Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions

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.

Journal of Complexity, Available online 26 May 2016

References in corpus (1)

• The construction of good lattice rules and polynomial lattice rules

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