33 research outputs found

    The construction of good lattice rules and polynomial lattice rules

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    A comprehensive overview of lattice rules and polynomial lattice rules is given for function spaces based on ℓp\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−α+ϵ)O(N^{-\alpha+\epsilon}) for α≥1\alpha \ge 1 and any ϵ>0\epsilon > 0, where α\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≤∞1 < p \le \infty; but the case p=1p=1 is special from the construction point of view. For 1<p≤∞1 < p \le \infty the component-by-component construction and its fast algorithm for different weighted function spaces is then discussed

    04401 Abstracts Collection -- Algorithms and Complexity for Continuous

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    From 26.09.04 to 01.10.04, the Dagstuhl Seminar ``Algorithms and Complexity for Continuous Problems\u27\u27 was held in the International Conference and Research Center (IBFI), Schloss Dagstuhl. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general. Links to extended abstracts or full papers are provided, if available

    Quadrature Points via Heat Kernel Repulsion

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    We discuss the classical problem of how to pick NN weighted points on a d−d-dimensional manifold so as to obtain a reasonable quadrature rule 1∣M∣∫Mf(x)dx≃1N∑n=1Naif(xi). \frac{1}{|M|}\int_{M}{f(x) dx} \simeq \frac{1}{N} \sum_{n=1}^{N}{a_i f(x_i)}. This problem, naturally, has a long history; the purpose of our paper is to propose selecting points and weights so as to minimize the energy functional \sum_{i,j =1}^{N}{ a_i a_j \exp\left(-\frac{d(x_i,x_j)^2}{4t}\right) } \rightarrow \min, \quad \mbox{where}~t \sim N^{-2/d}, d(x,y)d(x,y) is the geodesic distance and dd is the dimension of the manifold. This yields point sets that are theoretically guaranteed, via spectral theoretic properties of the Laplacian −Δ-\Delta, to have good properties. One nice aspect is that the energy functional is universal and independent of the underlying manifold; we show several numerical examples

    Part I:

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