Skip to main content
Log in

A new class of equal-weight integration rules on the hypercube

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary.

This paper introduces a new class of equal-weight integration rules on the hypercube. The points are cyclically generated in a different way to the method of good lattice points. The main justification for these integration rules is that they are capable of having high degree under a slight modification to the definition of degree. Some theorems are presented which provide conditions under which congruential integration rules exist for degree up to thirteen. Actual integration rules are provided for up to seven million points and up to five hundred dimensions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Bungartz, H.-J.: Dünne Gitter und deren Anwendung bei der adaptiven Lösung der dreidimensionalen Poisson-Gleichung. PhD Thesis, TU München

  2. Butler, N.A.: Optimal and orthogonal Latin hypercube designs for computer experiments. Biometrika 88, 847–857 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  3. Cools, R.: Constructing cubature formulae: the science behind the art. Vol.6 of Acta Numerica, Cambridge Univ Press, Cambridge 1997, pp. 1–54

  4. Cools, R., Novak, E., Ritter, K.: Smolyak’s construction of cubature formulas of arbitrary trigonometric degree. Computing, 62 147–162 (1999)

    Google Scholar 

  5. Faure, H.: Discrépance de suites associées à un système de numération (en dimension s). Acta Arith. 41, 337–351 (1982)

    MATH  Google Scholar 

  6. Hardy, G.H., Wright, E.M.: Introduction to the Theory of Numbers. Clarendon Press, Oxford, 1954

  7. Gerstner, T., Griebel, M.: Numerical integration using sparse grids. Numerical Algorithms, 18, 209–232 (1998)

    Google Scholar 

  8. Godement, R.: Algebra, Hermann, Paris, 1968

  9. Halton, J.H.: On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals. Numer. Math. 2, (1960) 84–90, Correction Numer. Math. 2, (1960) 196

    Google Scholar 

  10. Hickernell, F.J.: Obtaining O(N-2+ε) convergence for lattice quadrature rules. In: K.T. Fang, F.J. Hickernell, H. Niederreiter (eds.), Monte Carlo methods and quasi-Monte Carlo methods 2000, pp. 274–289, Springer-Verlag, Berlin, 2002

  11. Hlawka, E.: Zur angenäherten Berechnung mehrfacher Integrale. Monatsh. Math., 66, 140–151 (1962)

    Google Scholar 

  12. Korobov, N.M.: The approximate computation of multidimensional integrals. Dokl. Akad. Nauk. SSSR, 124 (1959), pp. 1207–1210. (In Russian)

  13. Lyness, J.N.: Notes on lattice rules. J.Complexity, 19, 321–331 (2003)

    Google Scholar 

  14. Niederreiter, H.: Quasi-Monte Carlo methods and pseudo-random numbers. Bull. Amer. Math. Soc. 84, 957–1041 (1978)

    MATH  Google Scholar 

  15. Niederreiter, H.: Low-discrepancy and low-dispersion sequences. J. Number Theory, 30, 51–70 (1988)

    Google Scholar 

  16. Sloan, I.H., Joe, S.: Lattice methods for multiple integration. Clarendon Press, Oxford, 1994

  17. Smolyak, S.A.: Quadrature and interpolation formulas for tensor products of certain classes of functions. Soviet. Math. Dokl. 4, 240–243 (1963)

    Google Scholar 

  18. Sobol’, I.M.: The distribution of points in a cube and the approximate value of integrals. Zh. Vychisl. Mat. i Mat. Fiz. 7, 784–802 (1967)

    MATH  Google Scholar 

  19. Stroud, A.H.: Approximate calculation of multiple integrals. Prentice-Hall, Englewood Cliffs, NJ, 1971

  20. Williams, E.J.: Experimental designs balanced for the estimation of residual effects of treatments. Aust. J. Sci. Res., A2, 149–168 (1949)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Neil A. Butler.

Additional information

Mathematics Subject Classification (2000): 65D30, 65D32

Acknowledgement I would like to thank the editors and referees for their very many helpful and knowledgeable comments.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Butler, N. A new class of equal-weight integration rules on the hypercube. Numer. Math. 99, 349–363 (2004). https://doi.org/10.1007/s00211-004-0562-5

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00211-004-0562-5

Keywords

Navigation