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arXiv · 1310.5403

Constructing good higher order polynomial lattice rules with modulus of reduced degree

Takashi Goda
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Abstract

In this paper we investigate multivariate integration in weighted unanchored Sobolev spaces of smoothness of arbitrarily high order. As quadrature points we employ higher order polynomial lattice point sets over $\mathbb{F}_{2}$ which are randomly digitally shifted and then folded using the tent transformation. We first prove the existence of good higher order polynomial lattice rules which achieve the optimal rate of the mean square worst-case error, while reducing the required degree of modulus by half as compared to higher order polynomial lattice rules whose quadrature points are randomly digitally shifted but not folded using the tent transformation. Thus we are able to restrict the search space of generating vectors significantly. We then study the component-by-component construction as an explicit means of obtaining good higher order polynomial lattice rules. In a way analogous to [J. Baldeaux, J. Dick, G. Leobacher, D. Nuyens, F. Pillichshammer, Numer. Algorithms, 59 (2012) 403--431], we show how to calculate the quality criterion efficiently and how to obtain the fast component-by-component construction using the fast Fourier transform. Our result generalizes the previous result shown by [L.L. Cristea, J. Dick, G. Leobacher, F. Pillichshammer, Numer. Math., 105 (2007) 413--455], in which the degree of smoothness is fixed at 2 and classical polynomial lattice rules are considered.

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Takashi Goda. 2013-10-21. Constructing good higher order polynomial lattice rules with modulus of reduced degree. https://doi.org/10.1016/j.jco.2014.09.005

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