Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces (1802.08666v1)

Abstract: In this paper, we deal with several aspects of the universal Frolov cubature method, that is known to achieve optimal asymptotic convergence rates in a broad range of function spaces. Even though every admissible lattice has this favorable asymptotic behavior, there are significant differences concerning the precise numerical behavior of the worst-case error. To this end, we propose new generating polynomials that promise a significant reduction of the integration error compared to the classical polynomials. Moreover, we develop a new algorithm to enumerate the Frolov points from non-orthogonal lattices for numerical cubature in the $d$-dimensional unit cube $[0,1]^d$. Finally, we study Sobolev spaces with anisotropic mixed smoothness and compact support in $[0,1]^d$ and derive explicit formulas for their reproducing kernels. This allows for the simulation of exact worst-case errors which numerically validate our theoretical results.