A higher order lattice-based method for high-dimensional numerical integration using periodization

DOI10.48550/arXiv.2610.01113MaRDI QIDQ7361971arXivFDO

Authors Felix Bartel, Alexander D. Gilbert, Michael Griebel, Frances Y. Kuo, Ian H. Sloan

Publication date 1 October 2026

Published in arXiv

Tldr We present a new method for high-dimensional numerical integration, using periodization, kernel interpolation, and subsampling, achieving a convergence rate close to order $|J|^{-(α-1/2)}$ or $|J|^{-α}(1.110721)^s$, with implied constants independent of dimension s.

Full work available at URL https://doi.org/10.48550/arXiv.2610.01113

arXiv classification

math.NA

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