arXiv subjects

Friedrich Pillichshammer

Publications and source records attributed to Friedrich Pillichshammer.

At least 37 records · Page 2Linked to original sources

arXiv2022

Optimal periodic $L_2$-discrepancy and diaphony bounds for higher order digital sequences

We present an explicit construction of infinite sequences of points $(\boldsymbol{x}_0,\boldsymbol{x}_1, \boldsymbol{x}_2, \ldots)$ in the $d$-dimensional unit-cube whose periodic $L_2$-discrepancy satisfies $$L_{2,N}^{\rm per}(\{\boldsymbol{x}_0,\boldsymbol{x}_1,\ldots, \boldsymbol{x}_{N-1}\}) \le C_d N^{-1} (\log N)^{d/2} \quad \mbox{for all } N \ge 2,$$ where the factor $C_d > 0$ depends only on the dimension $d$. The construction is based on higher order digital sequences as introduced by J. Dick in the year 2008. The result is best possible in the order of magnitude in $N$ according to a Roth-type lower bound shown first by P.D. Proinov. Since the periodic $L_2$-discrepancy is equivalent to P. Zinterhof's diaphony the result also applies to this alternative quantitative measure for the irregularity of distribution.

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arXiv2022

Tractability of $L_2$-approximation and integration in weighted Hermite spaces of finite smoothness

In this paper we consider integration and $L_2$-approximation for functions over $\RR^s$ from weighted Hermite spaces. The first part of the paper is devoted to a comparison of several weighted Hermite spaces that appear in literature, which is interesting on its own. Then we study tractability of the integration and $L_2$-approximation problem for the introduced Hermite spaces, which describes the growth rate of the information complexity when the error threshold $\varepsilon$ tends to 0 and the problem dimension $s$ grows to infinity. Our main results are characterizations of tractability in terms of the involved weights, which model the importance of the successive coordinate directions for functions from the weighted Hermite spaces.

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arXiv2022

A note on isotropic discrepancy and spectral test of lattice point sets

We show that the isotropic discrepancy of a lattice point set can be bounded from below and from above in terms of the spectral test of the corresponding integration lattice. From this we deduce that the isotropic discrepancy of any $N$-element lattice point set in $[0,1)^d$ is at least of order $N^{-1/d}$. This order of magnitude is best possible for lattice point sets in dimension $d$.

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arXiv2022

Tractability of approximation in the weighted Korobov space in the worst-case setting

In this paper we consider $L_p$-approximation, $p \in \{2,\infty\}$, of periodic functions from weighted Korobov spaces. In particular, we discuss tractability properties of such problems, which means that we aim to relate the dependence of the information complexity on the error demand $\varepsilon$ and the dimension $d$ to the decay rate of the weight sequence $(γ_j)_{j \ge 1}$ assigned to the Korobov space. Some results have been well known since the beginning of this millennium, others have been proven quite recently. We give a survey of these findings and will add some new results on the $L_\infty$-approximation problem. To conclude, we give a concise overview of results and collect a number of interesting open problems.

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arXiv2021

Exact order of extreme $L_p$ discrepancy of infinite sequences in arbitrary dimension

We study the extreme $L_p$ discrepancy of infinite sequences in the $d$-dimensional unit cube, which uses arbitrary sub-intervals of the unit cube as test sets. This is in contrast to the classical star $L_p$ discrepancy, which uses exclusively intervals that are anchored in the origin as test sets. We show that for any dimension $d$ and any $p>1$ the extreme $L_p$ discrepancy of every infinite sequence in $[0,1)^d$ is at least of order of magnitude $(\log N)^{d/2}$, where $N$ is the number of considered initial terms of the sequence. For $p \in (1,\infty)$ this order of magnitude is best possible.

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arXiv2021

Point sets with optimal order of extreme and periodic discrepancy

We study the extreme and the periodic $L_p$ discrepancy of point sets in the $d$-dimensional unit cube. The extreme discrepancy uses arbitrary sub-intervals of the unit cube as test sets, whereas the periodic discrepancy is based on periodic intervals modulo one. This is in contrast to the classical star discrepancy, which uses exclusively intervals that are anchored in the origin as test sets. In a recent paper the authors together with Aicke Hinrichs studied relations between the $L_2$ versions of these notions of discrepancy and presented exact formulas for typical two-dimensional quasi-Monte Carlo point sets. In this paper we study the general $L_p$ case and deduce the exact order of magnitude of the respective minimal discrepancy in the number $N$ of elements of the considered point sets, for arbitrary but fixed dimension $d$, which is $(\log N)^{(d-1)/2}$.

