Numerical integration for fractal measures

Abstract: We find estimates for the error in replacing an integral

i n t f d m u

with respect to a fractal measure

m u

with a discrete sum

s u m_{x i n E} w (x) f (x)

over a given sample set

E

with weights

w

. Our model is the classical Koksma-Hlawka theorem for integrals over rectangles, where the error is estimated by a product of a discrepancy that depends only on the geometry of the sample set and weights, and variance that depends only on the smoothness of

f

. We deal with p.c.f self-similar fractals, on which Kigami has constructed notions of energy and Laplacian. We develop generic results where we take the variance to be either the energy of

f

or the

L^{1}

norm of

D e l t a f

, and we show how to find the corresponding discrepancies for each variance. We work out the details for a number of interesting examples of sample sets for the Sierpi'{n}ski gasket, both for the standard self-similar measure and energy measures, and for other fractals.

Review text

Summary: We find estimates for the error in replacing an integral \(\int f d\mu\) with respect to a fractal measure \(\mu\) with a discrete sum \(\sum_{x \in E} w(x) f(x)\) over a given sample set \(E\) with weights \(w\). Our model is the classical Koksma-Hlawka theorem for integrals over rectangles, where the error is estimated by a product of a \textit{discrepancy} that depends only on the geometry of the sample set and weights, and \textit{variance} that depends only on the smoothness of \(f\). We deal with p.c.f. self-similar fractals, on which Kigami has constructed notions of \textit{energy} and \textit{Laplacian}. We develop generic results where we take the variance to be either the energy of \(f\) or the \(L^1\) norm of \(\Delta f\), and we show how to find the corresponding discrepancies for each variance. We work out the details for a number of interesting examples of sample sets for the Sierpinski gasket, both for the standard self-similar measure and energy measures, and for other fractals.

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