinely encountered. For integrands with $d$-dimensions and derivatives of order…
Given a finite set of points on the Euclidean sphere, the worst case quadrature error in Sobolev spaces has recently been shown to provide upper bounds on the covering radius of the point set. Moreover, quasi-Monte Carlo integration points…
The class of $(0,m,s)$-nets in base $b$ has been introduced by Niederreiter as examples of point sets in the $s$-dimensional unit cube with excellent uniform distribution properties. In particular such nets have been proved to have very low…
Highly oscillatory integrals of composite type arise in electronic engineering and their calculations is a challenging problem. In this paper, we propose two Gaussian quadrature rules for computing such integrals. The first one is…
This article is concerned with the problem of placing seven or eight points on the unit sphere $\mathbb{S}^2$ in $\mathbb{R}^3$ so that the surface area of the convex hull of the points is maximized. In each case, the solution is given for…
We investigate a Gaussian quadrature rule and the corresponding orthogonal polynomials for the oscillatory weight function $e^{i\omega x}$ on the interval $[-1,1]$. We show that such a rule attains high asymptotic order, in the sense that…