{ "id": "1312.1135", "version": "v2", "published": "2013-12-04T12:22:50.000Z", "updated": "2014-03-12T00:41:22.000Z", "title": "Numerical integration of Hölder continuous, absolutely convergent Fourier-, Fourier cosine-, and Walsh series", "authors": [ "Josef Dick" ], "comment": "Added literature review and tractability discussion; Minor corrections", "categories": [ "math.NA" ], "abstract": "We introduce quasi-Monte Carlo rules for the numerical integration of functions $f$ defined on $[0,1]^s$, $s \\ge 1$, which satisfy the following properties: the Fourier-, Fourier cosine- or Walsh coefficients of $f$ are absolutely summable and $f$ satisfies a H\\\"older condition of order $\\alpha$, for some $0 < \\alpha \\le 1$. We show a convergent rate of the integration error of order $\\max((s-1) N^{-1/2}, s^{\\alpha/2} N^{-\\alpha} )$. The construction of the quadrature points is explicit and is based on Weil sums.", "revisions": [ { "version": "v2", "updated": "2014-03-12T00:41:22.000Z" } ], "analyses": { "subjects": [ "65D30", "65D32", "65C05", "65C10" ], "keywords": [ "numerical integration", "walsh series", "absolutely convergent", "hölder continuous", "quasi-monte carlo rules" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2013arXiv1312.1135D" } } }