Lattice-based integration algorithms: Kronecker sequences and rank-1 lattices (Q681681)

Upper bounds on the order of convergence of lattice-based algorithms are proved for numerical integration in function spaces of dominating mixed smoothness on the unit cube with homogenous boundary conditions. It is the aim of this paper to find other general lattice rules whose lattice points are faster to generate on a computer for large dimensions \(d\) and which also achieve optimal convergence rate for the worst-case error with respect to the smoothness \(s\), up to \(\log N\)-terms. A very general estimation is proved for the worst-case error in terms of the Zaremba index of the lattice \(X=T(\mathbb{Z}^d)\). This error is applied to estimate so-called Kronecker lattices and rank-1 lattice point sets. In both cases a convergence rate of order \(O(N^{-s})\) is achieved for the worst-case error up to \(\log N\)-terms.