Preprint
Oct 2026
A higher order lattice-based method for high-dimensional numerical integration using periodization
We present a novel numerical integration method for non-periodic functions over the high-dimensional unit cube $[0,1]^s$ by a specially crafted (unequally-)weighted quadrature rule using transformed lattice points, with the additional option of subsampling. The method is designed for integrands whose mixed derivatives...
Felix Bartel, Alexander D. Gilbert, Michael Griebel et al.
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