相关论文: Function integration, reconstruction and approxima…
Lattice rules are among the most prominently studied quasi-Monte Carlo methods to approximate multivariate integrals. A rank-1 lattice rule to approximate an $s$-dimensional integral is fully specified by its generating vector $\mathbf{z}…
This paper investigates the construction of space-filling designs for computer experiments. The space-filling property is characterized by the covering and separation radii of a design, which are integrated through the unified criterion of…
In this paper we propose an approximation method for high-dimensional $1$-periodic functions based on the multivariate ANOVA decomposition. We provide an analysis on the classical ANOVA decomposition on the torus and prove some important…
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…
We study a randomized quadrature algorithm to approximate the integral of periodic functions defined over the high-dimensional unit cube. Recent work by Kritzer, Kuo, Nuyens and Ullrich (2019) shows that rank-1 lattice rules with a randomly…
Lattice rules are among the most prominently studied quasi-Monte Carlo methods to approximate multivariate integrals. A rank-$1$ lattice rule to approximate an $s$-dimensional integral is fully specified by its \emph{generating vector}…
We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multi-dimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new construction-free median QMC rule which can exploit the smoothness and…
This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice -- a setting that, as pointed out by Zeng, Leung, Hickernell (MCQMC2004, 2006) and Zeng,…
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…
Spectral polynomial approximation of smooth functions allows real-time manipulation of and computation with them, as in the Chebfun system. Extension of the technique to two-dimensional and three-dimensional functions on hyperrectangles has…
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…
This paper introduces and analyses the new grid-based tensor approach for approximate solution of the eigenvalue problem for linearized Hartree-Fock equation applied to the 3D lattice-structured and periodic systems. The set of localized…
In the setting of $d$-variate periodic functions, often modelled as functions on the torus $\mathbb{T}^d\cong[0,1]^d$, the classical tensorized Fourier system is the system of choice for many applications. Turning to non-periodic functions…
In a recent paper by the same authors, we provided a theoretical foundation for the component-by-component (CBC) construction of lattice algorithms for multivariate $L_2$ approximation in the worst case setting, for functions in a periodic…
For an arbitrary given span of high-dimensional multivariate Chebyshev polynomials, an approach to construct spatial discretizations is presented, i.e., the construction of a sampling set that allows for the unique reconstruction of each…
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…
In this paper we consider an orthonormal basis, generated by a tensor product of Fourier basis functions, half period cosine basis functions, and the Chebyshev basis functions. We deal with the approximation problem in high dimensions…
We study the multivariate integration problem for periodic functions from the weighted Korobov space in the randomized setting. We introduce a new randomized rank-1 lattice rule with a randomly chosen number of points, which avoids the need…
We investigate the application of efficient recursive numerical integration strategies to models in lattice gauge theory from quantum field theory. Given the coupling structure of the physics problems and the group structure within lattice…
Lattice rules and polynomial lattice rules are quadrature rules for approximating integrals over the $s$-dimensional unit cube. Since no explicit constructions of such quadrature methods are known for dimensions $s > 2$, one usually has to…