A randomised lattice rule algorithm with pre-determined generating vector and random number of points for Korobov spaces with 0<α≤1/20 < α\le 1/2

preprint2023arXivOpen access

Abstract

In previous work (Kuo, Nuyens, Wilkes, 2023), we showed that a lattice rule with a pre-determined generating vector but random number of points can achieve the near optimal convergence of O(n−α−1/2+ε)O(n^{-α-1/2+ε}), ε>0ε> 0, for the worst case expected error, commonly referred to as the randomised error, for numerical integration of high-dimensional functions in the Korobov space with smoothness α>1/2α> 1/2. Compared to the optimal deterministic rate of O(n−α+ε)O(n^{-α+ε}), ε>0ε> 0, such a randomised algorithm is capable of an extra half in the rate of convergence. In this paper, we show that a pre-determined generating vector also exists in the case of 0<α≤1/20 < α\le 1/2. Also here we obtain the near optimal convergence of O(n−α−1/2+ε)O(n^{-α-1/2+ε}), ε>0ε> 0; or in more detail, we obtain O(r n−α−1/2+1/(2r)+ε′)O(\sqrt{r} \, n^{-α-1/2+1/(2r)+ε'}) which holds for any choices of ε′>0ε' > 0 and r∈Nr \in \mathbb{N} with r>1/(2α)r > 1/(2α).

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