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arXiv2021

Secure pseudorandom bit generators and point sets with low star-discrepancy

The star-discrepancy is a quantitative measure for the irregularity of distribution of a point set in the unit cube that is intimately linked to the integration error of quasi-Monte Carlo algorithms. These popular integration rules are nowadays also applied to very high-dimensional integration problems. Hence multi-dimensional point sets of reasonable size with low discrepancy are badly needed. A seminal result from Heinrich, Novak, Wasilkowski and Woźniakowski shows the existence of a positive number $C$ such that for every dimension $d$ there exists an $N$-element point set in $[0,1)^d$ with star-discrepancy of at most $C\sqrt{d/N}$. This is a pure existence result and explicit constructions of such point sets would be very desirable. The proofs are based on random samples of $N$-element point sets which are difficult to realize for practical applications. In this paper we propose to use secure pseudorandom bit generators for the generation of point sets with star-discrepancy of order $O(\sqrt{d/N})$. This proposal is supported theoretically and by means of numerical experiments.

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arXiv2021

Tractability of approximation in the weighted Korobov space in the worst-case setting -- a complete picture

In this paper, we study tractability of $L_2$-approximation of one-periodic functions from weighted Korobov spaces in the worst-case setting. The considered weights are of product form. For the algorithms we allow information from the class $Λ^{\rm all}$ consisting of all continuous linear functionals and from the class $Λ^{\rm std}$, which only consists of function evaluations. We provide necessary and sufficient conditions on the weights of the function space for quasi-polynomial tractability, uniform weak tractability, weak tractability and $(σ,τ)$-weak tractability. Together with the already known results for strong polynomial and polynomial tractability, our findings provide a complete picture of the weight conditions for all current standard notions of tractability.

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arXiv2021

On the multivariable generalization of Anderson-Apostol sums

In this paper, we give various identities for the weighted average of the product of generalized Anderson-Apostol sums with weights concerning completely multiplicative function, completely additive function, logarithms, the Gamma function, Bernoulli polynomials and binomial coefficients respectively. Our results generalize many known results.

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arXiv2020

Extreme and periodic $L_2$ discrepancy of plane point sets

In this paper we study the extreme and the periodic $L_2$ discrepancy of plane point sets. The extreme discrepancy is based on arbitrary rectangles as test sets whereas the periodic discrepancy uses "periodic intervals", which can be seen as intervals on the torus. The periodic $L_2$ discrepancy is, up to a multiplicative factor, also known as diaphony. The main results are exact formulas for these kinds of discrepancies for the Hammersley point set and for rational lattices. In order to value the obtained results we also prove a general lower bound on the extreme $L_2$ discrepancy for arbitrary point sets in dimension $d$, which is of order of magnitude $(\log N)^{(d-1)/2}$, like the standard and periodic $L_2$ discrepancies, respectively. Our results confirm that the extreme and periodic $L_2$ discrepancies of the Hammersley point set are of best possible asymptotic order of magnitude. This is in contrast to the standard $L_2$ discrepancy of the Hammersley point set. Furthermore our exact formulas show that also the $L_2$ discrepancies of the Fibonacci lattice are of the optimal order. We also prove that the extreme $L_2$ discrepancy is always dominated by the standard $L_2$ discrepancy, a result that was already conjectured by Morokoff and Caflisch when they introduced the notion of extreme $L_2$ discrepancy in the year 1994.

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arXiv2020

On the relation of the spectral test to isotropic discrepancy and $L_q$-approximation in Sobolev spaces

This paper is a follow-up to the recent paper "A note on isotropic discrepancy and spectral test of lattice point sets" [J. Complexity, 58:101441, 2020]. We show that the isotropic discrepancy of a lattice point set is at most $d \, 2^{2(d+1)}$ times its spectral test, thereby correcting the dependence on the dimension $d$ and an inaccuracy in the proof of the upper bound in Theorem 2 of the mentioned paper. The major task is to bound the volume of the neighbourhood of the boundary of a convex set contained in the unit cube. Further, we characterize averages of the distance to a lattice point set in terms of the spectral test. As an application, we infer that the spectral test -- and with it the isotropic discrepancy -- is crucial for the suitability of the lattice point set for the approximation of Sobolev functions.

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arXiv2020

A note on Korobov lattice rules for integration of analytic functions

We study numerical integration for a weighted Korobov space of analytic periodic functions for which the Fourier coefficients decay exponentially fast. In particular, we are interested in how the error depends on the dimension $d$. Many recent papers deal with this problem or similar problems and provide matching necessary and sufficient conditions for various notions of tractability. In most cases even simple algorithms are known which allow to achieve these notions of tractability. However, there is a gap in the literature: while for the notion of exponential-weak tractability one knows matching necessary and sufficient conditions, so far no explicit algorithm has been known which yields the desired result. In this paper we close this gap and prove that Korobov lattice rules are suitable algorithms in order to achieve exponential-weak tractability for integration in weighted Korobov spaces of analytic periodic functions.

