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Peter Kritzer

Publications and source records attributed to Peter Kritzer.

53 records · Page 3Linked to original sources
arXiv2015

Approximation in Hermite spaces of smooth functions

We consider $\mathbb{L}_2$-approximation of elements of a Hermite space of analytic functions over $\mathbb{R}^s$. The Hermite space is a weighted reproducing kernel Hilbert space of real valued functions for which the Hermite coefficients decay exponentially fast. The weights are defined in terms of two sequences $\boldsymbol{a} = \{a_j\}$ and $\boldsymbol{b} = \{b_j\}$ of positive real numbers. We study the $n$th minimal worst-case error $e(n,{\rm APP}_s;Λ^{\rm std})$ of all algorithms that use $n$ information evaluations from the class $Λ^{\rm std}$ which only allows function evaluations to be used. We study (uniform) exponential convergence of the $n$th minimal worst-case error, which means that $e(n,{\rm APP}_s; Λ^{\rm std})$ converges to zero exponentially fast with increasing $n$. Furthermore, we consider how the error depends on the dimension $s$. To this end, we study the minimal number of information evaluations needed to compute an $\varepsilon$-approximation by considering several notions of tractability which are defined with respect to $s$ and $\log \varepsilon^{-1}$. We derive necessary and sufficient conditions on the sequences $\boldsymbol{a}$ and $\boldsymbol{b}$ for obtaining exponential error convergence, and also for obtaining the various notions of tractability. It turns out that the conditions on the weight sequences are almost the same as for the information class $Λ^{\rm all}$ which uses all linear functionals. The results are also constructive as the considered algorithms are based on tensor products of Gauss-Hermite rules for multivariate integration. The obtained results are compared with the analogous results for integration in the same Hermite space. This allows us to give a new sufficient condition for EC-weak tractability for integration.

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arXiv2015

Mixed orthogonal arrays, $(u,m,{\bf e},s)$-nets, and $(u,{\bf e},s)$-sequences

We study the classes of $(u,m,{\bf e},s)$-nets and $(u,{\bf e},s)$-sequences, which are generalizations of $(u,m,s)$-nets and $(u,s)$-sequences, respectively. We show equivalence results that link the existence of $(u,m,{\bf e},s)$-nets and so-called mixed (ordered) orthogonal arrays, thereby generalizing earlier results by Lawrence, and Mullen and Schmid. We use this combinatorial equivalence principle to obtain new results on the possible parameter configurations of $(u,m,{\bf e},s)$-nets and $(u,{\bf e},s)$-sequences, which generalize in particular a result of Martin and Stinson.

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arXiv2015

On a projection-corrected component-by-component construction

The component-by-component construction is the standard method of finding good lattice rules or polynomial lattice rules for numerical integration. Several authors have reported that in numerical experiments the generating vector sometimes has repeated components. We study a variation of the classical component-by-component algorithm for the construction of lattice or polynomial lattice point sets where the components are forced to differ from each other. This avoids the problem of having projections where all quadrature points lie on the main diagonal. Since the previous results on the worst-case error do not apply to this modified algorithm, we prove such an error bound here. We also discuss further restrictions on the choice of components in the component-by-component algorithm.

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arXiv2015

Tractability of Multivariate Approximation Defined over Hilbert Spaces with Exponential Weights

We study multivariate approximation defined over tensor product Hilbert spaces. The domain space is a weighted tensor product Hilbert space with exponential weights which depend on two sequences $\boldsymbol{a}=\{a_j\}_{j\in\mathbb{N}}$ and $\boldsymbol{b}=\{b_j\}_{j\in\mathbb{N}}$ of positive numbers, and on a bounded sequence of positive integers $\boldsymbol{m}=\{m_j\}_{j\in\mathbb{N}}$. The sequence $\boldsymbol{a}$ is non-decreasing and the sequence $\boldsymbol{b}$ is bounded from below by a positive number. We find necessary and sufficient conditions on $\boldsymbol{a},\boldsymbol{b}$ and $\boldsymbol{m}$ to achieve the standard and new notions of tractability in the worst case setting.

