Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights (Q555032): Difference between revisions

A quasi-Monte Carlo method of integration is considered. In this case, an integral over the \(d\)-dimensional unit cube \( I(f) = \int_{[0,1]^d} f(\mathbf{x}) d \mathbf{x} \) is approximated by a quadrature rule of the form \( Q_n(f) = \frac{1}{n} \sum_{k=0}^{n-1} f(\mathbf{t}_k), \) with the set of quadrature points \(P_n:={\mathbf{t}_0,\mathbf{t}_1,\dots,\mathbf{t}_{n-1}}\). Shifted rank-1 lattice rules are considered with \(P_n := \left\{ \left\{ \frac{k \mathbf{z}}{n} + \mathbf{\Delta} \right\}, \; 0 \leq k \leq n-1 \right\}\), where \(\mathbf{z}\) is the generating vector, \(\mathbf{\Delta}\) is an arbitrary shift, and braces around a vector indicate that only the fractional part of each component is taken. The problem of constructing such lattice rules for the approximation of high-dimensional integrals with a low weighted star discrepancy is studied for certain classes of functions having weighted variation. The existence of rank-1 lattice rules, such that the general weighted star discrepancy is \(\mathcal{O} \left(n^{-1+\delta} \right)\) for any \(\delta>0\) and for any number of points \(n>1\), is proven. It is shown that these rules can be constructed by a component-by-component strategy. The obtained results imply tractability or strong tractability of integration for classes of integrands with finite weighted variation when the weights satisfy certain conditions.