Quadrature Points via Heat Kernel Repulsion

We discuss the classical problem of how to pick $N$ weighted points on a $d-$dimensional manifold so as to obtain a reasonable quadrature rule $$\frac{1}{|M|}\int_{M}{f(x) dx} \simeq \frac{1}{N} \sum_{n=1}^{N}{a_i f(x_i)}.$$ 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}, $d(x,y)$ is the geodesic distance and $d$ is the dimension of the manifold. This yields point sets that are theoretically guaranteed, via spectral theoretic properties of the Laplacian $-\Delta$, 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

A generalization of short-period Tausworthe generators and its application to Markov chain quasi-Monte Carlo

A one-dimensional sequence $u_0, u_1, u_2, \ldots \in [0, 1)$ is said to be completely uniformly distributed (CUD) if overlapping $s$-blocks $(u_i, u_{i+1}, \ldots , u_{i+s-1})$, $i = 0, 1, 2, \ldots$, are uniformly distributed for every dimension $s \geq 1$. This concept naturally arises in Markov chain quasi-Monte Carlo (QMC). However, the definition of CUD sequences is not constructive, and thus there remains the problem of how to implement the Markov chain QMC algorithm in practice. Harase (2021) focused on the $t$-value, which is a measure of uniformity widely used in the study of QMC, and implemented short-period Tausworthe generators (i.e., linear feedback shift register generators) over the two-element field $\mathbb{F}_2$ that approximate CUD sequences by running for the entire period. In this paper, we generalize a search algorithm over $\mathbb{F}_2$ to that over arbitrary finite fields $\mathbb{F}_b$ with $b$ elements and conduct a search for Tausworthe generators over $\mathbb{F}_b$ with $t$-values zero (i.e., optimal) for dimension $s = 3$ and small for $s \geq 4$, especially in the case where $b = 3, 4$, and $5$. We provide a parameter table of Tausworthe generators over $\mathbb{F}_4$, and report a comparison between our new generators over $\mathbb{F}_4$ and existing generators over $\mathbb{F}_2$ in numerical examples using Markov chain QMC

From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules

In 1935 J.G. van der Corput introduced a sequence which has excellent uniform distribution properties modulo 1. This sequence is based on a very simple digital construction scheme with respect to the binary digit expansion. Nowadays the van der Corput sequence, as it was named later, is the prototype of many uniformly distributed sequences, also in the multi-dimensional case. Such sequences are required as sample nodes in quasi-Monte Carlo algorithms, which are deterministic variants of Monte Carlo rules for numerical integration. Since its introduction many people have studied the van der Corput sequence and generalizations thereof. This led to a huge number of results. On the occasion of the 125th birthday of J.G. van der Corput we survey many interesting results on van der Corput sequences and their generalizations. In this way we move from van der Corput's ideas to the most modern constructions of sequences for quasi-Monte Carlo rules, such as, e.g., generalized Halton sequences or Niederreiter's $(t,s)$-sequences

Applications of the Galois Model LFSR in Cryptography

The linear feedback shift-register is a widely used tool for generating cryptographic sequences. The properties of the Galois model discussed here offer many opportunities to improve the implementations that already exist. We explore the overall properties of the phases of the Galois model and conjecture a relation with modular Golomb rulers. This conjecture points to an efficient method for constructing non-linear filtering generators which fulfil Golic s design criteria in order to maximise protection against his inversion attack. We also produce a number of methods which can improve the rate of output of sequences by combining particular distinct phases of smaller elementary sequences

Some Results on the Complexity of Numerical Integration

This is a survey (21 pages, 124 references) written for the MCQMC 2014 conference in Leuven, April 2014. We start with the seminal paper of Bakhvalov (1959) and end with new results on the curse of dimension and on the complexity of oscillatory integrals. Some small errors of earlier versions are corrected