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arXiv2015

From van der Corput to modern constructions of sequences for quasi-Monte Carlo rules

In 1935 J.G. van der Corput introduced a sequence which has excellent uniform distribution properties modulo 1. This sequence is based on a very simple digital construction scheme with respect to the binary digit expansion. Nowadays the van der Corput sequence, as it was named later, is the prototype of many uniformly distributed sequences, also in the multi-dimensional case. Such sequences are required as sample nodes in quasi-Monte Carlo algorithms, which are deterministic variants of Monte Carlo rules for numerical integration. Since its introduction many people have studied the van der Corput sequence and generalizations thereof. This led to a huge number of results. On the occasion of the 125th birthday of J.G. van der Corput we survey many interesting results on van der Corput sequences and their generalizations. In this way we move from van der Corput's ideas to the most modern constructions of sequences for quasi-Monte Carlo rules, such as, e.g., generalized Halton sequences or Niederreiter's $(t,s)$-sequences.

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arXiv2015

Component-by-component construction of shifted Halton sequences

We study quasi-Monte Carlo integration in a weighted anchored Sobolev space. As the underlying integration nodes we consider Halton sequences in prime bases $\boldsymbol{p}=(p_1,\ldots,p_s)$ which are shifted with a $\boldsymbol{p}$-adic shift based on $\boldsymbol{p}$-adic arithmetic. The error is studied in the worst-case setting. In a recent paper, Hellekalek together with the authors of this article proved optimal error bounds in the root mean square sense, where the mean was extended over the uncountable set of all possible $\boldsymbol{p}$-adic shifts. Here we show that candidates for good shifts can in fact be chosen from a finite set and can be found by a component-by-component algorithm.

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arXiv2014

Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces

In this paper, we study quasi-Monte Carlo (QMC) integration in weighted Sobolev spaces. In contrast to many previous results the QMC algorithms considered here are of open type, i.e., they are extensible in the number of sample points without having to discard the samples already used. As the underlying integration nodes we consider randomized Halton sequences in prime bases $\boldsymbol{p}=(p_1,...,p_s)$ for which we study the root mean square (RMS) worst-case error. The randomization method is a $\boldsymbol{p}$-adic shift which is based on $\boldsymbol{p}$-adic arithmetic. The obtained error bounds are optimal in the order of magnitude of the number of sample nodes. Furthermore we obtain conditions on the coordinate weights under which the error bounds are independent of the dimension $s$. In terms of the field of Information-Based Complexity this means that the corresponding QMC rule achieves a strong polynomial tractability error bound. Our findings on the RMS worst-case error of randomized Halton sequences can be carried over to the RMS $L_2$-discrepancy. Except for the $\boldsymbol{p}$-adic shift our results are fully constructive and no search algorithms (such as the component-by-component algorithm) are required.

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arXiv2014

Numerical integration in $\log$-Korobov and $\log$-cosine spaces

QMC rules are equal weight quadrature rules for approximating integrals over $[0,1]^s$. One line of research studies the integration error of functions in the unit ball of so-called Korobov spaces, which are Hilbert spaces of periodic functions on $[0,1]^s$ with square integrable partial mixed derivatives of order $α$. Using Parseval's identity, this smoothness can be defined for all real numbers $α> 1/2$. This condition is necessary as otherwise the Korobov space contains discontinuous functions for which function evaluation is not well defined. This paper is concerned with more precise endpoint estimates of the integration error using QMC rules for Korobov spaces with $α$ arbitrarily close to $1/2$. To obtain such estimates we introduce a $\log$-scale for functions with smoothness close to $1/2$, which we call $\log$-Korobov spaces. We show that lattice rules can be used to obtain an integration error of order $\mathcal{O}(N^{-1/2} (\log N)^{-μ(1-λ)/2})$ for any $1/μ<λ\le 1$, where $μ>1$ is a power in the $\log$-scale. We also consider tractability of numerical integration for weighted Korobov spaces with product weights $(γ_j)_{j \in \mathbb{N}}$. It is known that if $\sum_{j=1}^\infty γ_j^τ< \infty$ for some $1/(2α) < τ\le 1$ one can obtain error bounds which are independent of the dimension. In this paper we give a more refined estimate for the case where $τ$ is close to $1/(2 α)$, namely we show dimension independent error bounds under the condition that $\sum_{j=1}^\infty γ_j \max\{1, \log γ_j^{-1}\}^{μ(1-λ)} < \infty$ for some $1/μ< λ\le 1$. The essential tool in our analysis is a $\log$-scale Jensen's inequality. The results described above also apply to integration in $\log$-cosine spaces using tent-transformed lattice rules.

