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Josef Dick

Publications and source records attributed to Josef Dick.

At least 19 recordsLinked to original sources

High Probability Derivative Bounds for Random tanh Neural Networks on a Hypercube

We establish high-probability bounds for mixed input derivatives of wide random neural networks whose activation derivatives satisfy a factorial growth bound. Our main result specializes these estimates to $\tanh$ networks with Xavier initialization. A direct deterministic analysis based on Euclidean operator norms of the weight matrices yields derivative bounds that generally grow exponentially with the depth. We show that this growth can be substantially improved for sufficiently wide Gaussian networks by isolating the term that is linear in the highest-order derivative and controlling the corresponding tangent directions by measurable finite nets. For scalar-output $\tanh$ networks with Gaussian weights and Xavier initialization, we prove that there exist constants $C,C_0,C_1>0$ such that, whenever the common hidden width satisfies $n \geq C\left(L^3n_0^2(1+\log n_0)+L^2\left(1+\log(L/\eta)\right)\right)$, then, with probability at least $1-\eta$, the estimate $\left|D^u\mathcal{R}_{\Phi^{(L)}}(x)\right| \leq C_0 |u|! (C_1L)^{|u|-1}\prod_{j\in u}\beta_j(\eta,n_0)$ holds simultaneously for every non-empty $u\subseteq[n_0]$ and every $x\in[0,1]^{n_0}$. Thus, the first-order derivative bound is independent of the depth, while a square-free mixed derivative of order $|u|$ grows at most polynomially as $L^{|u|-1}$, apart from the coordinate factors. As consequences, we obtain high-probability bounds for the Euclidean Lipschitz constant and for weighted Sobolev norms of the network realization. The latter connect the derivative estimates to quasi-Monte Carlo integration and indicate how such regularity can enter the analysis of QMC-based training.

cs.LG

The $L_1$-Discrepancy with Nonnegative Weights Suffers from the Curse of Dimensionality

We prove that the $L_1$-discrepancy with arbitrary nonnegative weights suffers from the curse of dimensionality. More precisely, for every $\varepsilon \in (0,1)$ and $d \in \mathbb{N}$, the inverse of the $L_1$-discrepancy satisfies \[ N_{1,+}(\varepsilon, d) \ge \frac{(1-\varepsilon)^2}{1 + \varepsilon} \left( \frac{3+2 \sqrt{3}}{6}\right)^d, \] where $(3+2\sqrt{3})/6 = 1.07735\ldots$. The proof combines a change to a volume-biased probability measure with a fractional-moment estimate for the normalized discrepancy function. The lower bound applies, in particular, to equally weighted point sets. The argument uses the nonnegativity of the weights in an essential way and does not cover arbitrary signed weights.

math.NA

A Proof of the Novak--Wo\'{z}niakowski Conjecture: Optimal Polynomial Tractability Exponents for the Inverse Star Discrepancy

The inverse of the star discrepancy $n^\ast(d, \varepsilon)$ satisfies \[ d \varepsilon^{-1} \lesssim n^{\ast}(d,\varepsilon)\lesssim d\varepsilon^{-2} \] for all $d \in \mathbb{N}$ and $0 < \varepsilon < \varepsilon_0$. The upper bound was established by Heinrich, Novak, Wasilkowski and Wo\'{z}niakowski (2001), while the lower bound is due to Hinrichs (2004). Steinerberger (2023) subsequently gave an elementary proof of the latter result. These bounds imply that the inverse of the star discrepancy depends linearly on the dimension, but the exact exponent of $\varepsilon^{-1}$ had remained open. In this paper we prove a lower bound which shows that the exponent $2$ of $\varepsilon^{-1}$ in the upper bound cannot be improved. More precisely, for every $0<\alpha<1$ and fixed $0 0$ and $\varepsilon_{\alpha,A}>0$ such that, for every $0<\varepsilon<\varepsilon_{\alpha,A}$ and every integer $d$ satisfying \[ A\varepsilon^{-\alpha}\le d\le B\varepsilon^{-\alpha}, \] one has \[ n^\ast(d,\varepsilon) \ge c_{\alpha,B}\,d\,\varepsilon^{-(2-\alpha)}. \] Along these polynomial strips the right-hand side is of order $\varepsilon^{-2}$. Consequently, every uniform polynomial upper estimate $n^{\ast}(d,\varepsilon)\le C d^q\varepsilon^{-p}$ must satisfy $p\ge2$. Together with the lower bound of Hinrichs (2004), which forces $q\ge1$, this proves that the exponents $p=2$ and $q=1$ in the Heinrich--Novak--Wasilkowski--Wo\'{z}niakowski upper bound are individually optimal. In particular, the optimal exponent $p^\ast = 2$, thereby proving the Novak--Wo\'{z}niakowski conjecture.

