arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1805.09490math.NAcs.NA
收藏

Richardson extrapolation allows truncation of higher order digital nets and sequences

Richardson extrapolation allows truncation of higher order digital nets and sequences

The University of Tokyo(东京大学)

Takashi Goda

AI总结:

本文研究了在s维单位立方体上定义的光滑函数的数值积分,提出通过Richardson外推法截断高阶数字网和序列,以构造出接近最优收敛速率的积分规则,同时减少积分点的精度需求。

摘要:

我们研究了在s维单位立方体上定义的光滑函数的数值积分。Dick等人(2019)最近提出了一种称为外推多项式格点规则的方法,该方法实现了数值积分的几乎最优收敛速率,并可通过快速逐成分搜索算法构建,其计算成本比交错多项式格点规则更低。在本文中,我们证明,除了多项式格点点集外,可以在相同算法框架内使用截断的高阶数字网和序列,以显式构造出达到几乎最优收敛速率的积分规则。与原始高阶数字网相比,我们新方法的主要优势在于可以显著降低点的精度,即减少描述每个积分点所需的位数。这一发现在原始高阶数字网要求超过可用有限精度浮点表示时具有实际应用价值。

英文摘要:

We study numerical integration of smooth functions defined over the $s$-dimensional unit cube. A recent work by Dick et al. (2019) has introduced so-called extrapolated polynomial lattice rules, which achieve the almost optimal rate of convergence for numerical integration and can be constructed by the fast component-by-component search algorithm with smaller computational costs as compared to interlaced polynomial lattice rules. In this paper we prove that, instead of polynomial lattice point sets, truncated higher order digital nets and sequences can be used within the same algorithmic framework to explicitly construct good quadrature rules achieving the almost optimal rate of convergence. The major advantage of our new approach compared to original higher order digital nets is that we can significantly reduce the precision of points, i.e., the number of digits necessary to describe each quadrature node. This finding has a practically useful implication when either the number of points or the smoothness parameter is so large that original higher order digital nets require more than the available finite-precision floating point representations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