Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules
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Publication:2465281
The authors compute the \(s\)-dimensional integral of a function \(f\) over \([0,\,1)^s\) by a quasi-Monte Carlo (QMC) rule, where \(f\) lies in a certain Sobolev space. With other words, they calculate the average of the values \(f(x_n)\) for a point set \(\{x_0,\, \dots,\,x_{N-1}\}\subset [0,\,1)^s\) which is chosen deterministically. In this paper, special QMC's, so-called polynomial lattice rules, are considered. The convergence rate is shown to be best possible up to a given degree of smoothness of \(f\). The authors show the existence of polynomial lattice rules which automatically adjust themselves to the smoothness of \(f\). Further they show strong tractability for special polynomial lattice rules, i.e., the worst-case error does not depend on the dimension \(s\).
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Cited in
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