Polynomial approximations of multivariate smooth functions from quasi-random data

被引：5

作者：

Maire, S ^{[1
]}

机构：

[1] Univ Toulon & Var, ISITV, F-83262 La Valette Du Var, France

来源：

STATISTICS AND COMPUTING | 2004年 / 14卷 / 04期

关键词：

iterative Monte Carlo algorithm; quasi-random sequences; polynomial approximations; numerical integration;

D O I：

10.1023/B:STCO.0000039482.91826.ce

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

We improve a Monte Carlo algorithm which computes accurate approximations of smooth functions on multidimensional Tchebychef polynomials by using quasi-random sequences. We first show that the convergence of the previous algorithm is twice faster using these sequences. Then, we slightly modify this algorithm to make it work from a single set of random or quasi-random points. This especially leads to a Quasi-Monte Carlo method with an increased rate of convergence for numerical integration.

引用

页码：333 / 336

页数：4

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