math.NA

Spherical Cap $L_2$ Discrepancy -- Blessing of Dimensionality and a Balanced Large-Cap Variant

We prove that the information complexity (i.e., the inverse) of the classical spherical cap $L_2$ discrepancy on the $d$-dimensional sphere $\mathbb{S}^d$ decreases with dimension $d$, indicating a ``blessing of dimensionality'' for the associated numerical integration problem. We then introduce a modified spherical cap $L_2$ discrepancy that emphasizes large caps (close to hemispheres). For this variant, the problem does not become easier with increasing $d$. We also establish a Stolarsky invariance principle which connects the modified spherical cap $L_2$ discrepancy to numerical integration in the Sobolev space $H^{(d+1)/2}(\mathbb{S}^d)$, represented by the reproducing kernel $K(\boldsymbol{x}, \boldsymbol{y}) = 1 - \tfrac{1}{\sqrt{2}} \|\boldsymbol{x} - \boldsymbol{y}\|$. Stolarsky's invariance principle then implies that the worst-case integration error in this space grows polynomially with $d$.

math.NA

A deterministic multiple-shift lattice algorithm for function approximation in Korobov and half-period Cosine spaces

Approximating multivariate periodic functions in weighted Korobov spaces via rank-1 lattices is fundamentally limited by frequency aliasing. Existing optimal-rate methods rely on randomized constructions or large pre-computations. We propose a fully deterministic multiple-shift lattice algorithm without pre-computation. First, we develop a simplified multiple shift framework for aliased frequency fibers that reduces sampling costs. Second, leveraging the Chinese Remainder Theorem and the Weil bound, we introduce an adaptive hybrid construction that algebraically guarantees the full rank and bounded condition number of the reconstruction matrix. We rigorously prove that this deterministic method maintains the optimal convergence rate in the worst-case setting. Furthermore, we extend this framework to non-periodic, half-period cosine spaces via the tent transformation. By establishing a strict projection equivalence, we prove that the algorithm attains optimal $L_2$ and $L_\infty$ approximation orders in the half-period cosine space, successfully resolving an open theoretical problem posed by Suryanarayana et al. (2016). This mathematically also validates the proposed algorithm as a generic meshless spectral solver for high-dimensional boundary value problems, such as the Poisson equation with Neumann conditions. Numerical experiments corroborate the theoretical bounds, demonstrating an order-of-magnitude reduction in sampling complexity over probabilistic baselines while ensuring absolute deterministic stability.

math.NA

Worst-case $L_p$-approximation of periodic functions using median lattice algorithms

We study the worst-case approximation of multivariate periodic functions from the weighted Korobov space $H_{d,\alpha,\gamma}$ with smoothness $\alpha>1/2$ in the Lebesgue norm $L_p([0,1]^d)$ for $1\le p\le\infty$. We analyze a \emph{median lattice algorithm} that reconstructs a truncated Fourier series by approximating the coefficients on a hyperbolic-cross-type index set using $R$ rank-1 lattice sampling rules with independent randomly chosen generating vectors, and then aggregating the resulting coefficient estimators via the componentwise median. For an odd number of repetitions $R>1$ and an odd prime lattice size $N$, we prove high-probability error bounds in both $L_\infty$ and $L_2$. Interpolation then yields the result for all $1 \le p\le\infty$. In particular, with a high probability, the algorithm satisfies \[ \mathrm{err}(H_{d,\alpha,\gamma},L_p,A)\ \le\ C_{d,\alpha,\beta,\boldsymbol{\gamma},p}\, N^{- \alpha + (\frac12 - \frac1p)_+ + \beta }, \qquad 1 \le p\le\infty,\ \beta>0, \] where $(x)_+ = \max\{x, 0\}$, $N$ is the number of function evaluations, and the weights $\boldsymbol{\gamma}$ and the constant $C_{d,\alpha,\beta,\boldsymbol{\gamma},p}$ are independent of $N$. For $p=\infty$, $C_{d,\alpha,\beta,\boldsymbol{\gamma},\infty}$ is dimension-independent under the summability condition $\sum_{j=1}^\infty \gamma_j^{1/(2\alpha)}<\infty$. These results extend recent analyses of median-based lattice approximation in $L_2$ and complement related multiple-shift lattice approaches, showing that median aggregation yields nearly optimal $L_p$-approximation rates (up to logarithmic factors and an arbitrarily small loss) in weighted Korobov spaces.

