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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

We study the problem of multivariate $L_2$-approximation of functions in a weighted Korobov space using a median lattice-based algorithm recently proposed by the authors. In the original work, the algorithm requires knowledge of the…

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

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

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

We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…

Numerical Analysis · Mathematics 2019-09-06 Lutz Kämmerer

We approximate $d$-variate periodic functions in weighted Korobov spaces with general weight parameters using $n$ function values at lattice points. We do not limit $n$ to be a prime number, as in currently available literature, but allow…

Numerical Analysis · Mathematics 2022-09-05 Frances Y. Kuo , Weiwen Mo , Dirk Nuyens

In this work, we consider the approximate reconstruction of high-dimensional periodic functions based on sampling values. As sampling schemes, we utilize so-called reconstructing multiple rank-1 lattices, which combine several preferable…

Numerical Analysis · Mathematics 2019-05-14 Lutz Kämmerer , Toni Volkmer

We consider the approximate recovery of multivariate periodic functions from a discrete set of function values taken on a rank-$s$ integration lattice. The main result is the fact that any (non-)linear reconstruction algorithm taking…

Numerical Analysis · Mathematics 2016-08-02 Glenn Byrenheid , Lutz Kämmerer , Tino Ullrich , Toni Volkmer

This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate $L_2$ approximation in the worst case setting, for functions in a periodic space with general weight parameters. Our construction…

Numerical Analysis · Mathematics 2026-03-04 Ronald Cools , Frances Y. Kuo , Dirk Nuyens , Ian H. Sloan

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

We show that a very simple randomised algorithm for numerical integration can produce a near optimal rate of convergence for integrals of functions in the $d$-dimensional weighted Korobov space. This algorithm uses a lattice rule with a…

Numerical Analysis · Mathematics 2023-04-21 Frances Y. Kuo , Dirk Nuyens , Laurence Wilkes

We study multivariate $\boldsymbol{L}_{\infty}$-approximation for a weighted Korobov space of periodic functions for which the Fourier coefficients decay exponentially fast. The weights are defined, in particular, in terms of two sequences…

Numerical Analysis · Mathematics 2016-02-09 Peter Kritzer , Friedrich Pillichshammer , Henryk Wozniakowski

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

We study multivariate $L_2$-approximation for a weighted Korobov space of analytic periodic functions for which the Fourier coefficients decay exponentially fast. The weights are defined, in particular, in terms of two sequences…

Numerical Analysis · Mathematics 2012-11-27 Josef Dick , Peter Kritzer , Friedrich Pillichshammer , Henryk Woźniakowski

Approximating multivariate periodic functions in weighted Korobov spaces via rank-1 lattices is fundamentally limited by frequency aliasing. Existing optimal-rate methods rely on randomized constructions or large pre-computations. We…

Numerical Analysis · Mathematics 2026-04-06 Jiarui Du , Josef Dick

We analyze a new random algorithm for numerical integration of $d$-variate functions over $[0,1]^d$ from a weighted Sobolev space with dominating mixed smoothness $\alpha\ge 0$ and product weights $1\ge\gamma_1\ge\gamma_2\ge\cdots>0$, where…

Numerical Analysis · Mathematics 2019-08-15 Peter Kritzer , Frances Y. Kuo , Dirk Nuyens , Mario Ullrich

For a set $\mathbb{W} \subset L_p(\bT^d)$, $1 < p < \infty$, of multivariate periodic functions on the torus $\bT^d$ and a given function $\varphi \in L_p(\bT^d)$, we study the approximation in the $L_p(\bT^d)$-norm of functions $f \in…

Functional Analysis · Mathematics 2013-04-26 Dinh Dung , Charles Micchelli

We established exact in order estimates an approximation of the Sobolev classes $W^{\boldsymbol{r}}_{p,\boldsymbol{\alpha}}(\mathbb{T}^d)$ of periodic functions of many variables with a bounded dominating mixed derivative. The approximation…

Classical Analysis and ODEs · Mathematics 2024-10-17 K. V. Pozharska , A. S. Romanyuk , S. Ya. Yanchenko

In this paper we consider $L_p$-approximation, $p \in \{2,\infty\}$, of periodic functions from weighted Korobov spaces. In particular, we discuss tractability properties of such problems, which means that we aim to relate the dependence of…

Numerical Analysis · Mathematics 2022-01-26 Adrian Ebert , Peter Kritzer , Friedrich Pillichshammer

In this paper we show error bounds for randomly subsampled rank-1 lattices. We pay particular attention to the ratio of the size of the subset to the size of the initial lattice, which is decisive for the computational complexity. In the…

Numerical Analysis · Mathematics 2026-02-12 Felix Bartel , Alexander D. Gilbert , Frances Y. Kuo , Ian H. Sloan
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