Abstract

We introduce quasi-Monte Carlo rules for the numerical integration of functions f defined on [0,1]s, s≥1, which satisfy the following properties: the Fourier, Fourier cosine or Walsh coefficients of f are absolutely summable and f satisfies a Hölder condition of order α, for some 0<α≤1. We show a convergence rate of the integration error of order max((s−1)N−1/2,sα/2N−α). The construction of the quadrature points is explicit and is based on Weil sums.

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