Constructing lattice rules based on weighted degree of exactness and worst case error

DOI10.1007/S00607-009-0076-1zbMath1190.65037OpenAlexW2095100077WikidataQ57778819 ScholiaQ57778819MaRDI QIDQ2380808

Ronald Cools, Frances Y. Kuo, Dirk Nuyens

Publication date: 12 April 2010

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-009-0076-1

zbMATH Keywords

algorithmnumerical resultsoptimal rate of convergencerank-1 lattice rulesworst case errordegree of exactnessmultivariate numerical integrationweighted Korobov space

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (16)

Sparse high-dimensional FFT based on rank-1 lattice sampling ⋮ Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness ⋮ Reconstructing Multivariate Trigonometric Polynomials from Samples Along Rank-1 Lattices ⋮ A Note on Transformed Fourier Systems for the Approximation of Non-periodic Signals ⋮ On computing high-dimensional Riemann theta functions ⋮ The Analysis of Vertex Modified Lattice Rules in a Non-periodic Sobolev Space ⋮ Interpolation lattices for hyperbolic cross trigonometric polynomials ⋮ Efficient multivariate approximation on the cube ⋮ How anisotropic mixed smoothness affects the decay of singular numbers for Sobolev embeddings ⋮ Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices ⋮ Transformed rank-1 lattices for high-dimensional approximation ⋮ Function integration, reconstruction and approximation using rank-$1$ lattices ⋮ Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters ⋮ Approximation of multivariate periodic functions by trigonometric polynomials based on sampling along rank-1 lattice with generating vector of Korobov form ⋮ Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling

Cites Work

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• On the convergence rate of the component-by-component construction of good lattice rules
• Tractability of multivariate problems. Volume I: Linear information
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Smolyak's construction of cubature formulas of arbitrary trigonometric degree
• Tractability of multivariate integration for weighted Korobov classes
• Different quality indexes for lattice rules
• Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
• Five- and six-dimensional lattice rules generated by structured matrices
• Three- and four-dimensional 𝐾-optimal lattice rules of moderate trigonometric degree
• The construction of good extensible rank-1 lattices
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• A Belgian View on Lattice Rules
• Minimal cubature formulae of trigonometric degree

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