# Exploration of a Cosine Expansion Lattice Scheme

## TL;DR

This paper introduces a novel approximation scheme combining Quasi-Monte Carlo lattice sequences with Fourier-cosine methods for expectation computation, analyzing its error and comparing it with wavelet-based approaches through numerical experiments.

## Contribution

It presents a new lattice-based scheme that integrates Fourier-cosine techniques, advancing numerical expectation computation methods.

## Key findings

- The scheme effectively approximates expectations with quantifiable error.
- Numerical experiments demonstrate the scheme's competitiveness against wavelet methods.

## Abstract

In this article, we combine a lattice sequence from Quasi-Monte Carlo rules with the philosophy of the Fourier-cosine method to design an approximation scheme for expectation computation. We study the error of this scheme and compare this scheme with our previous work on wavelets. Also, some numerical experiments are performed.