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Nicolas Nagel

Publications and source records attributed to Nicolas Nagel.

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Infinite sequences with optimal diaphony, periodic $L_2$-discrepancy, and beyond

We investigate the periodic $L_2$-discrepancy of infinite sequences $§_d$ in $[0,1)^d$ and its analytic counterpart, the diaphony. We prove that infinite order-2 digital sequences over $\mathbb{F}_2$ attain the optimal order $L_{2,N}^{\rm per}(§_d) \le C_d (\log N)^{d/2}/N$ for all $N \in \mathbb{N}\setminus \{1\}$, matching known lower bounds for infinitely many $N \in \mathbb{N}$. This confirms the conjectured optimality of order-2 constructions. By this result, we improve upon previously known constructions using order-5 digital sequences, and reduce the underlying dimension for the interlacing construction from $5d$ to $2d$, significantly improving practicality. We establish our bounds within a broader framework of quasi-Monte Carlo integration for periodic Besov spaces $S_{p,q}^rB(\mathbb{T}^d)$ with dominating mixed smoothness $r \in (1/p,2)$, where $p,q\in [1,\infty]$. Rules based on infinite order-2 digital sequences yield worst-case errors of order $(\log N)^{(d-1)(1-1/q)} / N^{ \min(r,1)}$ for $r \not=1$, and $(\log N)^{d(1-1/q)}/N$ for $r=1$, for all $N \in \mathbb{N}\setminus\{1\}$, while preserving extensibility in $N$.

math.NA

Precise Asymptotics and Exact Formulas for Tensor Product Energies of Fibonacci Lattices

We consider the asymptotics of sums of the form $$ \frac1{F_n^σ} \sum_{m = 1}^{F_n-1} \frac{f(m/F_n)}{\left|{\sin(πm/F_n)}\right|^σ} \frac{f(F_{n-1}m/F_n)}{\left|{\sin(πF_{n-1}m/F_n)}\right|^σ} $$ where $(F_n)_{n \in \mathbb N} = (1, 1, 2, 3, 5, 8, 13, \dots)$ are the Fibonacci numbers. Such sums appear, for example, in the context of discrepancy theory and numerical integration methods reformulated as energy minimization problems. We show that for parameters $σ> 1$ and a large class of functions $f$ the above sum behaves asymptotically like $$ C n + D + O\left((1-\varepsilon)^{n}\right) $$ for some constants $C$ and $D$. These constants can be given via infinite series connected to the Dedekind zeta function over the algebraic number field $\mathbb Q(\sqrt5)$. In special cases we even observe simple closed-form expressions for such sums as above, explicitly proving that $$ \sum_{m=1}^{F_n-1} \frac1{\sin(πm/F_n)^2} \frac1{\sin(πF_{n-1} m/F_n)^2} = \frac{4n}{75} F_{2n} - \frac{17}{225}F_n^2 - (-1)^n \frac2{15} - \frac19. $$

math.NT

Minimizing point configurations for tensor product energies on the torus

We study point configurations on the torus $\mathbb T^d$ that minimize interaction energies with tensor product structure which arise naturally in the context of discrepancy theory and quasi-Monte Carlo integration. Permutation sets on $\mathbb T^2$ and Latin hypercube sets in higher dimensions (i.e. sets whose projections onto coordinate axes are equispaced points) are natural candidates to be energy minimizers. We show that such point configurations that have only one distance in the vector sense minimize the energy for a wide range of potentials, in other words, such sets satisfy a tensor product version of universal optimality. This applies, in particular, to three- and five-point Fibonacci lattices. We also characterize all lattices with this property and exhibit some non-lattice sets of this type. In addition, we obtain several further structural results about global and local minimizers of tensor product energies.

math.MG

On the Global Optimality of Fibonacci Lattices in the Torus

We use linear programming bounds to analyze point sets in the torus with respect to their optimality for problems in discrepancy theory and quasi-Monte Carlo methods. These concepts will be unified by introducing tensor product energies. We show that the canonical $3$-point lattice in any dimension is globally optimal among all $3$-point sets in the torus with respect to a large class of such energies. This is a new instance of universal optimality, a special phenomenon that is only known for a small class of highly structured point sets. In the case of $d=2$ dimensions it is conjectured that so-called Fibonacci lattices should also be optimal with respect to a large class of potentials. To this end we show that the $5$-point Fibonacci lattice is globally optimal for a continuously parametrized class of potentials relevant to the analysis fo the quasi-Monte Carlo method.

math.NA

Tent transformed order $2$ nets and quasi-Monte Carlo rules with quadratic error decay

