Explicit constructions of quasi-Monte Carlo rules for the numerical integration of high dimensional periodic functions

Abstract

In this paper we give explicit constructions of point sets in the $s$ dimensional unit cube yielding quasi-Monte Carlo algorithms which achieve the optimal rate of convergence of the worst-case error for numerically integrating high dimensional periodic functions. In the classical measure $P_α$ of the worst-case error introduced by Korobov the convergence is of $\landau(N^{-\min(α,d)} (\log N)^{sα-2})$ for every even integer $α\ge 1$, where $d$ is a parameter of the construction which can be chosen arbitrarily large and $N$ is the number of quadrature points. This convergence rate is known to be best possible up to some $\log N$ factors. We prove the result for the deterministic and also a randomized setting. The construction is based on a suitable extension of digital $(t,m,s)$-nets over the finite field $\integer_b$.