Numerical integration on graphs: Where to sample and how to weigh

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Publication:4960080




Abstract: Let G=(V,E,w) be a finite, connected graph with weighted edges. We are interested in the problem of finding a subset WsubsetV of vertices and weights aw such that frac{1}{|V|}sum_{v in V}^{}{f(v)} sim sum_{w in W}{a_w f(w)} for functions f:VightarrowmathbbR that are `smooth' with respect to the geometry of the graph. The main application are problems where f is known to somehow depend on the underlying graph but is expensive to evaluate on even a single vertex. We prove an inequality showing that the integration problem can be rewritten as a geometric problem (`the optimal packing of heat balls'). We discuss how one would construct approximate solutions of the heat ball packing problem; numerical examples demonstrate the efficiency of the method.



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