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Expected uniform integration approximation under general equal measure partition

Numerical Analysis 2021-10-05 v1 Numerical Analysis

Abstract

In this paper, we study bounds of expected L2L_2-discrepancy to give mean square error of uniform integration approximation for functions in Sobolev space H1(K)\mathcal{H}^{\mathbf{1}}(K), where H\mathcal{H} is a reproducing Hilbert space with kernel KK. Better order O(N11d)O(N^{-1-\frac{1}{d}}) of approximation error is obtained, comparing with previously known rate O(N1)O(N^{-1}) using crude Monte Carlo method. Secondly, we use expected LpL_{p}-discrepancy bound(p1p\ge 1) of stratified samples to give several upper bounds of pp-moment of integral approximation error in general Sobolev space Fd,qF_{d,q}^{*}.

Cite

@article{arxiv.2110.01512,
  title  = {Expected uniform integration approximation under general equal measure partition},
  author = {Jun Xian and Xiaoda Xu},
  journal= {arXiv preprint arXiv:2110.01512},
  year   = {2021}
}

Comments

25 pages

R2 v1 2026-06-24T06:36:37.054Z