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arXiv 1403.2649math.NAcs.NAstat.CO
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三角形中的低差异结构

Low discrepancy constructions in the triangle

Kinjal Basu, Art B. Owen

摘要:

大多数拟蒙特卡罗方法的研究集中在单位立方体的抽样。许多问题,特别是在计算机图形学中,都是通过单位三角形求积来定义的。三角形的拟蒙特卡罗方法由Pillands和Cools(2005)以及Brandolini等人(2013)开发。本文给出了两个差为零的三角形中的QMC构造。第一个是一个版本的范德科尔普特序列定制的单位三角形。它是一种可扩展的数字结构,其差异低于12/sqrt(N)。第二种构造将整数格旋转一个正切为二次无理数的角度。它达到了O(log(N)/N)的差异,这是最好的可能速率。以前的工作强烈表明,这种差异是可能的,但没有可用的建设。对第一构造的数字进行加扰提高了其用于光滑函数的积分的精度。这两种结构也产生收敛估计的被积黎曼可积的三角形,而不需要有界变化。

英文摘要:

Most quasi-Monte Carlo research focuses on sampling from the unit cube. Many problems, especially in computer graphics, are defined via quadrature over the unit triangle. Quasi-Monte Carlo methods for the triangle have been developed by Pillands and Cools (2005) and by Brandolini et al. (2013). This paper presents two QMC constructions in the triangle with a vanishing discrepancy. The first is a version of the van der Corput sequence customized to the unit triangle. It is an extensible digital construction that attains a discrepancy below 12/sqrt(N). The second construction rotates an integer lattice through an angle whose tangent is a quadratic irrational number. It attains a discrepancy of O(log(N)/N) which is the best possible rate. Previous work strongly indicated that such a discrepancy was possible, but no constructions were available. Scrambling the digits of the first construction improves its accuracy for integration of smooth functions. Both constructions also yield convergent estimates for integrands that are Riemann integrable on the triangle without requiring bounded variation.

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