English

On the Wasserstein Distance between Classical Sequences and the Lebesgue Measure

Classical Analysis and ODEs 2020-09-29 v3 Numerical Analysis Functional Analysis Numerical Analysis Number Theory

Abstract

We discuss the classical problem of measuring the regularity of distribution of sets of NN points in Td\mathbb{T}^d. A recent line of investigation is to study the cost (== mass ×\times distance) necessary to move Dirac measures placed in these points to the uniform distribution. We show that Kronecker sequences satisfy optimal transport distance in d3d \geq 3 dimensions. This shows that for differentiable f:TdRf: \mathbb{T}^d \rightarrow \mathbb{R} and badly approximable vectors αRd\alpha \in \mathbb{R}^d, we have  Tdf(x)dx1Nk=1Nf(kα) cαfL(d1)/dfL21/dN1/d. \ | \int_{\mathbb{T}^d} f(x) dx - \frac{1}{N} \sum_{k=1}^{N} f(k \alpha) \ | \leq c_{\alpha} \frac{ \| \nabla f\|^{(d-1)/d}_{L^{\infty}}\| \nabla f\|^{1/d}_{L^{2}} }{N^{1/d}}. We note that the result is uniformly true for a sequence instead of a set. Simultaneously, it refines the classical integration error for Lipschitz functions, fLN1/d\| \nabla f\|_{L^{\infty}} N^{-1/d}. We obtain a similar improvement for numerical integration with respect to the regular grid. The main ingredient is an estimate involving Fourier coefficients of a measure; this allows for existing estimates to be conviently `recycled'. We present several open problems.

Cite

@article{arxiv.1909.09046,
  title  = {On the Wasserstein Distance between Classical Sequences and the Lebesgue Measure},
  author = {Louis Brown and Stefan Steinerberger},
  journal= {arXiv preprint arXiv:1909.09046},
  year   = {2020}
}

Comments

v2, some minor changes