We investigate the use of order $2$ digital nets for quasi-Monte Carlo quadrature of nonperiodic functions with bounded mixed second derivative over the cube. By using the so-called tent transform and its mapping properties we inherit error bounds from the periodic setting. Our analysis is based on decay properties of the multivariate Faber-Schauder coefficients of functions with bounded mixed second weak derivatives. As already observed by Hinrichs, Markhasin, Oettershagen, T. Ullrich (Numerische Mathematik 2016), order $2$ nets work particularly well on tensorized (periodic) Faber splines. From this we obtain a quadratic decay rate for tent transformed order $2$ nets also in the nonperiodic setting. This improves the formerly best known bound for this class of point sets by a factor of $\log N$. We back up our findings with numerical experiments, even suggesting that the bounds for order $2$ nets can be improved even further. This particularly indicates that point sets of lower complexity (compared to previously considered constructions) may already give (near) optimal error decay rates for quadrature of functions with second order mixed smoothness.

math.NA

On the $L_2$-discrepancy of Latin hypercubes

We investigate $L_2$-discrepancies of what we call weak Latin hypercubes. In this case it turns out that there is a precise equivalence between the extreme and periodic $L_2$-discrepancy which follows from a much broader result about generalized energies for weighted point sets. Motivated by this we study the asymptotics of the optimal $L_2$-discrepancy of weak Latin hypercubes. We determine asymptotically tight bounds for $d \geq 3$ and even the precise (dimension dependent) constant in front of the dominating term for $d \geq 4$.

math.NA

Efficient recovery of non-periodic multivariate functions from few scattered samples

It has been observed by several authors that well-known periodization strategies like tent or Chebychev transforms lead to remarkable results for the recovery of multivariate functions from few samples. So far, theoretical guarantees are missing. The goal of this paper is twofold. On the one hand, we give such guarantees and briefly describe the difficulties of the involved proof. On the other hand, we combine these periodization strategies with recent novel constructive methods for the efficient subsampling of finite frames in $\mathbb{C}$. As a result we are able to reconstruct non-periodic multivariate functions from very few samples. The used sampling nodes are the result of a two-step procedure. Firstly, a random draw with respect to the Chebychev measure provides an initial node set. A further sparsification technique selects a significantly smaller subset of these nodes with equal approximation properties. This set of sampling nodes scales linearly in the dimension of the subspace on which we project and works universally for the whole class of functions. The method is based on principles developed by Batson, Spielman, and Srivastava and can be numerically implemented. Samples on these nodes are then used in a (plain) least-squares sampling recovery step on a suitable hyperbolic cross subspace of functions resulting in a near-optimal behavior of the sampling error. Numerical experiments indicate the applicability of our results.

math.NA

Notes on the Union Closed Sets Conjecture

The Union Closed Sets Conjecture states that in every finite, nontrivial set family closed under taking unions there is an element contained in at least half of all the sets of the family. We investigate two new directions with respect to the conjecture. Firstly, we investigate the frequencies of all elements among a union closed family and pose a question generalizing the Union Closed Sets Conjecture. Secondly, we investigate structures equivalent to union closed families and obtain a weakening of the Union Closed Sets Conjecture. We pose some new open questions about union closed families and related structures and hint at some further directions of research regarding the conjecture.

math.CO

A new upper bound for sampling numbers

We provide a new upper bound for sampling numbers $(g_n)_{n\in \mathbb{N}}$ associated to the compact embedding of a separable reproducing kernel Hilbert space into the space of square integrable functions. There are universal constants $C,c>0$ (which are specified in the paper) such that $$ g^2_n \leq \frac{C\log(n)}{n}\sum\limits_{k\geq \lfloor cn \rfloor} σ_k^2\quad,\quad n\geq 2\,, $$ where $(σ_k)_{k\in \mathbb{N}}$ is the sequence of singular numbers (approximation numbers) of the Hilbert-Schmidt embedding $\text{Id}:H(K) \to L_2(D,\varrho_D)$. The algorithm which realizes the bound is a least squares algorithm based on a specific set of sampling nodes. These are constructed out of a random draw in combination with a down-sampling procedure coming from the celebrated proof of Weaver's conjecture, which was shown to be equivalent to the Kadison-Singer problem. Our result is non-constructive since we only show the existence of a linear sampling operator realizing the above bound. The general result can for instance be applied to the well-known situation of $H^s_{\text{mix}}(\mathbb{T}^d)$ in $L_2(\mathbb{T}^d)$ with $s>1/2$. We obtain the asymptotic bound $$ g_n \leq C_{s,d}n^{-s}\log(n)^{(d-1)s+1/2}\,, $$ which improves on very recent results by shortening the gap between upper and lower bound to $\sqrt{\log(n)}$.

math.NA