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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2005, Volume 8, Number 4, Pages 353–362
(Mi sjvm233)
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Average discrepancy for periodic integrands
M. V. Reddy Department of Mathematics and Computing Science,
University of the South Pacific, Suva, Fiji
Abstract:
In the numerical integration of periodic integrands over the $s$-dimensional unit cube, various performance criteria such as $P_{\alpha}$ and $R$ have previously been used. In this paper, we use a criterion called $L_2$ discrepancy. An analogue of this quantity has previously been used to study the error in the case of non-periodic integrands. For this quantity we obtain expressions for the average in the case of number-theoretic and $2^s$ copy rules. The values of these averages are then compared for roughly the same number of points
Key words:
average $L_2$-discrepancy, number-theoretic rule, $2^s$ copy rule.
Received: 22.02.2005
Citation:
M. V. Reddy, “Average discrepancy for periodic integrands”, Sib. Zh. Vychisl. Mat., 8:4 (2005), 353–362
Linking options:
https://www.mathnet.ru/eng/sjvm233 https://www.mathnet.ru/eng/sjvm/v8/i4/p353
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Abstract page: | 155 | Full-text PDF : | 45 | References: | 37 |
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