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arXiv2014

Discrepancy estimates for index-transformed uniformly distributed sequences

In this paper we show discrepancy bounds for index-transformed uniformly distributed sequences. From a general result we deduce very tight lower and upper bounds on the discrepancy of index-transformed van der Corput-, Halton-, and $(t,s)$-sequences indexed by the sum-of-digits function. We also analyze the discrepancy of sequences indexed by other functions, such as, e.g., $\lfloor n^α\rfloor$ with $0 < α< 1$.

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arXiv2014

Tractability of multivariate analytic problems

In the theory of tractability of multivariate problems one usually studies problems with finite smoothness. Then we want to know which $s$-variate problems can be approximated to within $\varepsilon$ by using, say, polynomially many in $s$ and $\varepsilon^{-1}$ function values or arbitrary linear functionals. There is a recent stream of work for multivariate analytic problems for which we want to answer the usual tractability questions with $\varepsilon^{-1}$ replaced by $1+\log \varepsilon^{-1}$. In this vein of research, multivariate integration and approximation have been studied over Korobov spaces with exponentially fast decaying Fourier coefficients. This is work of J. Dick, G. Larcher, and the authors. There is a natural need to analyze more general analytic problems defined over more general spaces and obtain tractability results in terms of $s$ and $1+\log \varepsilon^{-1}$. The goal of this paper is to survey the existing results, present some new results, and propose further questions for the study of tractability of multivariate analytic questions.

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arXiv2014

Discrepancy bounds for low-dimensional point sets

The class of $(t,m,s)$-nets and $(t,s)$-sequences, introduced in their most general form by Niederreiter, are important examples of point sets and sequences that are commonly used in quasi-Monte Carlo algorithms for integration and approximation. Low-dimensional versions of $(t,m,s)$-nets and $(t,s)$-sequences, such as Hammersley point sets and van der Corput sequences, form important sub-classes, as they are interesting mathematical objects from a theoretical point of view, and simultaneously serve as examples that make it easier to understand the structural properties of $(t,m,s)$-nets and $(t,s)$-sequences in arbitrary dimension. For these reasons, a considerable number of papers have been written on the properties of low-dimensional nets and sequences.

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arXiv2014

A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights

Lattice rules and polynomial lattice rules are quadrature rules for approximating integrals over the $s$-dimensional unit cube. Since no explicit constructions of such quadrature methods are known for dimensions $s > 2$, one usually has to resort to computer search algorithms. The fast component-by-component approach is a useful algorithm for finding suitable quadrature rules. We present a modification of the fast component-by-component algorithm which yields savings of the construction cost for (polynomial) lattice rules in weighted function spaces. The idea is to reduce the size of the search space for coordinates which are associated with small weights and are therefore of less importance to the overall error compared to coordinates associated with large weights. We analyze tractability conditions of the resulting QMC rules. Numerical results demonstrate the effectiveness of our method.

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arXiv2014

Integration in Hermite spaces of analytic functions

We study integration in a class of Hilbert spaces of analytic functions defined on the $\mathbb{R}^s$. The functions are characterized by the property that their Hermite coefficients decay exponentially fast. We use Gauss-Hermite integration rules and show that the error of our algorithms decays exponentially fast. Furthermore, we give necessary and sufficient conditions under which we achieve exponential convergence with weak, polynomial, and strong polynomial tractability.