math.NA

The inverse of the star discrepancy of a union of randomly shifted Korobov rank-1 lattice point sets depends polynomially on the dimension

The inverse of the star discrepancy, $N(\epsilon, s)$, defined as the minimum number of points required to achieve a star discrepancy of at most $\epsilon$ in dimension $s$, is known to depend linearly on $s$. However, explicit constructions achieving this optimal linear dependence remain elusive. Recently, Dick and Pillichshammer (2025) made significant progress by showing that a multiset union of randomly digitally shifted Korobov polynomial lattice point sets almost achieve the optimal dimension dependence with high probability. In this paper, we investigate the analog of this result in the setting of classical integer arithmetic using Fourier analysis. We analyze point sets constructed as multiset unions of Korobov rank-1 lattice point sets modulo a prime $N$. We provide a comprehensive analysis covering four distinct construction scenarios, combining either random or fixed integer generators with either continuous torus shifts or discrete grid shifts. We prove that in all four cases, the star discrepancy is bounded by a term of order $O(s \log(N_{tot}) / \sqrt{N_{tot}})$ with high probability, where $N_{tot}$ is the total number of points. This implies that the inverse of the star discrepancy for these structured sets depends quadratically on the dimension $s$. While the proofs are probabilistic, our results significantly reduce the search space for optimal point sets from a continuum to a finite set of candidates parameterized by integer generators and random shifts.

math.NA

A lattice algorithm with multiple shifts for function approximation in Korobov spaces

In this paper, we propose a novel algorithm for function approximation in a weighted Korobov space based on shifted rank-1 lattice rules. To mitigate aliasing errors inherent in lattice-based Fourier coefficient estimation, we employ $\mathcal{O}((\log N)^{2d-1})$ shifted copies of a single rank-1 lattice and recover each Fourier coefficient via a least-squares procedure. Writing $p$ for the total number of function evaluations, we show that the resulting approximation achieves the optimal convergence rate for the $L_{\infty}$-approximation error in the worst-case setting, namely $\mathcal{O}(p^{-\alpha+1/2+\varepsilon})$ for arbitrarily small $\varepsilon>0$. Moreover, by incorporating random shifts, the algorithm attains the optimal rate for the $L_{2}$-approximation error in the randomized setting, which is $\mathcal{O}(p^{-\alpha+\varepsilon})$. Numerical experiments illustrate the practical performance of the algorithms and the qualitative behavior predicted by the theoretical analysis.

math.NA

Second order interlaced polynomial lattice rules for integration over $\mathbb{R}^s$

We study numerical integration of functions $f: \mathbb{R}^{s} \to \mathbb{R}$ with respect to a probability measure. By applying the corresponding inverse cumulative distribution function, the problem is transformed into integrating an induced function over the unit cube $(0,1)^{s}$. We introduce a new orthonormal system: \emph{order~2 localized Walsh functions}. These basis functions retain the approximation power of classical Walsh functions for twice-differentiable integrands while inheriting the spatial localization of Haar wavelets. Localization is crucial because the transformed integrand is typically unbounded at the boundary. We show that the worst-case quasi-Monte Carlo integration error decays like $\mathcal{O}(N^{-1/\lambda})$ for every $\lambda \in (1/2,1]$. As an application, we consider elliptic partial differential equations with a finite number of log-normal random coefficients and show that our error estimates remain valid for their stochastic Galerkin discretizations by applying a suitable importance sampling density.

math.NA

The star discrepancy of a union of randomly digitally shifted Korobov polynomial lattice point sets depends polynomially on the dimension

The star discrepancy is a quantitative measure of the uniformity of a point set in the unit cube. A central quantity of interest is the inverse of the star discrepancy, $N(\varepsilon, s)$, defined as the minimum number of points required to achieve a star discrepancy of at most~$\varepsilon$ in dimension~$s$. It is known that $N(\varepsilon, s)$ depends only linearly on the dimension~$s$. All known proofs of this result are non-constructive. Finding explicit point set constructions that achieve this optimal linear dependence on the dimension remains a major open problem. In this paper, we make progress on this question by analyzing point sets constructed from a multiset union of digitally shifted Korobov polynomial lattice point sets. Specifically, we show the following two results. A union of randomly generated Korobov polynomial lattice point sets shifted by a random digital shift of depth $m$ can achieve a star discrepancy whose inverse depends only linearly on $s$. The second result shows that a union of all Korobov polynomial lattice point sets, each shifted by a different random digital shift, achieves the same star discrepancy bound. While our proof relies on a concentration result (Bennett's inequality) and is therefore non-constructive, it significantly reduces the search space for such point sets from a continuum of possibilities to a finite set of candidates, marking a step towards a fully explicit construction.

