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Quasi-Monte Carlo methods are used for numerically integrating multivariate functions. However, the error bounds for these methods typically rely on a priori knowledge of some semi-norm of the integrand, not on the sampled function values.…

Numerical Analysis · Mathematics 2015-10-27 Lluís Antoni Jiménez Rugama , Fred J. Hickernell

We present a lattice algorithm specifically designed for some classical applications of lattice reduction. The applications are for lattice bases with a generalized knapsack-type structure, where the target vectors are boundably short. For…

Symbolic Computation · Computer Science 2010-02-04 Mark Van Hoeij , Andrew Novocin

In this paper we study lattice rules which are cubature formulae to approximate integrands over the unit cube $[0,1]^s$ from a weighted reproducing kernel Hilbert space. We assume that the weights are independent random variables with a…

Numerical Analysis · Mathematics 2011-09-26 Josef Dick

We study the approximation of integrals $\int_D f(\boldsymbol{x}^\top A) \mathrm{d} \mu(\boldsymbol{x})$, where $A$ is a matrix, by quasi-Monte Carlo (QMC) rules $N^{-1} \sum_{k=0}^{N-1} f(\boldsymbol{x}_k^\top A)$. We are interested in…

Numerical Analysis · Mathematics 2023-05-22 Josef Dick , Adrian Ebert , Lukas Herrmann , Peter Kritzer , Marcello Longo

Recently, Branco da Silva and Silva described an efficient encoding and decoding algorithm for Construction D$^\prime$ lattices. Using their algorithm, we propose a Construction D$^\prime$ lattice based on binary quasi-cyclic low-density…

Information Theory · Computer Science 2018-10-05 Siyu Chen , Brian M. Kurkoski , Eirik Rosnes

Quasi-Monte Carlo (QMC) is an essential tool for integral approximation, Bayesian inference, and sampling for simulation in science, etc. In the QMC area, the rank-1 lattice is important due to its simple operation, and nice properties for…

Computation · Statistics 2020-11-13 Yueming Lyu , Yuan Yuan , Ivor W. Tsang

We study multivariate integration over the $s$-dimensional unit cube in a weighted space of infinitely differentiable functions. It is known from a recent result by Suzuki that there exists a good quasi-Monte Carlo (QMC) rule which achieves…

Numerical Analysis · Mathematics 2019-12-09 Josef Dick , Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

We propose a randomized lattice algorithm for approximating multivariate periodic functions over the $d$-dimensional unit cube from the weighted Korobov space with mixed smoothness $\alpha > 1/2$ and product weights…

Numerical Analysis · Mathematics 2025-08-26 Mou Cai , Takashi Goda , Yoshihito Kazashi

In this paper, we study the problem of multivariate $L_2$-approximation of functions belonging to a weighted Korobov space. We propose and analyze a median lattice-based algorithm, inspired by median integration rules, which have attracted…

Numerical Analysis · Mathematics 2025-11-04 Zexin Pan , Peter Kritzer , Takashi Goda

We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper…

Numerical Analysis · Mathematics 2016-11-29 Dirk Nuyens , Gowri Suryanarayana , Markus Weimar

In this paper we study quasi-Monte Carlo integration of smooth functions using digital nets. We fold digital nets over $\mathbb{Z}_{b}$ by means of the $b$-adic tent transformation, which has recently been introduced by the authors, and…

Numerical Analysis · Mathematics 2019-12-09 Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

We introduce a new method to approximate integrals $\int_{\mathbb{R}^d} f(\boldsymbol{x}) \, \mathrm{d} \boldsymbol{x}$ which simply scales lattice rules from the unit cube $[0,1]^d$ to properly sized boxes on $\mathbb{R}^d$, hereby…

Numerical Analysis · Mathematics 2023-08-25 Dirk Nuyens , Yuya Suzuki

The standard method for constructing generating vectors for good lattice point sets is the component-by-component construction. Numerical experiments have shown that the generating vectors found by these constructions sometimes tend to have…

Numerical Analysis · Mathematics 2015-12-16 Helene Laimer

Lattice-type structures can provide a combination of stiffness with light weight that is desirable in a variety of applications. Design optimization of these structures must rely on approximations of the governing physics to render solution…

Numerical Analysis · Mathematics 2021-05-05 Sean McBane , Youngsoo Choi

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…

Numerical Analysis · Mathematics 2016-06-03 Ronald Cools , Frances Y. Kuo , Dirk Nuyens , Gowri Suryanarayana

In this paper, we propose a novel algorithm for function approximation in a weighted Korobov space based on shifted rank-1 lattice rules. To mitigate aliasing errors inherent in lattice-based Fourier coefficient estimation, we employ…

Numerical Analysis · Mathematics 2025-11-13 Mou Cai , Josef Dick , Takashi Goda

One of the most significant drawbacks of the all-electron ab initio diffusion Monte Carlo (DMC) is that its computational cost drastically increases with the atomic number ($Z$), which typically scales with $Z^{\sim 6}$. In this study, we…

Computational Physics · Physics 2020-04-15 Kousuke Nakano , Ryo Maezono , Sandro Sorella

Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods are classical approaches for the numerical integration of functions $f$ over $[0,1]^d$. While QMC methods can achieve faster convergence rates than MC in moderate dimensions, their…

Numerical Analysis · Mathematics 2025-08-27 Jiaheng Chen , Haotian Jiang , Nathan Kirk

This paper addresses the overwhelming computational resources needed with standard numerical approaches to simulate architected materials. Those multiscale heterogeneous lattice structures gain intensive interest in conjunction with the…

Numerical Analysis · Mathematics 2023-08-23 Thibaut Hirschler , Robin Bouclier , Pablo Antolin , Annalisa Buffa

This paper studies the multivariate approximation of functions in weighted Korobov spaces using multiple rank-1 lattice rules. It has been shown by K\"{a}mmerer and Volkmer (2019) that algorithms based on multiple rank-1 lattices achieve…

Numerical Analysis · Mathematics 2026-04-03 Mou Cai , Takashi Goda