The construction of good lattice rules and polynomial lattice rules
Abstract
A comprehensive overview of lattice rules and polynomial lattice rules is given for function spaces based on semi-norms. Good lattice rules and polynomial lattice rules are defined as those obtaining worst-case errors bounded by the optimal rate of convergence for the function space. The focus is on algebraic rates of convergence for and any , where is the decay of a series representation of the integrand function. The dependence of the implied constant on the dimension can be controlled by weights which determine the influence of the different dimensions. Different types of weights are discussed. The construction of good lattice rules, and polynomial lattice rules, can be done using the same method for all ; but the case is special from the construction point of view. For the component-by-component construction and its fast algorithm for different weighted function spaces is then discussed.
Keywords
Cite
@article{arxiv.1308.3601,
title = {The construction of good lattice rules and polynomial lattice rules},
author = {Dirk Nuyens},
journal= {arXiv preprint arXiv:1308.3601},
year = {2020}
}