QMC designs: optimal order quasi Monte Carlo integration schemes on the sphere

DOI10.1090/S0025-5718-2014-02839-1zbMATH Open1315.65003arXiv1208.3267MaRDI QIDQ3189451FDOQ3189451

Authors: Johann S. Brauchart, Robert S. Womersley, E. B. Saff, Ian H. Sloan 

Publication date: 10 September 2014

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

Abstract: We study equal weight numerical integration, or Quasi Monte Carlo (QMC) rules, for functions in a Sobolev space $H^s(S^d)$ with smoothness parameter $s>d/2$ defined over the unit sphere $S^d$ in $R^{d+1}$. Focusing on $N$-point sets that achieve optimal order QMC error bounds (as is the case for efficient spherical designs), we are led to introduce the concept of QMC designs: these are sequences of $N$-point node sets $X_N$ on $S^d$ such that the worst-case error of the corresponding QMC rules satisfy a bound of order $O(N^{-s/d})$ as $Noinfty$ with an implied constant that depends on the $H^s(S^d)$-norm. We provide methods for generation and numerical testing of QMC designs. As a consequence of a recent result of Bondarenko et al. on the existence of spherical designs with appropriate number of points, we show that minimizers of the $N$-point energy for the reproducing kernel for $H^s(S^d)$, $s>d/2$, form a sequence of QMC designs for $H^s(S^d)$. Furthermore, without appealing to the Bondarenko et al. result, we prove that point sets that maximize the sum of suitable powers of the Euclidean distance between pairs of points form a sequence of QMC designs for $H^s(S^d)$ with $sin(d/2,d/2+1)$. Numerical experiments suggest that many familiar sequences of point sets on the sphere (equal area, spiral, minimal [Coulomb or log.] energy, and Fekete points) are QMC designs for appropriate values of $s$. For comparison purposes we show that sets of random points that are independently and uniformly distributed on the sphere do not constitute QMC designs for any $s>d/2$. If $(X_N)$ is a sequence of QMC designs for $H^s(S^d)$, we prove that it is also a sequence of QMC designs for $mathbb{H}^{s^{\prime }}(S^d)$ for all $s^{\prime }in(d/2,s)$. This leads to the question of determining the supremum of such $s$, for which we provide estimates based on computations for the aforementioned sequences.

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

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zbMATH Keywords

numerical integrationdiscrepancynumerical experimentquadratureworst-case errorspherical designquasi Monte Carlo designs

Mathematics Subject Classification ID

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

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Cited In (53)

• Spherical designs for approximations on spherical caps
• Space-filling designs on Riemannian manifolds
• Needlets liberated
• Hyperuniform point sets on the sphere: deterministic aspects
• QMC designs and determinantal point processes
• Upper and lower estimates for numerical integration errors on spheres of arbitrary dimension
• Hyperuniform point sets on flat tori: deterministic and probabilistic aspects
• Explicit Families of Functions on the Sphere with Exactly Known Sobolev Space Smoothness
• Quasi Monte Carlo Integration and Kernel-Based Function Approximation on Grassmannians
• Optimal Monte Carlo integration on closed manifolds
• Tikhonov regularization as a nonparametric method for uncertainty quantification in aggregate data problems
• Variance analysis for Monte Carlo integration
• Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere
• Quasi-Monte Carlo integration on manifolds with mapped low-discrepancy points and greedy minimal Riesz \(s\)-energy points
• Discrepancy and numerical integration on metric measure spaces
• Efficient spherical designs with good geometric properties
• Points on manifolds with asymptotically optimal covering radius
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• Finite frames, frame potentials and determinantal point processes on the sphere
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Uses Software

• Digital Library of Mathematical Functions
• QSHEP3D

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