Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules

We show how to obtain a fast component-by-component construction algorithm for higher order polynomial lattice rules. Such rules are useful for multivariate quadrature of high-dimensional smooth functions over the unit cube as they achieve the near optimal order of convergence. The main problem addressed in this paper is to find an efficient way of computing the worst-case error. A general algorithm is presented and explicit expressions for base~2 are given. To obtain an efficient component-by-component construction algorithm we exploit the structure of the underlying cyclic group. We compare our new higher order multivariate quadrature rules to existing quadrature rules based on higher order digital nets by computing their worst-case error. These numerical results show that the higher order polynomial lattice rules improve upon the known constructions of quasi-Monte Carlo rules based on higher order digital nets

Appropriate SCF basis sets for orbital studies of galaxies and a `quantum-mechanical' method to compute them

We address the question of an appropriate choice of basis functions for the self-consistent field (SCF) method of simulation of the N-body problem. Our criterion is based on a comparison of the orbits found in N-body realizations of analytical potential-density models of triaxial galaxies, in which the potential is fitted by the SCF method using a variety of basis sets, with those of the original models. Our tests refer to maximally triaxial Dehnen gamma-models for values of $\gamma$ in the range 0<=gamma<=1. When an N-body realization of a model is fitted by the SCF method, the choice of radial basis functions affects significantly the way the potential, forces, or derivatives of the forces are reproduced, especially in the central regions of the system. We find that this results in serious discrepancies in the relative amounts of chaotic versus regular orbits, or in the distributions of the Lyapunov characteristic exponents, as found by different basis sets. Numerical tests include the Clutton-Brock and the Hernquist-Ostriker (HO) basis sets, as well as a family of numerical basis sets which are `close' to the HO basis set. The family of numerical basis sets is parametrized in terms of a quantity $\epsilon$ which appears in the kernel functions of the Sturm-Liouville (SL) equation defining each basis set. The HO basis set is the $\epsilon=0$ member of the family. We demonstrate that grid solutions of the SL equation yielding numerical basis sets introduce large errors in the variational equations of motion. We propose a quantum-mechanical method of solution of the SL equation which overcomes these errors. We finally give criteria for a choice of optimal value of $\epsilon$ and calculate the latter as a function of the value of gamma.Comment: 22 pages, 13 figures, Accepted in MNRA

Testing an Optimised Expansion on Z_2 Lattice Models

We test an optimised hopping parameter expansion on various Z_2 lattice scalar field models: the Ising model, a spin-one model and lambda (phi)^4. We do this by studying the critical indices for a variety of optimisation criteria, in a range of dimensions and with various trial actions. We work up to seventh order, thus going well beyond previous studies. We demonstrate how to use numerical methods to generate the high order diagrams and their corresponding expressions. These are then used to calculate results numerically and, in the case of the Ising model, we obtain some analytic results. We highlight problems with several optimisation schemes and show for the best scheme that the critical exponents are consistent with mean field results to at least 8 significant figures. We conclude that in its present form, such optimised lattice expansions do not seem to be capturing the non-perturbative infra-red physics near the critical points of scalar models.Comment: 47 pages, some figures in colour but will display fine in B

Fast Converging Path Integrals for Time-Dependent Potentials I: Recursive Calculation of Short-Time Expansion of the Propagator

In this and subsequent paper arXiv:1011.5185 we develop a recursive approach for calculating the short-time expansion of the propagator for a general quantum system in a time-dependent potential to orders that have not yet been accessible before. To this end the propagator is expressed in terms of a discretized effective potential, for which we derive and analytically solve a set of efficient recursion relations. Such a discretized effective potential can be used to substantially speed up numerical Monte Carlo simulations for path integrals, or to set up various analytic approximation techniques to study properties of quantum systems in time-dependent potentials. The analytically derived results are numerically verified by treating several simple models.Comment: 29 pages, 5 figure

The construction of good lattice rules and polynomial lattice rules

A comprehensive overview of lattice rules and polynomial lattice rules is given for function spaces based on $\ell_p$ semi-norms. Good lattice rules and polynomial lattice rules are defined as those obtaining worst-case errors bounded by the optimal rate of convergence for the function space. The focus is on algebraic rates of convergence $O(N^{-\alpha+\epsilon})$ for $\alpha \ge 1$ and any $\epsilon > 0$, where $\alpha$ is the decay of a series representation of the integrand function. The dependence of the implied constant on the dimension can be controlled by weights which determine the influence of the different dimensions. Different types of weights are discussed. The construction of good lattice rules, and polynomial lattice rules, can be done using the same method for all $1 < p \le \infty$; but the case $p=1$ is special from the construction point of view. For $1 < p \le \infty$ the component-by-component construction and its fast algorithm for different weighted function spaces is then discussed