Numerical integration of Hölder continuous, absolutely convergent Fourier-, Fourier cosine-, and Walsh series

preprint2014arXivOpen access

Abstract

We introduce quasi-Monte Carlo rules for the numerical integration of functions ff defined on [0,1]s[0,1]^s, s≥1s \ge 1, which satisfy the following properties: the Fourier-, Fourier cosine- or Walsh coefficients of ff are absolutely summable and ff satisfies a Hölder condition of order αα, for some 0<α≤10 < α\le 1. We show a convergent rate of the integration error of order max⁡((s−1)N−1/2,sα/2N−α)\max((s-1) N^{-1/2}, s^{α/2} N^{-α} ). The construction of the quadrature points is explicit and is based on Weil sums.

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