Related papers: Quasi-Monte Carlo rules for numerical integration …

Simple proofs of the midpoint, trapezoidal and Simpson's rules are proved for numerical integration on a compact interval. The integrand is assumed to be twice continuously differentiable for the midpoint and trapezoidal rules, and to be…

In this paper we show that the spherical cap discrepancy of the point set given by centers of pixels in the HEALPix tessellation (short for Hierarchical, Equal Area and iso-Latitude Pixelation) of unit $2$-sphere is lower and upper bounded…

Let $f:[0,1]^d\to\mathbb{R}$ be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points $\boldsymbol{x}_0,\dots,\boldsymbol{x}_{n-1}\in[0,1]^d$ have a non-negative local discrepancy (NNLD) everywhere in…

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

In this paper, we propose a new nonuniform mesh method to simulate acoustic scattering problems in two dimensional periodic structures with non-periodic incident fields numerically. As existing methods are difficult to extend to higher…

This paper introduces the scaled boundary cubature (SBC) scheme for accurate and efficient integration of functions over polygons and two-dimensional regions bounded by parametric curves. Over two-dimensional domains, the SBC method reduces…

Antithetic sampling, which goes back to the classical work by Hammersley and Morton (1956), is one of the well-known variance reduction techniques for Monte Carlo integration. In this paper we investigate its application to digital nets…

We study multivariate integration over the $s$-dimensional unit cube in a weighted space of infinitely differentiable functions. It is known from a recent result by Suzuki that there exists a good quasi-Monte Carlo (QMC) rule which achieves…

We show that the $\mathcal{L}_2$ discrepancy of the explicitly constructed infinite sequences of points $(\boldsymbol{x}_0,\boldsymbol{x}_1, \boldsymbol{x}_2,...)$ in $[0,1)^s$ over $\mathbb{F}_2$ introduced in [J. Dick, Walsh spaces…

In this paper we give an algorithm to round the floating point output of a semidefinite programming solver to a solution over the rationals or a quadratic extension of the rationals. We apply this to get sharp bounds for packing problems,…

The worst case integration error in reproducing kernel Hilbert spaces of standard Monte Carlo methods with n random points decays as $n^{-1/2}$. However, re-weighting of random points can sometimes be used to improve the convergence order.…

The discrepancy of a point set quantifies how well the points are distributed, with low-discrepancy point sets demonstrating exceptional uniform distribution properties. Such sets are integral to quasi-Monte Carlo methods, which approximate…

Optimality of several quasi-Monte Carlo methods and suboptimality of the sparse-grid quadrature based on the univariate Gauss--Hermite rule is proved in the Sobolev spaces of mixed dominating smoothness of order $\alpha$, where the…

Gauss-Lobatto quadrature nodes and weights are optimal for closed summation-by-parts (SBP) formulations based on polynomial approximation spaces in the sense that for a prescribed function space they yield an SBP operator of minimal…

We present a general construction of semiglobal scattering solutions to quasilinear wave equations in a neighbourhood of spacelike infinity including past and future null infinity, where the scattering data are posed on an ingoing null cone…

This paper explores a full generalization of the classical corner-vector method for constructing weighted spherical designs, which we call the {\it generalized corner-vector method}. First we establish a uniform upper bound for the degree…

We provide explicit expressions for quadrature rules on the space of $C^1$ quintic splines with uniform knot sequences over finite domains. The quadrature nodes and weights are derived via an explicit recursion that avoids an intervention…

Fully symmetric positive interior (f-SPI) quadrature rules are key building blocks for high-order discretizations of partial differential equations, yet high-degree rules with few nodes remain scarce on reference elements commonly used in…

This article focuses on the problem of analytically determining the optimal placement of five points on the unit sphere $\mathbb{S}^2$ so that the surface area of the convex hull of the points is maximized. It is shown that the optimal…

We give a general procedure for gluing together possibly noncompact manifolds of constant scalar curvature which satisfy an extra nondegeneracy hypothesis. Our aim is to provide a simple paradigm for making `analytic' connected sums. In…