English

Lattice rules in non-periodic subspaces of Sobolev spaces

Numerical Analysis 2019-12-09 v2

Abstract

We investigate quasi-Monte Carlo (QMC) integration over the ss-dimensional unit cube based on rank-1 lattice point sets in weighted non-periodic Sobolev spaces H(Kα,γ,ssob)\mathcal{H}(K_{\alpha,\boldsymbol{\gamma},s}^{\mathrm{sob}}) and their subspaces of high order smoothness α>1\alpha>1, where γ\boldsymbol{\gamma} 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 α>1/2\alpha>1/2 consisting of non-periodic smooth functions, denoted by H(Kα,γ,scos)\mathcal{H}(K_{\alpha,\boldsymbol{\gamma},s}^{\mathrm{cos}}), and also in the sum of half-period cosine spaces and Korobov spaces with common parameter α\alpha, denoted by H(Kα,γ,skor+cos)\mathcal{H}(K_{\alpha,\boldsymbol{\gamma},s}^{\mathrm{kor}+\mathrm{cos}}). Motivated by the results shown there, we first study embeddings and norm equivalences on those function spaces. In particular, for an integer α\alpha, we provide their corresponding norm-equivalent subspaces of H(Kα,γ,ssob)\mathcal{H}(K_{\alpha,\boldsymbol{\gamma},s}^{\mathrm{sob}}). This implies that H(Kα,γ,skor+cos)\mathcal{H}(K_{\alpha,\boldsymbol{\gamma},s}^{\mathrm{kor}+\mathrm{cos}}) is strictly smaller than H(Kα,γ,ssob)\mathcal{H}(K_{\alpha,\boldsymbol{\gamma},s}^{\mathrm{sob}}) as sets for α2\alpha \geq 2, which solves an open problem by Dick, Nuyens and Pillichshammer. Then we study the worst-case error of tent-transformed lattice rules in H(K2,γ,ssob)\mathcal{H}(K_{2,\boldsymbol{\gamma},s}^{\mathrm{sob}}) and also the worst-case error of symmetrized lattice rules in an intermediate space between H(Kα,γ,skor+cos)\mathcal{H}(K_{\alpha,\boldsymbol{\gamma},s}^{\mathrm{kor}+\mathrm{cos}}) and H(Kα,γ,ssob)\mathcal{H}(K_{\alpha,\boldsymbol{\gamma},s}^{\mathrm{sob}}). 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}
}