Scaled lattice rules for integration on R^d achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
DOI10.1090/MCOM/3754OpenAlexW4280647373MaRDI QIDQ5041997FDOQ5041997
Authors: Dirk Nuyens, Yuya Suzuki 
Publication date: 18 October 2022
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.12639
Recommendations
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
- Lattice rules for nonperiodic smooth integrands
- Periodization strategy may fail in high dimensions
- Lattice rules in non-periodic subspaces of Sobolev spaces
- Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules
Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32)
Cites Work
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Cited In (3)
- Variable transformations in combination with wavelets and ANOVA for high-dimensional approximation
- Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness
- Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
Uses Software
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