Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
From MaRDI portal
Publication:306699
DOI10.1016/j.jco.2016.05.004zbMath1347.65004arXiv1606.00648OpenAlexW2392207747WikidataQ57778794 ScholiaQ57778794MaRDI QIDQ306699
Gowri Suryanarayana, Dirk Nuyens, Ronald Cools, Frances Y. Kuo
Publication date: 1 September 2016
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.00648
algorithmconvergenceerror boundquasi-Monte Carlo methodsmultivariate integrationworst-case errorcomponent-by-component constructioncosine seriesfunction approximationhyperbolic crossesrank-1 lattice rulessmooth non-periodic functions
Related Items
Scaled lattice rules for integration on ℝ^{𝕕} achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces ⋮ Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights ⋮ Component-by-component construction of randomized rank-1 lattice rules achieving almost the optimal randomized error rate ⋮ Error guarantees for least squares approximation with noisy samples in domain adaptation ⋮ The fast reduced QMC matrix-vector product ⋮ A Note on Transformed Fourier Systems for the Approximation of Non-periodic Signals ⋮ On a reduced component-by-component digit-by-digit construction of lattice point sets ⋮ Constructing lattice points for numerical integration by a reduced fast successive coordinate search algorithm ⋮ A sparse FFT approach for ODE with random coefficients ⋮ Lattice rules in non-periodic subspaces of Sobolev spaces ⋮ Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights ⋮ Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness ⋮ Efficient multivariate approximation on the cube ⋮ Function integration, reconstruction and approximation using rank-$1$ lattices ⋮ Strang Splitting in Combination with Rank-1 and Rank-r Lattices for the Time-Dependent Schrödinger Equation ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters ⋮ The uniform sparse FFT with application to PDEs with random coefficients
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tractability of multivariate problems. Volume III: Standard information for operators
- Lattice algorithms for multivariate \(L_{\infty}\) approximation in the worst-case setting
- On the convergence rate of the component-by-component construction of good lattice rules
- Tractability of multivariate problems. Volume I: Linear information
- Multivariate modified Fourier series and application to boundary value problems
- Tractability of multivariate problems. Volume II: Standard information for functionals.
- Reconstruction of periodic functions of several variables with respect to the values in the nodes of number-theoretic nets
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Integration and approximation in arbitrary dimensions
- Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling
- On approximate recovery of functions with bounded mixed derivative
- Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness
- Lattice rules for nonperiodic smooth integrands
- Lattice rule algorithms for multivariate approximation in the average case setting
- Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
- Component-by-component construction of good lattice rules
- Reconstructing Hyperbolic Cross Trigonometric Polynomials by Sampling along Rank-1 Lattices
- Reconstructing Multivariate Trigonometric Polynomials from Samples Along Rank-1 Lattices
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- A Belgian View on Lattice Rules
- From high oscillation to rapid approximation I: modified Fourier expansions
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Theory of Reproducing Kernels
- Reconstruction and collocation of a class of non-periodic functions by sampling along tent-transformed rank-1 lattices