math.NA

A decomposition-based robust training of physics-informed neural networks for nearly incompressible linear elasticity

Due to divergence instability, the accuracy of low-order conforming finite element methods for nearly incompressible elasticity equations deteriorates as the Lam\'e coefficient $\lambda\to\infty$, or equivalently as the Poisson ratio $\nu\to1/2$. This phenomenon, known as locking or non-robustness, remains not fully understood despite extensive investigation. In this work, we illustrate first that an analogous instability arises when applying the popular Physics-Informed Neural Networks (PINNs) to nearly incompressible elasticity problems, leading to significant loss of accuracy and convergence difficulties. Then, to overcome this challenge, we propose a robust decomposition-based PINN framework that reformulates the elasticity equations into balanced subsystems, thereby eliminating the ill-conditioning that causes locking. Our approach simultaneously solves the forward and inverse problems to recover both the decomposed field variables and the associated external conditions. We will also perform a convergence analysis to further enhance the reliability of the proposed approach. Moreover, through various numerical experiments, including constant, variable and parametric Lam\'e coefficients, we illustrate the efficiency of the proposed methodology.

math.NA

A median QMC method for unbounded integrands over $\mathbb{R}^{s}$ in weighted unanchored Sobolev spaces

This paper investigates quasi-Monte Carlo (QMC) integration of Lebesgue integrable functions with respect to a density function over $\mathbb{R}^s$. We extend the construction-free median QMC rule proposed by Goda and L'ecuyer (SIAM J. Sci. Comput., 2022) to the weighted unanchored Sobolev space of functions defined over $\mathbb{R}^s$ introduced by Nichols and Kuo (J. Complexity, 2014). By taking the median of $k = \mathcal{O}(\log N)$ independent randomized QMC estimators, we prove that for any $\epsilon\in (0,r-\frac{1}{2}]$, our method achieves a mean absolute error bound of $\mathcal{O}(N^{-r+\epsilon})$, where $N$ is the number of points and $r>\frac{1}{2}$ is a parameter determined by the function space. This rate matches the rate of randomly shifted lattice rules obtained via a component-by-component (CBC) construction, while our approach requires no specific CBC constructions or prior knowledge of the space's weight structure. Numerical experiments demonstrate that our method attains an accuracy comparable to the CBC construction based method, and outperforms the Monte Carlo method.

math.NA

On the quasi-uniformity properties of quasi-Monte Carlo point sets and sequences -- Part I: Lattices and Kronecker sequences

The discrepancy of a point set quantifies how well the points are distributed, with low-discrepancy point sets demonstrating exceptional uniform distribution properties. Such sets are integral to quasi-Monte Carlo methods, which approximate integrals over the unit cube for integrands of bounded variation. In contrast, quasi-uniform point sets are characterized by optimal separation and covering radii, making them well-suited for applications such as radial basis function approximation. This paper explores the quasi-uniformity properties of quasi-Monte Carlo point sets constructed from lattices and also Kronecker sequences. Specifically, we analyze rank-1 lattice point sets, Fibonacci lattice point sets, Frolov point sets, and Kronecker sequences (also referred to as $(n \boldsymbol{\alpha})$-sequences), providing insights into their potential for use in applications that require both low-discrepancy and quasi-uniform distribution. As an example, we show that the $(n \boldsymbol{\alpha})$-sequence with $\alpha_j = 2^{j/(d+1)}$ for $j \in \{1, 2, \ldots, d\}$ is quasi-uniform and has low-discrepancy. The quasi-uniformity properties of quasi-Monte Carlo digital nets and sequences will be studied in a companion paper.

math.NT

On the quasi-uniformity properties of quasi-Monte Carlo point sets and sequences -- Part II: digital nets and sequences

