Monthly Archives: October 2010

Some possible simplifications of the notation of higher order nets and sequences

In this entry I discuss the definition of (digital) higher order nets and sequences and some possible simplifications of the notation.

Digital higher order nets and sequences have been introduced in

whereas higher order nets have been introduced in

  • [2] J. Dick and J. Baldeaux, Equidistribution properties of generalized nets and sequences. In: Proceedings of the MCQMC’08 conference, Montreal, Canada, P. L’Ecuyer and A. Owen (eds.), pp. 305–323, 2009. doi: 10.1007/978-3-642-04107-5_19 An earlier version can be found here.

There are several parameters occurring in the definition of higher order nets, namely t, \alpha,\beta, n, m, s, b and for higher order sequences we have the parameters t, \alpha, \beta, \sigma, s, b.

(Digital) higher order nets and sequences are point sets \{\boldsymbol{x}_0,\ldots, \boldsymbol{x}_{b^m-1}\} \subset [0,1)^s and sequences \{\boldsymbol{x}_0,\boldsymbol{x}_1, \ldots, \} such that

\displaystyle \left|\int_{[0,1]^s} f(\boldsymbol{x}) \,\mathrm{d} \boldsymbol{x} - \frac{1}{N} \sum_{n=0}^{N-1} f(\boldsymbol{x}_n) \right| = \mathcal{O} (N^{-\alpha} (\log N)^{\alpha s}),

where {}N =b^m is the number of quadrature points and {} \alpha is the smoothness of the integrand {}f. Continue reading