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arXiv2013

Propagation rules for (u,m,e,s)-nets and (u,e,s)-sequences

The classes of $(u,m,{\bf e},s)$-nets and $(u,{\bf e},s)$-sequences were recently introduced by Tezuka, and in a slightly more restrictive form by Hofer and Niederreiter. We study propagation rules for these point sets, which state how one can obtain $(u,m,{\bf e},s)$-nets and $(u,{\bf e},s)$-sequences with new parameter configurations from existing ones. In this way, we show generalizations and extensions of several well-known construction methods that have previously been shown for $(t,m,s)$-nets and $(t,s)$-sequences. We also develop a duality theory for digital $(u,m,{\bf e},s)$-nets and present a new construction of such nets based on global function fields.

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arXiv2012

Approximation of analytic functions in Korobov spaces

We study multivariate $L_2$-approximation for a weighted Korobov space of analytic periodic functions for which the Fourier coefficients decay exponentially fast. The weights are defined, in particular, in terms of two sequences $\boldsymbol{a} =\{a_j\}$ and $\boldsymbol{b} =\{b_j\}$ of numbers no less than one. Let $e^{L_2-\mathrm{app},Λ}(n,s)$ be the minimal worst-case error of all algorithms that use $n$ information functionals from the class $Λ$ in the $s$-variate case. We consider two classes $Λ$: the class $Λ^{\rm all}$ consists of all linear functionals and the class $Λ^{\rm std}$ consists of only function valuations. We study (EXP) exponential convergence. This means that $$ e^{L_2-\mathrm{app},Λ}(n,s) \le C(s)\,q^{\,(n/C_1(s))^{p(s)}}\quad{for all}\quad n, s \in \mathbb{N} $$ where $q\in(0,1)$, and $C,C_1,p:\mathbb{N} \rightarrow (0,\infty)$. If we can take $p(s)=p>0$ for all $s$ then we speak of (UEXP) uniform exponential convergence. We also study EXP and UEXP with (WT) weak, (PT) polynomial and (SPT) strong polynomial tractability. These concepts are defined as follows. Let $n(\e,s)$ be the minimal $n$ for which $e^{L_2-\mathrm{app},Λ}(n,s)\le \e$. Then WT holds iff $\lim_{s+\log\,\e^{-1}\to\infty}(\log n(\e,s))/(s+\log\,\e^{-1})=0$, PT holds iff there are $c,τ_1,τ_2$ such that $n(\e,s)\le cs^{τ_1}(1+\log\,\e^{-1})^{τ_2}$ for all $s$ and $\e\in(0,1)$, and finally SPT holds iff the last estimate holds for $τ_1=0$. The infimum of $τ_2$ for which SPT holds is called the exponent $τ^*$ of SPT. We prove that the results are the same for both classes $Λ$, and obtain conditions for WT, PT, SPT with and without EXP and UEXP.

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arXiv2012

A higher order Blokh-Zyablov propagation rule for higher order nets

Higher order nets were introduced by Dick as a generalisation of classical $(t,m,s)$-nets, which are point sets frequently used in quasi-Monte Carlo integration algorithms. Essential tools in finding such point sets of high quality are propagation rules, which make it possible to generate new higher order nets from existing higher order nets and even classical $(t,m,s)$-nets. Such propagation rules for higher order nets were first considered by the authors in [J. Dick, P. Kritzer. Duality theory and propagation rules for generalized digital nets. Math. Comp. 79, 993--1017, 2010] and further developed in [J. Baldeaux, J. Dick, F. Pillichshammer. Duality theory and propagation rules for higher order nets. Discrete Math. 311, 362--386, 2011]. In [E.L. Blokh, V.V. Zyablov. Coding of generalized concatenated codes. Problems of Information Transmission, 10, 218--222, 1974] Blokh and Zyablov established a very general propagation rule for linear codes. This propagation rule has been extended to $(t,m,s)$-nets by Schürer and Schmid in [R. Schürer, W.Ch. Schmid. \textit{MinT---the database of optimal net, code, OA, and OOA parameters}. Available at: \texttt{http://mint.sbg.ac.at}]. In this paper we show that this propagation rule can also be extended to higher order nets. Examples indicate that this propagation rule yields new higher order nets with significantly higher quality.

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