English

Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions

Numerical Analysis 2016-06-03 v1

Abstract

We develop algorithms for multivariate integration and approximation in the weighted half-period cosine space of smooth non-periodic functions. We use specially constructed tent-transformed rank-1 lattice points as cubature nodes for integration and as sampling points for approximation. For both integration and approximation, we study the connection between the worst-case errors of our algorithms in the cosine space and the worst-case errors of some related algorithms in the well-known weighted Korobov space of smooth periodic functions. By exploiting this connection, we are able to obtain constructive worst-case error bounds with good convergence rates for the cosine space.

Keywords

Cite

@article{arxiv.1606.00648,
  title  = {Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions},
  author = {Ronald Cools and Frances Y. Kuo and Dirk Nuyens and Gowri Suryanarayana},
  journal= {arXiv preprint arXiv:1606.00648},
  year   = {2016}
}

Comments

Journal of Complexity, Available online 26 May 2016