Abstract

Frolov's cubature formula on the unit hypercube has been considered important since it attains an optimal rate of convergence for various function spaces. Its integration nodes are given by shrinking a suitable full rank Z-lattice in Rd and taking all points inside the unit cube. The main drawback of these nodes is that they are hard to find computationally, especially in high dimensions. In such situations, quasi-Monte Carlo (QMC) rules based on digital nets have proven to be successful. However, there is still no construction known that leads to QMC rules which are optimal in the same generality as Frolov's.In this paper we investigate a polynomial analog of Frolov's cubature formula, which we expect to be important in this respect. This analog is defined in a field of Laurent series with coefficients in a finite field. A similar approach was previously studied in [M. B. Levin. Adelic constructions of low discrepancy sequences. Online Journal of Analytic Combinatorics. Issue 5, 2010.].We show that our construction is a (t,m,d)-net, which also implies bounds on its star-discrepancy and the error of the corresponding cubature rule. Moreover, we show that our cubature rule is a QMC rule, whereas Frolov's is not, and provide an algorithm to determine its integration nodes explicitly.To this end we need to extend the notion of (t,m,d)-nets to fit the situation that the points can have infinite digit expansion and develop a duality theory. Additionally, we adapt the notion of admissible lattices to our setting and prove its significance.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.