A higher order lattice-based method for high-dimensional numerical integration using periodization (Q7361971)
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| English | A higher order lattice-based method for high-dimensional numerical integration using periodization |
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A higher order lattice-based method for high-dimensional numerical integration using periodization (English)
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1 October 2026
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math.NA
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Felix Bartel
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Alexander D. Gilbert
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Michael Griebel
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Frances Y. Kuo
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Ian H. Sloan
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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.
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High Dimensional Integration
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Lattice Points
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Periodization
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Numerical Analysis
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