Lattice rules in non-periodic subspaces of Sobolev spaces
Abstract
We investigate quasi-Monte Carlo (QMC) integration over the -dimensional unit cube based on rank-1 lattice point sets in weighted non-periodic Sobolev spaces and their subspaces of high order smoothness , where denotes a set of the weights. A recent paper by Dick, Nuyens and Pillichshammer has studied QMC integration in half-period cosine spaces with smoothness parameter consisting of non-periodic smooth functions, denoted by , and also in the sum of half-period cosine spaces and Korobov spaces with common parameter , denoted by . Motivated by the results shown there, we first study embeddings and norm equivalences on those function spaces. In particular, for an integer , we provide their corresponding norm-equivalent subspaces of . This implies that is strictly smaller than as sets for , which solves an open problem by Dick, Nuyens and Pillichshammer. Then we study the worst-case error of tent-transformed lattice rules in and also the worst-case error of symmetrized lattice rules in an intermediate space between and . We show that the almost optimal rate of convergence can be achieved for both cases, while a weak dependence of the worst-case error bound on the dimension can be obtained for the former case.
Keywords
Cite
@article{arxiv.1712.02572,
title = {Lattice rules in non-periodic subspaces of Sobolev spaces},
author = {Takashi Goda and Kosuke Suzuki and Takehito Yoshiki},
journal= {arXiv preprint arXiv:1712.02572},
year = {2019}
}