A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with \(0 < \alpha \le 1/2\) (Q7012102)
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scientific article; zbMATH DE number 8011734
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| English | A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with \(0 < \alpha \le 1/2\) |
scientific article; zbMATH DE number 8011734 |
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A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with \(0 < \alpha \le 1/2\) (English)
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17 March 2025
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In this interesting paper, the authors study the approximation of the integral \(\int_{[0,1]^d}f(x)dx\) for multivariate functions belonging to a Krorobov function space with smoothness parameter \(0<\alpha\leq 1/2\). The results build on the earlier paper [\textit{F. Y. Kuo} et al., J. Complexity 79, Article ID 101785, 28 p. (2023; Zbl 1564.65034)] which dealt with the smoothness case of \(\alpha>1/2\).\N\NIn the latter paper, the authors proved that a lattice rule determined generating vector but with a random number of points gives for a fixed \(\varepsilon>0\), an optimal rate of \(O\left(n^{-\alpha-1/2+\varepsilon}\right)\) for the randomized error. In the paper under review, the authors prove that that a pre-determined generating vector exists in the case of \(0<\alpha\leq 1/2\) with near optimal convergence of \(O\left(n^{-\alpha-1/2+\varepsilon}\right)\) for a fixed \(\varepsilon>0\).\N\NFor the entire collection see [Zbl 1552.65006].
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numerical integration
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randomised algorithms
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tractability
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lattice rules
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Quasi-Monte Carlo
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Korobov space
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