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 . 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 , 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.
Cite
@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