Sparse grid quadrature on products of spheres

DOI10.1007/S11075-015-9958-9MaRDI QIDQ891778zbMATH OpenOpenAlexFDO

Authors Markus Hegland, Paul C. Leopardi

Publication date 17 November 2015

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.5710

zbMATH Keywords

reproducing kernel Hilbert spacesalgorithmnumerical examplequadraturetractabilityknapsack problemssparse gridsspherical designsweighted tensor products

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Abstract: We examine sparse grid quadrature on weighted tensor products (WTP) of reproducing kernel Hilbert spaces on products of the unit sphere, in the case of worst case quadrature error for rules with arbitrary quadrature weights. We describe a dimension adaptive quadrature algorithm based on an algorithm of Hegland (2003), and also formulate a version of Wasilkowski and Wozniakowski's WTP algorithm (1999), here called the WW algorithm. We prove that the dimension adaptive algorithm is optimal in the sense of Dantzig (1957) and therefore no greater in cost than the WW algorithm. Both algorithms therefore have the optimal asymptotic rate of convergence given by Theorem 3 of Wasilkowski and Wozniakowski (1999). A numerical example shows that, even though the asymptotic convergence rate is optimal, if the dimension weights decay slowly enough, and the dimensionality of the problem is large enough, the initial convergence of the dimension adaptive algorithm can be slow.

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• scientific article; zbMATH DE number 44282 (Why is no real title available?)
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Cited in

(8)

• Spherical harmonic decomposition on a cubic grid
• The rate of convergence of sparse grid quadrature on the torus
• The exact exponent of sparse grid quadratures in the weighted case
• Dimension-adaptive tensor-product quadrature
• Computational Science - ICCS 2004
• Quasi-Monte Carlo methods can be efficient for integration over products of spheres
• Sparse grid quadrature on products of spheres
• Lattice integration on the 7-sphere

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