QMC designs: Optimal order Quasi Monte Carlo integration schemes on the sphere

DOI10.1090/S0025-5718-2014-02839-1zbMath1315.65003arXiv1208.3267MaRDI QIDQ3189451

Johann S. Brauchart, Robert S. Womersley, Ian H. Sloan, Edward B. Saff

Publication date: 10 September 2014

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3267

zbMATH Keywords

numerical integrationspherical designdiscrepancynumerical experimentquadratureworst-case errorquasi Monte Carlo designs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Irregularities of distribution, discrepancy (11K38)

Related Items

Spherical $t_\epsilon $-designs for approximations on the sphere, Energy and discrepancy of rotationally invariant determinantal point processes in high dimensional spheres, On the quantification of nomination feasibility in stationary gas networks with random load, Fully discrete needlet approximation on the sphere, A characterization of Sobolev spaces on the sphere and an extension of Stolarsky's invariance principle to arbitrary smoothness, Point sets on the sphere \(\mathbb{S}^{2}\) with small spherical cap discrepancy, t-Design Curves and Mobile Sampling on the Sphere, On the minimax spherical designs, Spectral decomposition of discrepancy kernels on the Euclidean ball, the special orthogonal group, and the Grassmannian manifold, The Sinkhorn algorithm, parabolic optimal transport and geometric Monge-Ampère equations, The spherical ensemble and quasi-Monte-Carlo designs, Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere, Expected integration approximation under general equal measure partition, Quasi Monte Carlo Integration and Kernel-Based Function Approximation on Grassmannians, Explicit Families of Functions on the Sphere with Exactly Known Sobolev Space Smoothness, Approximate Quadrature Measures on Data-Defined Spaces, Analysis of Framelet Transforms on a Simplex, Efficient Spherical Designs with Good Geometric Properties, Comparison of probabilistic and deterministic point sets on the sphere, Hyperuniform point sets on flat tori: deterministic and probabilistic aspects, Discrepancy and numerical integration on metric measure spaces, On the search for tight frames of low coherence, Covering of spheres by spherical caps and worst-case error for equal weight cubature in Sobolev spaces, Subdifferential characterization of probability functions under Gaussian distribution, Optimal asymptotic bounds for designs on manifolds, On the Convexity of Level-sets of Probability Functions, Finite frames, frame potentials and determinantal point processes on the sphere, Joint model of probabilistic-robust (probust) constraints applied to gas network optimization, Upper and lower estimates for numerical integration errors on spheres of arbitrary dimension, Optimal \(N\)-point configurations on the sphere: ``magic numbers and Smale's 7th problem, Transformations and Hardy--Krause Variation, Tight framelets and fast framelet filter bank transforms on manifolds, Points on manifolds with asymptotically optimal covering radius, A joint model of probabilistic/robust constraints for gas transport management in stationary networks, Variance analysis for Monte Carlo integration, Optimal Monte Carlo integration on closed manifolds, Symmetry exploits for Bayesian cubature methods, On almost tight Euclidean designs for rotationally symmetric integrals, Hyperuniform point sets on the sphere: deterministic aspects, Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints, Sampling, Marcinkiewicz-Zygmund inequalities, approximation, and quadrature rules, On $p$-frame potentials of determinantal point processes on the sphere, Numerical computation of triangular complex spherical designs with small mesh ratio, Spatial low-discrepancy sequences, spherical cone discrepancy, and applications in financial modeling, Distributing many points on spheres: minimal energy and designs, (Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution

Uses Software

• QSHEP3D
• DLMF

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal asymptotic bounds for spherical designs
• Quasi-Monte Carlo rules for numerical integration over the unit sphere \({\mathbb{S}^2}\)
• Computational existence proofs for spherical \(t\)-designs
• Sequences, discrepancies and applications
• Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations
• Distributions of positive mass, which maximize a certain generalized energy integral
• Diameter bounds for equal area partitions of the unit sphere
• Numerical integration over spheres of arbitrary dimension
• A variational characterisation of spherical designs
• Averaging sets: A generalization of mean values and spherical designs
• Distribution of points on spheres and approximation by zonotopes
• On means of distances on the surface of a sphere. II: Upper bounds
• Spherical codes and designs
• Tight spherical designs. I
• Extremal systems of points and numerical integration on the sphere
• Minimal discrete energy on the sphere
• Point sets on the sphere \(\mathbb{S}^{2}\) with small spherical cap discrepancy
• Quadrature in Besov spaces on the Euclidean sphere
• A lower bound for the worst-case cubature error on spheres of arbitrary dimension
• Cubature over the sphere \(S^{2}\) in Sobolev spaces of arbitrary order
• Spherical harmonics
• Optimal lower bounds for cubature error on the sphere \(S^2\)
• Positive definite functions on spheres
• A simple proof of Stolarsky’s invariance principle
• Minimizing the discrete logarithmic energy on the sphere: The role of random polynomials
• Sums of distances between points on a sphere — an application of the theory of irregularities of distribution to discrete Geometry
• Multivariate interpolation of large sets of scattered data
• Tight Spherical Disigns, II
• Equidistribution on the Sphere
• Asymptotics for minimal discrete energy on the sphere
• Worst-case errors in a Sobolev space setting for cubature over the sphere S²
• Spherical faraday cage for the case of equal point charges and chebyshev-type quadrature on the sphere
• Sums of Distances Between Points on a Sphere. II
• Quadrature rules and distribution of points on manifolds
• Uniform distribution, discrepancy, and reproducing kernel Hilbert spaces