High-dimensional integration: the quasi-Monte Carlo way

J Dick, FY Kuo, IH Sloan - Acta Numerica, 2013 - cambridge.org
This paper is a contemporary review of QMC ('quasi-Monte Carlo') methods, that is, equal-
weight rules for the approximate evaluation of high-dimensional integrals over the unit cube …

[HTML][HTML] Approximation of multivariate periodic functions by trigonometric polynomials based on rank-1 lattice sampling

L Kämmerer, D Potts, T Volkmer - Journal of Complexity, 2015 - Elsevier
In this paper, we present algorithms for the approximation of multivariate periodic functions
by trigonometric polynomials. The approximation is based on sampling of multivariate …

[HTML][HTML] Sparse high-dimensional FFT based on rank-1 lattice sampling

D Potts, T Volkmer - Applied and Computational Harmonic Analysis, 2016 - Elsevier
In this paper, we suggest approximate algorithms for the reconstruction of sparse high-
dimensional trigonometric polynomials, where the support in frequency domain is unknown …

[HTML][HTML] On computing high-dimensional Riemann theta functions

S Chimmalgi, S Wahls - … in Nonlinear Science and Numerical Simulation, 2023 - Elsevier
Riemann theta functions play a crucial role in the field of nonlinear Fourier analysis, where
they are used to realize inverse nonlinear Fourier transforms for periodic signals. The …

[HTML][HTML] Interpolation lattices for hyperbolic cross trigonometric polynomials

L Kämmerer, S Kunis, D Potts - Journal of Complexity, 2012 - Elsevier
Sparse grid discretisations allow for a severe decrease in the number of degrees of freedom
for high-dimensional problems. Recently, the corresponding hyperbolic cross fast Fourier …

Tight error bounds for rank-1 lattice sampling in spaces of hybrid mixed smoothness

G Byrenheid, L Kämmerer, T Ullrich, T Volkmer - Numerische Mathematik, 2017 - Springer
We consider the approximate recovery of multivariate periodic functions from a discrete set
of function values taken on a rank-1 lattice. Moreover, the main result is the fact that any (non …

The construction of good lattice rules and polynomial lattice rules.

D Nuyens - 2014 - degruyter.com
A comprehensive overview of lattice rules and polynomial lattice rules is given for function
spaces based on ℓ𝑝 seminorms. Good lattice rules and polynomial lattice rules are defined …

Function integration, reconstruction and approximation using rank-1 lattices

F Kuo, G Migliorati, F Nobile, D Nuyens - Mathematics of Computation, 2021 - ams.org
We consider rank-$1 $ lattices for integration and reconstruction of functions with series
expansion supported on a finite index set. We explore the connection between the periodic …

Reconstructing multivariate trigonometric polynomials from samples along rank-1 lattices

L Kämmerer - Approximation Theory XIV: San Antonio 2013, 2014 - Springer
The approximation of problems in dd spatial dimensions by trigonometric polynomials
supported on known more or less sparse frequency index sets I ⊂ Z^ d I⊂ Z d is an …

Reconstructing hyperbolic cross trigonometric polynomials by sampling along rank-1 lattices

L Kämmerer - SIAM Journal on Numerical Analysis, 2013 - SIAM
With given Fourier coefficients the evaluation of multivariate trigonometric polynomials at the
nodes of a rank-1 lattice leads to a one-dimensional discrete Fourier transform. In many …