We study the quasi-uniformity properties of digital nets, a class of quasi-Monte Carlo point sets. Quasi-uniformity is a space-filling property used for instance in experimental designs and radial basis function approximation. However, it has not been investigated so far whether common low-discrepancy digital nets are quasi-uniform, with the exception of the two-dimensional Sobol' sequence, which has recently been shown not to be quasi-uniform. In this paper, with the goal of constructing quasi-uniform low-discrepancy digital nets, we introduce the notion of well-separated point sets and provide an algebraic criterion to determine whether a given sequence of digital nets is well-separated. Using this criterion, we present an example of a two-dimensional digital net which has low-discrepancy and is quasi-uniform. Additionally, we provide several counterexamples of low-discrepancy digital nets that are not quasi-uniform.

math.NT

Lebesgue constants for the Walsh system and the discrepancy of the van der Corput sequence

In this short note we report on a coincidence of two mathematical quantities that, at first glance, have little to do with each other. On the one hand, there are the Lebesgue constants of the Walsh function system that play an important role in approximation theory, and on the other hand there is the star discrepancy of the van der Corput sequence that plays a prominent role in uniform distribution theory. Over the decades, these two quantities have been examined in great detail independently of each other and important results have been proven. Work in these areas has been carried out independently, but as we show here, they actually coincide. Interestingly, many theorems have been discovered in both areas independently, but some results have only been known in one area but not in the other.

math.NT

Tractability results for integration in subspaces of the Wiener algebra

In this paper, we present some new (in-)tractability results related to the integration problem in subspaces of the Wiener algebra over the $d$-dimensional unit cube. We show that intractability holds for multivariate integration in the standard Wiener algebra in the deterministic setting, in contrast to polynomial tractability in an unweighted subspace of the Wiener algebra recently shown by Goda (2023). Moreover, we prove that multivariate integration in the subspace of the Wiener algebra introduced by Goda is strongly polynomially tractable if we switch to the randomized setting, where we obtain a better $\varepsilon$-exponent than the one implied by the standard Monte Carlo method. We also identify subspaces in which multivariate integration in the deterministic setting are (strongly) polynomially tractable and we compare these results with the bound which can be obtained via Hoeffding's inequality.

cs.CC

QMC integration based on arbitrary (t,m,s)-nets yields optimal convergence rates on several scales of function spaces

We study the integration problem over the $s$-dimensional unit cube on four types of Banach spaces of integrands. First we consider Haar wavelet spaces, consisting of functions whose Haar wavelet coefficients exhibit a certain decay behavior measured by a parameter $\alpha >0$. We study the worst case error of integration over the norm unit ball and provide upper error bounds for quasi-Monte Carlo (QMC) cubature rules based on arbitrary $(t,m,s)$-nets as well as matching lower error bounds for arbitrary cubature rules. These results show that using arbitrary $(t,m,s)$-nets as sample points yields the best possible rate of convergence. Afterwards we study spaces of integrands of fractional smoothness $\alpha \in (0,1)$ and state a sharp Koksma-Hlawka-type inequality. More precisely, we show that on those spaces the worst case error of integration is equal to the corresponding fractional discrepancy. Those spaces can be continuously embedded into tensor product Bessel potential spaces, also known as Sobolev spaces of dominated mixed smoothness, with the same set of parameters. The latter spaces can be embedded into suitable Besov spaces of dominating mixed smoothness $\alpha$, which in turn can be embedded into the Haar wavelet spaces with the same set of parameters. Therefore our upper error bounds on Haar wavelet spaces for QMC cubatures based on $(t,m,s)$-nets transfer (with possibly different constants) to the corresponding spaces of integrands of fractional smoothness and to Sobolev and Besov spaces of dominating mixed smoothness. Moreover, known lower error bounds for periodic Sobolev and Besov spaces of dominating mixed smoothness show that QMC integration based on arbitrary $(t,m,s)$-nets yields the best possible convergence rate on periodic as well as on non-periodic Sobolev and Besov spaces of dominating smoothness.

math.NA

Time-fractional diffusion equations with randomness, and efficient numerical estimations of expected values

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on the parametric space corresponding to the random coefficients) of linear functionals acting on the solution of our model problem. To estimate the expected value computationally, the infinite expansions of the random parameter need to be truncated. Then we approximate the high-dimensional integral over the random field using a high-order quasi-Monte Carlo method. This follows by approximating the deterministic solution over the space-time domain via a second-order accurate time-stepping scheme in combination with a spatial discretization by Galerkin finite elements. Under reasonable regularity assumptions on the given data, we show some regularity properties of the continuous solution and investigate the errors from estimating the expected value. We report on numerical experiments that complement the theoretical results.

math.NA