A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with $0 < \alpha \le 1/2$
Numerical Analysis
2024-01-02 v3 Numerical Analysis
Abstract
In previous work (Kuo, Nuyens, Wilkes, 2023), we showed that a lattice rule with a pre-determined generating vector but random number of points can achieve the near optimal convergence of , , for the worst case expected error, commonly referred to as the randomised error, for numerical integration of high-dimensional functions in the Korobov space with smoothness . Compared to the optimal deterministic rate of , , such a randomised algorithm is capable of an extra half in the rate of convergence. In this paper, we show that a pre-determined generating vector also exists in the case of . Also here we obtain the near optimal convergence of , ; or in more detail, we obtain which holds for any choices of and with .
Keywords
Cite
@article{arxiv.2308.03138,
title = {A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with $0 < \alpha \le 1/2$},
author = {Dirk Nuyens and Laurence Wilkes},
journal= {arXiv preprint arXiv:2308.03138},
year = {2024}
}