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