论文标题
数字数字和组成部分的晶格规则的定期函数的平滑度未知
Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness
论文作者
论文摘要
晶格规则是最突出的准蒙特卡洛方法,可近似多元积分。近似$ s $维积分的等级-1晶格规则由其生成矢量$ \ mathbf {z} \ in \ mathbb {z}^s $及其点$ n $的数量完全指定。尽管存在“良好”等级-1晶格规则的结果很多,但对于良好的生成矢量$ s \ ge 3 $,没有明确的构造。这就是为什么人们通常求助于计算机搜索算法的原因。从1963年和1982年开始的Korobov的早期工作中,我们提出了两种搜索算法的良好晶格规则的变体,并表明所产生的规则在加权功能空间中表现出融合率,可以任意接近最佳速率。此外,与大多数其他算法相反,我们不需要事先知道积分的平稳性,生成向量仍将恢复与特定集成的平稳性相关的收敛速率,在适当的重量条件下,可以在不依赖$ s $的情况下陈述误差界限。本文介绍的搜索算法是众所周知的组成部分(CBC)结构的两个变体,其中一种结构与数字数字(DBD)结构相结合。在产品重量的情况下,我们使用快速结构算法给出了两种算法的数值结果。他们证实了我们的理论发现。
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 $\mathbf{z} \in \mathbb{Z}^s$ and its number of points $N$. While there are many results on the existence of "good" rank-1 lattice rules, there are no explicit constructions for good generating vectors for dimensions $s \ge 3$. This is why one usually resorts to computer search algorithms. Motivated by earlier work of Korobov from 1963 and 1982, we present two variants of search algorithms for good lattice rules and show that the resulting rules exhibit a convergence rate in weighted function spaces that can be arbitrarily close to the optimal rate. Moreover, contrary to most other algorithms, we do not need to know the smoothness of our integrands in advance, the generating vector will still recover the convergence rate associated with the smoothness of the particular integrand, and, under appropriate conditions on the weights, the error bounds can be stated without dependence on $s$. The search algorithms presented in this paper are two variants of the well-known component-by-component (CBC) construction, one of which is combined with a digit-by-digit (DBD) construction. We present numerical results for both algorithms using fast construction algorithms in the case of product weights. They confirm our theoretical findings.