Numerical analysis of Jacobi series - A quasi-Monte-Carlo approach

Robert F. Tichy*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Fourier coefficients for multivariate Jacobi series are computed by means of low-discrepancy sequences. Error bounds are given in terms of discrepancy.

Original languageEnglish
Pages (from-to)473-481
Number of pages9
JournalMathematics and Computers in Simulation
Volume47
Issue number2-5
DOIs
Publication statusPublished - 1 Aug 1998

Keywords

  • Discrepancy
  • Quasi-Monte Carlo methods

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Computer Science(all)
  • Numerical Analysis
  • Modelling and Simulation
  • Applied Mathematics

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