BIT Numerical Mathematics

, Volume 37, Issue 4, pp 846–861 | Cite as

Quasi-monte carlo methods for numerical integration of multivariate Haar series

  • Karl Entacher


In the present paper we study quasi-Monte Carlo methods to integrate functions representable by generalized Haar series in high dimensions. Using (t, m, s)-nets to calculate the quasi-Monte Carlo approximation, we get best possible estimates of the integration error for practically relevant classes of functions. The local structure of the Haar functions yields interesting new aspects in proofs and results. The results are supplemented by concrete computer calculations.

AMS subject classification

Primary 65D30 42C10 

Key words

Numerical integration generalized Haar functions low-discrepancy point sets quasi-Monte Carlo methods 


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Copyright information

© Swets & Zeitlinger 1997

Authors and Affiliations

  • Karl Entacher
    • 1
  1. 1.Department of MathematicsUniversity of SalzburgSalzburgAustria

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