scholarly journals An improved superconvergence error estimate for the LDG method

2015 ◽  
Vol 98 ◽  
pp. 122-136
Author(s):  
Slimane Adjerid ◽  
Nabil Chaabane
Keyword(s):  
Error Estimate ◽  
Ldg Method

QMC integration errors and quasi-asymptotics

2020 ◽  
Vol 26 (3) ◽  
pp. 171-176
Author(s):  
Ilya M. Sobol ◽  
Boris V. Shukhman
Keyword(s):  
Monte Carlo ◽  
Error Estimate ◽  
Numerical Experiments ◽  
Probable Error ◽  
Quasi Monte Carlo ◽  
Integration Error ◽  
Asymptotic Error ◽  
Dimensional Cube ◽  
Integration Errors ◽  
Mc Method

AbstractA crude Monte Carlo (MC) method allows to calculate integrals over a d-dimensional cube. As the number N of integration nodes becomes large, the rate of probable error of the MC method decreases as {O(1/\sqrt{N})}. The use of quasi-random points instead of random points in the MC algorithm converts it to the quasi-Monte Carlo (QMC) method. The asymptotic error estimate of QMC integration of d-dimensional functions contains a multiplier {1/N}. However, the multiplier {(\ln N)^{d}} is also a part of the error estimate, which makes it virtually useless. We have proved that, in the general case, the QMC error estimate is not limited to the factor {1/N}. However, our numerical experiments show that using quasi-random points of Sobol sequences with {N=2^{m}} with natural m makes the integration error approximately proportional to {1/N}. In our numerical experiments, {d\leq 15}, and we used {N\leq 2^{40}} points generated by the SOBOLSEQ16384 code published in 2011. In this code, {d\leq 2^{14}} and {N\leq 2^{63}}.

scholarly journals Convergence of Discrete Period Matrices and Discrete Holomorphic Integrals for Ramified Coverings of the Riemann Sphere

2021 ◽  
Vol 24 (3) ◽  
Author(s):  
Alexander I. Bobenko ◽  
Ulrike Bücking
Keyword(s):  
Error Estimate ◽  
Branch Point ◽  
Riemann Surfaces ◽  
Riemann Sphere ◽  
Holomorphic Functions ◽  
Convergence Result ◽  
Edge Length ◽  
Ramified Covering ◽  
Compact Riemann Surfaces ◽  
Ramified Coverings

AbstractWe consider the class of compact Riemann surfaces which are ramified coverings of the Riemann sphere $\hat {\mathbb {C}}$ ℂ ̂ . Based on a triangulation of this covering we define discrete (multivalued) harmonic and holomorphic functions. We prove that the corresponding discrete period matrices converge to their continuous counterparts. In order to achieve an error estimate, which is linear in the maximal edge length of the triangles, we suitably adapt the triangulations in a neighborhood of every branch point. Finally, we also prove a convergence result for discrete holomorphic integrals for our adapted triangulations of the ramified covering.

A sharp error estimate for the fast Gauss transform

2006 ◽  
Vol 219 (1) ◽  
pp. 7-12 ◽  
Author(s):  
Xiaoliang Wan ◽  
George Em Karniadakis
Keyword(s):  
Error Estimate ◽  
Gauss Transform ◽  
Fast Gauss Transform ◽  
Sharp Error
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