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Numerical integration of singular integrands using low-discrepancy sequences

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We investigate quasi-Monte Carlo integration for functions on thes-dimensional unit cube having point singularities. Error bounds are proved and the theoretical results are verified by computations using Halton, Sobol’ and Niederreiter sequences.

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Authors and Affiliations

  1. Institut für Mathematik, Technische Universität Graz, 8010, Graz, Austria

    Bernhard Klinger

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  1. Bernhard Klinger
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Supported by the Austrian Science Foundation (Project 10223-PHY).

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Klinger, B. Numerical integration of singular integrands using low-discrepancy sequences. Computing 59, 223–236 (1997). https://doi.org/10.1007/BF02684442

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  • DOI: https://doi.org/10.1007/BF02684442

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