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A note on unshifted lattice rules for high-dimensional integration in weighted unanchored Sobolev spaces

Numerical Analysis 2025-04-22 v1 Numerical Analysis

Abstract

This short article studies a deterministic quasi-Monte Carlo lattice rule in weighted unanchored Sobolev spaces of smoothness 11. Building on the error analysis by Kazashi and Sloan, we prove the existence of unshifted rank-1 lattice rules that achieve a worst-case error of O(n1/4(logn)1/2)O(n^{-1/4}(\log n)^{1/2}), with the implied constant independent of the dimension, under certain summability conditions on the weights. Although this convergence rate is inferior to the one achievable for the shifted-averaged root mean squared worst-case error, the result does not rely on random shifting or transformation and holds unconditionally without any conjecture, as assumed by Kazashi and Sloan.

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@article{arxiv.2504.14768,
  title  = {A note on unshifted lattice rules for high-dimensional integration in weighted unanchored Sobolev spaces},
  author = {Takashi Goda},
  journal= {arXiv preprint arXiv:2504.14768},
  year   = {2025}
}

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6 pages