English

QMC designs: optimal order Quasi Monte Carlo Integration schemes on the sphere

Numerical Analysis 2015-12-24 v1

Abstract

We study equal weight numerical integration, or Quasi Monte Carlo (QMC) rules, for functions in a Sobolev space Hs(Sd)H^s(S^d) with smoothness parameter s>d/2s>d/2 defined over the unit sphere SdS^d in Rd+1R^{d+1}. Focusing on NN-point sets that achieve optimal order QMC error bounds (as is the case for efficient spherical designs), we are led to introduce the concept of QMC designs: these are sequences of NN-point node sets XNX_N on SdS^d such that the worst-case error of the corresponding QMC rules satisfy a bound of order O(Ns/d)O(N^{-s/d}) as NN\to\infty with an implied constant that depends on the Hs(Sd)H^s(S^d)-norm. We provide methods for generation and numerical testing of QMC designs. As a consequence of a recent result of Bondarenko et al. on the existence of spherical designs with appropriate number of points, we show that minimizers of the NN-point energy for the reproducing kernel for Hs(Sd)H^s(S^d), s>d/2s>d/2, form a sequence of QMC designs for Hs(Sd)H^s(S^d). Furthermore, without appealing to the Bondarenko et al. result, we prove that point sets that maximize the sum of suitable powers of the Euclidean distance between pairs of points form a sequence of QMC designs for Hs(Sd)H^s(S^d) with s(d/2,d/2+1)s\in(d/2,d/2+1). Numerical experiments suggest that many familiar sequences of point sets on the sphere (equal area, spiral, minimal [Coulomb or log.] energy, and Fekete points) are QMC designs for appropriate values of ss. For comparison purposes we show that sets of random points that are independently and uniformly distributed on the sphere do not constitute QMC designs for any s>d/2s>d/2. If (XN)(X_N) is a sequence of QMC designs for Hs(Sd)H^s(S^d), we prove that it is also a sequence of QMC designs for Hs(Sd)\mathbb{H}^{s'}(S^d) for all s(d/2,s)s'\in(d/2,s). This leads to the question of determining the supremum of such ss, for which we provide estimates based on computations for the aforementioned sequences.

Keywords

Cite

@article{arxiv.1208.3267,
  title  = {QMC designs: optimal order Quasi Monte Carlo Integration schemes on the sphere},
  author = {Johann S. Brauchart and Edward B. Saff and Ian H. Sloan and Rob S. Womersley},
  journal= {arXiv preprint arXiv:1208.3267},
  year   = {2015}
}

Comments

34 pages, 3 figures, 1 table