Improved error bounds for lattice rules (Q2365842)
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English | Improved error bounds for lattice rules |
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Improved error bounds for lattice rules (English)
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29 June 1993
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The author provides new bounds for the error in rank one lattice rule approximations to multiple integrals of periodic functions over the unit \(s\)-cube. Earlier work by the author in the late 1970's had shown that there exist \(N\) point lattice rules with error bounds that decrease like \(KN^{-\alpha}(\log N)^{s\alpha}\), where \(\alpha> 1\) measures the rate of decrease of the Fourier coefficients for the integrand and \(K\) is a constant independent of \(N\) that increases exponentially with \(s\). More recently, work by \textit{S. Disney} [Monatsh. Math. 110, No. 2, 89-100 (1990; Zbl 0721.65009)] and \textit{S. Disney} and \textit{I. H. Sloan} [Math. Comput. 56, No. 193, 257-266 (1991; Zbl 0713.65016)] produced bounds with new \(K\)'s that decrease like \((2e/s)^{\alpha s}\), when \(s\) increases. The author's new bounds have a similar type of decrease but are derived in a different manner.
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rank one lattice rule
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multiple integrals
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error bounds
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