Sparse grid quadrature on products of spheres

DOI10.1007/S11075-015-9958-9zbMATH Open1330.65045arXiv1202.5710OpenAlexW2147730041MaRDI QIDQ891778FDOQ891778

Paul C. Leopardi, Markus Hegland

Publication date: 17 November 2015

Published in: Numerical Algorithms (Search for Journal in Brave)

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.

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)

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Cited In (4)

• Spherical harmonic decomposition on a cubic grid
• The exact exponent of sparse grid quadratures in the weighted case
• Computational Science - ICCS 2004
• Sparse grid quadrature on products of spheres

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