Quasi-Monte Carlo rules for numerical integration over the unit sphere S^2

DOI10.1007/S00211-011-0444-6MaRDI QIDQ443857zbMATH OpenOpenAlexFDO

Authors Johann S. Brauchart, Josef Dick

Publication date 13 August 2012

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.5450

zbMATH Keywords

asymptotically uniformly distributionreproducing kernel Hilbert spacesspherical cap \(L_{2}\)-discrepancyspherical rectangle discrepancyworst-case error

Mathematics Subject Classification ID

General theory of distribution modulo (1) (11K06) Well-distributed sequences and other variations (11K36) Irregularities of distribution, discrepancy (11K38) Pseudo-random numbers; Monte Carlo methods (11K45) Approximate quadratures (41A55) Multidimensional problems (41A63) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Abstract: We study numerical integration on the unit sphere $mathbb{S}^{2}subsetmathbb{R}^3$ using equal weight quadrature rules, where the weights are such that constant functions are integrated exactly. The quadrature points are constructed by lifting a $(0,m,2)$-net given in the unit square $[0,1{]}^2$ to the sphere $mathbb{S}^2$ by means of an area preserving map. A similar approach has previously been suggested by Cui and Freeden [SIAM J. Sci. Comput. 18 (1997), no. 2]. We prove three results. The first one is that the construction is (almost) optimal with respect to discrepancies based on spherical rectangles. Further we prove that the point set is asymptotically uniformly distributed on $mathbb{S}^2$. And finally, we prove an upper bound on the spherical cap $L_2$-discrepancy of order $N^{-1/2}(logN{)}^{1/2}$ (where $N$ denotes the number of points). This slightly improves upon the bound on the spherical cap $L_2$-discrepancy of the construction by Lubotzky, Phillips and Sarnak [Comm. Pure Appl. Math. 39 (1986), 149--186]. Numerical results suggest that the $(0,m,2)$-nets lifted to the sphere $mathbb{S}^2$ have spherical cap $L_2$-discrepancy converging with the optimal order of $N^{-3/4}$.

Review text

Recently, there is an increasing interest to investigate the distribution of points on the unit sphere \(S^{2}\). This is due to the application of sequences and nets on the sphere \(S^{2}\) in the quasi-Monte Carlo rules for numerical integration over the sphere \(S^{2}\). In the present paper, the numerical integration on the sphere \(S^{2}\) by using equal weight quadrature rules is investigated. The quadrature points are constructed by lifting a \((0,m,2)\)-net in the unit square \([0,1]^{2}\) to the sphere \(S^{2}\) by means of an area preserving map. It is shown that this construction is almost optimal with respect to the discrepancies based on spherical rectangles. After then, it is proved that the point nets on the sphere \(S^{2}\), constructed in this manner, are asymptotically uniformly distributed on \(S^{2}\). An upper bound of the spherical cap \(L_{2}\)-discrepancy is proved, and an order \({\mathcal O}(N^{-{1 \over 2}}(\log N)^{1 \over 2})\) of this discrepancy is obtained. In the Introduction of the paper, the integral \(\int_{S^2}f d \sigma\), where \(\sigma\) is the normalized Lebesgue surface area measure is approximated by a quasi-Monte Carlo type rule \(Q_{N}(f) = {1 \over N}\sum_{k=0}^{N-1}f(z_{k})\), with quadrature points on the sphere. For obtaining the quadrature points on the sphere, a transformation \(\Phi\) from \([0,1]^2\) to \(S^2\), which preserves the area, is used. The concept of \(L_{2}\)-discrepancy with respect to spherical cap is reminded. Lower and upper bounds of \(L_{2}\)-discrepancy are shown. In Subsection 1.1, the concept of the worst-case error of the integration in the reproducing kernel Hilbert space \(H(K)\) is introduced. The exact order of the worst-case error is discussed. The concept of the digital point net, constructed in a \(b\)-adic number system is reminded. The constructive principle of \((0,m,2)\)-nets over \(Z_2\) is shown. In Section 2, a transformation to lift \((0,m,2)\)-nets to the sphere \(S^2\) is introduced. In Definition 3, the notions of the extreme spherical rectangle discrepancy and spherical rectangle star-discrepancy are introduced. In Definition 4, the notions of the classical extreme and star-discrepancy on the square \([0,1]^2\) are reminded. In Subsection 2.1, a bound of the spherical rectangle discrepancy of \((0,m,2)\)-nets lifted to the sphere via the transformation \(\Phi\) is presented. In Theorem 1, estimations of the extreme and star spherical rectangle discrepancy of a spherical net, obtained by lifting of a \((0,m,2)\)-net are shown. The order \(\displaystyle {\mathcal O}\left( {m \over b^{m}}\right)\) of the both kinds of the discrepancy is obtained. In Subsection 2.2, the notion of an asymptotically uniformly distribution on the sphere \(S^2\) is introduced. Analogies of the Erdös-Turán inequality and LeVeque type inequalities with respect to the spherical cap discrepancy are reminded. In Theorem 2, necessary and sufficient conditions that a sequence be asymptotically uniformly distributed on the sphere \(S^2\) in the terms of the spherical rectangle discrepancies are presented. In Section 3, the numerical integration of functions over \(S^2\) in the reproducing kernel Hilbert space \(H^{3 \over 2}\) is investigated. The concept of the reproducing kernel of the Hilbert space \(H^{3 \over 2}\) in the terms of the Legender polynomials is introduced. An exact formula for the squared worst-case error of the integration in the space \(H^{3 \over 2}\) is given. An upper bound of the squared worst-case error is presented. In Theorem 3, the squared worst-case error of the integration in the space \(H^{3 \over 2}\), by using a net \(Z_N\) on the sphere \(S^2\) which is obtained by lifting of a point net \(P_N\) on the square \([0,1]^2\), is estimated with the classical star-discrepancy of the net \(P_N\). In Corollary 1, the order \({\mathcal O}(N^{-1} \log N)\) \((N = b^m)\) of the squared worst-case error of the integration in the space \(H^{3 \over 2}\) by using the net \(Z_N\) on the sphere \(S^2\) which is obtained by lifting of a digital \((0,m,2)\)-net \(P_N\) in \([0,1]^2\) is shown. Numerical results about the worst-case error of quadrature rules using digital nets based on Sobol' sequences are presented. There is a conjecture about the order of the squared worst-case error of the integration by using of \((0,2)\)-sequences in \([0,1)^2\) and lifted by the transformation \(\Phi\) on the sphere.

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Cited in

(22)

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• QMC designs and determinantal point processes
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Describes a project that uses

Uses Software

• TOMS659
• sobol.cc

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