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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2005 Volume 8, Number 4, Pages 353–362 (Mi sjvm233)

Average discrepancy for periodic integrands

M. V. Reddy

Department of Mathematics and Computing Science, University of the South Pacific, Suva, Fiji

Abstract: In the numerical integration of periodic integrands over the $s$-dimensional unit cube, various performance criteria such as $P_{\alpha}$ and $R$ have previously been used. In this paper, we use a criterion called $L_2$ discrepancy. An analogue of this quantity has previously been used to study the error in the case of non-periodic integrands. For this quantity we obtain expressions for the average in the case of number-theoretic and $2^s$ copy rules. The values of these averages are then compared for roughly the same number of points

Key words: average $L_2$-discrepancy, number-theoretic rule, $2^s$ copy rule.

UDC: 2000

MSC: 34D20, 70E60

Received: 22.02.2005

Language: English



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