QMC designs: optimal order Quasi Monte Carlo Integration schemes on the sphere
Abstract
We study equal weight numerical integration, or Quasi Monte Carlo (QMC) rules, for functions in a Sobolev space with smoothness parameter defined over the unit sphere in . Focusing on -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 -point node sets on such that the worst-case error of the corresponding QMC rules satisfy a bound of order as with an implied constant that depends on the -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 -point energy for the reproducing kernel for , , form a sequence of QMC designs for . 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 with . 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 . 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 . If is a sequence of QMC designs for , we prove that it is also a sequence of QMC designs for for all . This leads to the question of determining the supremum of such , 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