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We investigate quasi-Monte Carlo integration using higher order digital nets in weighted Sobolev spaces of arbitrary fixed smoothness $\alpha \in \mathbb{N}$, $\alpha \ge 2$, defined over the $s$-dimensional unit cube. We prove that…

数值分析 · 数学 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

In this paper we study quasi-Monte Carlo integration of smooth functions using digital nets. We fold digital nets over $\mathbb{Z}_{b}$ by means of the $b$-adic tent transformation, which has recently been introduced by the authors, and…

数值分析 · 数学 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

Quasi-Monte Carlo (QMC) quadrature rules using higher order digital nets and sequences have been shown to achieve the almost optimal rate of convergence of the worst-case error in Sobolev spaces of arbitrary fixed smoothness $\alpha\in…

数值分析 · 数学 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

In this paper we investigate quasi-Monte Carlo (QMC) integration using digital nets over $\mathbb{Z}_b$ in reproducing kernel Hilbert spaces. The tent transformation, or the baker's transformation, was originally used for lattice rules by…

数值分析 · 数学 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

We develop algorithms for multivariate integration and approximation in the weighted half-period cosine space of smooth non-periodic functions. We use specially constructed tent-transformed rank-1 lattice points as cubature nodes for…

数值分析 · 数学 2016-06-03 Ronald Cools , Frances Y. Kuo , Dirk Nuyens , Gowri Suryanarayana

We study randomized quasi-Monte Carlo integration by scrambled nets. The scrambled net quadrature has long gained its popularity because it is an unbiased estimator of the true integral, allows for a practical error estimation, achieves a…

数值分析 · 数学 2023-04-28 Takashi Goda , Kosuke Suzuki

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…

数值分析 · 数学 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

In this paper we give explicit constructions of point sets in the $s$ dimensional unit cube yielding quasi-Monte Carlo algorithms which achieve the optimal rate of convergence of the worst-case error for numerically integrating high…

数值分析 · 数学 2013-04-02 Josef Dick

In this note, we study a concatenation of quasi-Monte Carlo and plain Monte Carlo rules for high-dimensional numerical integration in weighted function spaces. In particular, we consider approximating the integral of periodic functions…

数值分析 · 数学 2022-06-27 Takashi Goda

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…

We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper…

数值分析 · 数学 2016-11-29 Dirk Nuyens , Gowri Suryanarayana , Markus Weimar

We study numerical integration of smooth functions defined over the $s$-dimensional unit cube. A recent work by Dick et al. (2019) has introduced so-called extrapolated polynomial lattice rules, which achieve the almost optimal rate of…

数值分析 · 数学 2020-07-15 Takashi Goda

Quasi-Monte Carlo rules are equal weight quadrature rules defined over the domain $[0,1]^s$. Here we introduce quasi-Monte Carlo type rules for numerical integration of functions defined on $\mathbb{R}^s$. These rules are obtained by way of…

数值分析 · 数学 2010-11-12 Josef Dick

We present a novel algorithmic approach and an error analysis leveraging Quasi-Monte Carlo points for training deep neural network (DNN) surrogates of Data-to-Observable (DtO) maps in engineering design. Our analysis reveals higher-order…

数值分析 · 数学 2020-09-08 M. Longo , S. Mishra , T. K. Rusch , Ch. Schwab

We introduce an algorithm to reduce large data sets using so-called digital nets, which are well distributed point sets in the unit cube. These point sets together with weights, which depend on the data set, are used to represent the data.…

数值分析 · 数学 2021-05-31 Josef Dick , Michael Feischl

An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. An L2-type discrete fractional-derivative…

数值分析 · 数学 2020-07-13 Natalia Kopteva

In this paper we investigate multivariate integration in weighted unanchored Sobolev spaces of smoothness of arbitrarily high order. As quadrature points we employ higher order polynomial lattice point sets over $\mathbb{F}_{2}$ which are…

数值分析 · 数学 2019-12-09 Takashi Goda

We use Quantum Monte Carlo method employing stochastic-series-expansion technique to study the ground state properties of the $t_2-V_1$ model on a square lattice. We find that, away from half-fillings, the minimal combination of…

强关联电子 · 物理学 2020-02-05 Amrita Ghosh , Satyaki Kar , Sudhakar Yarlagadda

We consider the problem of structured tensor denoising in the presence of unknown permutations. Such data problems arise commonly in recommendation system, neuroimaging, community detection, and multiway comparison applications. Here, we…

统计理论 · 数学 2025-01-14 Chanwoo Lee , Miaoyan Wang

Accurate contraction of tensor networks beyond one dimension is essential in various fields including quantum many-body physics. Existing approaches typically rely on approximate contraction schemes and do not provide certified error bars.…

强关联电子 · 物理学 2026-03-19 Seishiro Ono , Yanbai Zhang , Hoi Chun Po
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