Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
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Publication:306699
DOI10.1016/J.JCO.2016.05.004zbMATH Open1347.65004DBLPjournals/jc/CoolsKNS16arXiv1606.00648OpenAlexW2392207747WikidataQ57778794 ScholiaQ57778794MaRDI QIDQ306699FDOQ306699
Authors: Ronald Cools, F. Y. Kuo, Dirk Nuyens, Gowri Suryanarayana 
Publication date: 1 September 2016
Published in: Journal of Complexity (Search for Journal in Brave)
Abstract: We develop algorithms for multivariate integration and approximation in the weighted half-period cosine space of smooth non-periodic functions. We use specially constructed tent-transformed rank-1 lattice points as cubature nodes for integration and as sampling points for approximation. For both integration and approximation, we study the connection between the worst-case errors of our algorithms in the cosine space and the worst-case errors of some related algorithms in the well-known weighted Korobov space of smooth periodic functions. By exploiting this connection, we are able to obtain constructive worst-case error bounds with good convergence rates for the cosine space.
Full work available at URL: https://arxiv.org/abs/1606.00648
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convergencequasi-Monte Carlo methodsalgorithmerror boundfunction approximationmultivariate integrationcomponent-by-component constructioncosine serieshyperbolic crossesrank-1 lattice rulessmooth non-periodic functionsworst-case error
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