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arXiv2020

Weighted integration over a cube based on digital nets and sequences

Quasi-Monte Carlo (QMC) methods are equal weight quadrature rules to approximate integrals over the unit cube with respect to the uniform measure. In this paper we discuss QMC integration with respect to general product measures defined on an arbitrary cube. We only require that the cumulative distribution function is invertible. We develop a worst-case error bound and study the dependence of the error on the number of points and the dimension for digital nets and sequences as well as polynomial lattice point sets, which are mapped to the domain using the inverse cumulative distribution function. We do not require any smoothness properties of the probability density function and the worst-case error does not depend on the particular choice of density function and its smoothness. The component-by-component construction of polynomial lattice rules is based on a criterion which depends only on the size of the cube but is otherwise independent of the product measure.

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arXiv2020

Tractability properties of the discrepancy in Orlicz norms

We show that the minimal discrepancy of a point set in the $d$-dimensional unit cube with respect to Orlicz norms can exhibit both polynomial and weak tractability. In particular, we show that the $ψ_α$-norms of exponential Orlicz spaces are polynomially tractable.

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arXiv2020

Exponential tractability of linear weighted tensor product problems in the worst-case setting for arbitrary linear functionals

We study the approximation of compact linear operators defined over certain weighted tensor product Hilbert spaces. The information complexity is defined as the minimal number of arbitrary linear functionals which is needed to obtain an $\varepsilon$-approximation for the $d$-variate problem. It is fully determined in terms of the weights and univariate singular values. Exponential tractability means that the information complexity is bounded by a certain function which depends polynomially on $d$ and logarithmically on $\varepsilon^{-1}$. The corresponding un-weighted problem was studied recently by Hickernell, Kritzer and Woźniakowski with many negative results for exponential tractability. The product weights studied in the present paper change the situation. Depending on the form of polynomial dependence on $d$ and logarithmic dependence on $\varepsilon^{-1}$, we study exponential strong polynomial, exponential polynomial, exponential quasi-polynomial, and exponential $(s,t)$-weak tractability with $\max(s,t)\ge1$. For all these notions of exponential tractability, we establish necessary and sufficient conditions on weights and univariate singular values for which it is indeed possible to achieve the corresponding notion of exponential tractability. The case of exponential $(s,t)$-weak tractability with $\max(s,t)<1$ is left for future study.

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arXiv2020

On Quasi-Monte Carlo Methods in Weighted ANOVA Spaces

In the present paper we study quasi-Monte Carlo rules for approximating integrals over the $d$-dimensional unit cube for functions from weighted Sobolev spaces of regularity one. While the properties of these rules are well understood for anchored Sobolev spaces, this is not the case for the ANOVA spaces, which are another very important type of reference spaces for quasi-Monte Carlo rules. Using a direct approach we provide a formula for the worst case error of quasi-Monte Carlo rules for functions from weighted ANOVA spaces. As a consequence we bound the worst case error from above in terms of weighted discrepancy of the employed integration nodes. On the other hand we also obtain a general lower bound in terms of the number $n$ of used integration nodes. For the one-dimensional case our results lead to the optimal integration rule and also in the two-dimensional case we provide rules yielding optimal convergence rates.

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arXiv2020

A note on the periodic $L_2$-discrepancy of Korobov's $p$-sets

We study the periodic $L_2$-discrepancy of point sets in the $d$-dimensional torus. This discrepancy is intimately connected with the root-mean-square $L_2$-discrepancy of shifted point sets, with the notion of diaphony, and with the worst case error of cubature formulas for the integration of periodic functions in Sobolev spaces of mixed smoothness. In discrepancy theory many results are based on averaging arguments. In order to make such results relevant for applications one requires explicit constructions of point sets with ``average'' discrepancy. In our main result we study Korobov's $p$-sets and show that this point sets have periodic $L_2$-discrepancy of average order. This result is related to an open question of Novak and Woźniakowski.

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arXiv2019

Discrepancy of Digital Sequences: New Results on a Classical QMC Topic

The theory of digital sequences is a fundamental topic in QMC theory. Digital sequences are prototypes of sequences with low discrepancy. First examples were given by Il'ya Meerovich Sobol' and by Henri Faure with their famous constructions. The unifying theory was developed later by Harald Niederreiter. Nowadays there is a magnitude of examples of digital sequences and it is classical knowledge that the star discrepancy of the initial $N$ elements of such sequences can achieve a rate of order $(\log N)^s/N$, where $s$ denotes the dimension. On the other hand, very little has been known about the $L_p$ norm of the discrepancy function of digital sequences for finite $p$, apart from evident estimates in terms of star discrepancy. In this article we give a review of some recent results on various types of discrepancy of digital sequences. This comprises: star discrepancy and weighted star discrepancy, $L_p$-discrepancy, discrepancy with respect to bounded mean oscillation and exponential Orlicz norms, as well as Sobolev, Besov and Triebel-Lizorkin norms with dominating mixed smoothness.

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