scholarly journals Tractability of Multivariate Integration Using Low-Discrepancy Sequences

2016 ◽  
Vol 11 (2) ◽  
pp. 23-43 ◽  
Author(s):  
Shu Tezuka

Abstract We propose a notion of (t, e, s)-sequences in multiple bases, which unifies the Halton sequence and (t, s)-sequences under one roof, and obtain an upper bound of their discrepancy consisting only of the leading term. By using this upper bound, we improve the tractability results currently known for the Halton sequence, the Niederreiter sequence, the Sobol’ sequence, and the generalized Faure sequence, and also give tractability results for the Xing-Niederreiter sequence and the Hofer-Niederreiter sequence, for which no results have been known so far.

2016 ◽  
Vol 804 ◽  
pp. 370-386 ◽  
Author(s):  
David Goluskin ◽  
Charles R. Doering

We consider Rayleigh–Bénard convection in a layer of fluid between rough no-slip boundaries where the top and bottom boundary heights are functions of the horizontal coordinates with square-integrable gradients. We use the background method to derive an upper bound on the mean heat flux across the layer for all admissible boundary geometries. This flux, normalized by the temperature difference between the boundaries, can grow with the Rayleigh number ($Ra$) no faster than $O(Ra^{1/2})$ as $Ra\rightarrow \infty$. Our analysis yields a family of similar bounds, depending on how various estimates are tuned, but every version depends explicitly on the boundary geometry. In one version the coefficient of the $O(Ra^{1/2})$ leading term is $0.242+2.925\Vert \unicode[STIX]{x1D735}h\Vert ^{2}$, where $\Vert \unicode[STIX]{x1D735}h\Vert ^{2}$ is the mean squared magnitude of the boundary height gradients. Application to a particular geometry is illustrated for sinusoidal boundaries.


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