In this paper we consider two sets of points for Quasi-Monte Carlo integration on two-dimensional manifolds. The first is the set of mapped low-discrepancy sequence by a measure preserving map, from a rectangle U of R^2 to the manifold. The second is the greedy minimal Riesz s-energy points extracted from a suitable discretization of the manifold. Thanks to the Poppy-seed Bagel Theorem we know that the classes of points with minimal Riesz s-energy, under suitable assumptions, are asymptotically uniformly distributed with respect to the normalized Hausdorff measure. They can then be considered as quadrature points on manifolds via the Quasi-Monte Carlo (QMC) method. On the other hand, we do not know if the greedy minimal Riesz s-energy points are a good choice to integrate functions with the QMC method on manifolds. Through theoretical considerations, by showing some properties of these points and by numerical experiments, we attempt to answer to these questions.
Quasi-Monte Carlo integration on manifolds with mapped low-discrepancy points and greedy minimal Riesz $s$-energy points
De Marchi Stefano
;Elefante Giacomo
2018
Abstract
In this paper we consider two sets of points for Quasi-Monte Carlo integration on two-dimensional manifolds. The first is the set of mapped low-discrepancy sequence by a measure preserving map, from a rectangle U of R^2 to the manifold. The second is the greedy minimal Riesz s-energy points extracted from a suitable discretization of the manifold. Thanks to the Poppy-seed Bagel Theorem we know that the classes of points with minimal Riesz s-energy, under suitable assumptions, are asymptotically uniformly distributed with respect to the normalized Hausdorff measure. They can then be considered as quadrature points on manifolds via the Quasi-Monte Carlo (QMC) method. On the other hand, we do not know if the greedy minimal Riesz s-energy points are a good choice to integrate functions with the QMC method on manifolds. Through theoretical considerations, by showing some properties of these points and by numerical experiments, we attempt to answer to these questions.File | Dimensione | Formato | |
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