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Ralph Kritzinger

Publications and source records attributed to Ralph Kritzinger.

18 recordsLinked to original sources
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

Uniformly distributed sequences generated by a greedy minimization of the $L_2$ discrepancy

The aim of this paper is to develop greedy algorithms which generate uniformly distributed sequences in the $d$-dimensional unit cube $[0,1]^d$. The figures of merit are three different variants of $L_2$ discrepancy. Theoretical results along with numerical experiments suggest that the resulting sequences have excellent distribution properties. The approach we follow here is motivated by recent work of Steinerberger and Pausinger who consider similar greedy algorithms, where they minimize functionals that can be related to the star discrepancy or energy of point sets. In contrast to many greedy algorithms where the resulting elements of the sequence can only be given numerically, we will find that in the one-dimensional case our algorithms yield rational numbers which we can describe precisely. In particular, we will observe that any initial segment of a sequence in $[0,1)$ can be naturally extended to a uniformly distributed sequence where all subsequent elements are of the form $x_N=\frac{2n-1}{2N}$ for some $n\in\{1,\dots,N\}$. We will also investigate the dependence of the $L_2$ discrepancy of the resulting sequences on the dimension $d$.

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arXiv2020

Improved dispersion bounds for modified Fibonacci lattices

We study the dispersion of point sets in the unit square; i.e. the size of the largest axes-parallel box amidst such point sets. It is known that $\liminf_{N\to\infty} N\mathrm{disp}(N,2)\in \left[\frac54,2\right],$ where $\mathrm{disp}(N,2)$ is the minimal possible dispersion for an $N$-element point set in the unit square. The upper bound 2 is obtained by an explicit point construction - the well-known Fibonacci lattice. In this paper we find a modification of this point set such that its dispersion is significantly lower than the dispersion of the Fibonacci lattice. Our main result will imply that $\liminf_{N\to\infty} N\mathrm{disp}(N,2)\leq \varphi^3/\sqrt{5}=1.894427...$

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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

Dispersion of digital $(0,m,2)$-nets

We study the dispersion of digital $(0,m,2)$-nets; i.e. the size of the largest axes-parallel box within such point sets. Digital nets are an important class of low-discrepancy point sets. We prove tight lower and upper bounds for certain subclasses of digital nets where the generating matrices are of triangular form and compute the dispersion of special nets such as the Hammersley point set exactly.

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arXiv2019

Extremal Distributions of Discrepancy functions

The irregularities of a distribution of $N$ points in the unit interval are often measured with various notions of discrepancy. The discrepancy function can be defined with respect to intervals of the form $[0,t)\subset [0,1)$ or arbitrary subintervals of the unit interval. In the former case, it is a well known fact in discrepancy theory that the $N$-element point set in the with the lowest $L_2$ or $L_{\infty}$ norm of the discrepancy function is the centered regular grid $$ Γ_N:=\left\{\frac{2n+1}{2N}: n=0,1,\dots,N-1\right\}. $$ We show a stronger result on the distribution of discrepancy functions of point sets in $[0,1]$, which basically says that the distribution of the discrepancy function of $Γ_N$ is in some sense minimal among all $N$-element point sets. As a consequence, we can extend the above result to rearrangement-invariant norms, including $L_p$, Orlicz and Lorentz norms. We study the same problem for the discrepancy notions with respect to arbitrary subintervals. In this case, we will observe that we have to deal with integrals of convolutions of functions. To this end, we prove a general upper bound on such expressions, which might be of independent interest as well.

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arXiv2018

Digital nets in dimension two with the optimal order of $L_p$ discrepancy

We study the $L_p$ discrepancy of two-dimensional digital nets for finite $p$. In the year 2001 Larcher and Pillichshammer identified a class of digital nets for which the symmetrized version in the sense of Davenport has $L_2$ discrepancy of the order $\sqrt{\log N}/N$, which is best possible due to the celebrated result of Roth. However, it remained open whether this discrepancy bound also holds for the original digital nets without any modification. In the present paper we identify nets from the above mentioned class for which the symmetrization is not necessary in order to achieve the optimal order of $L_p$ discrepancy for all $p \in [1,\infty)$. Our findings are in the spirit of a paper by Bilyk from 2013, who considered the $L_2$ discrepancy of lattices consisting of the elements $(k/N,\{k α\})$ for $k=0,1,\ldots,N-1$, and who gave Diophantine properties of $α$ which guarantee the optimal order of $L_2$ discrepancy.

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arXiv2017

Finding exact formulas for the $L_2$ discrepancy of digital $(0,n,2)$-nets via Haar functions

We use the Haar function system in order to study the $L_2$ discrepancy of a class of digital $(0,n,2)$-nets. Our approach yields exact formulas for this quantity, which measures the irregularities of distribution of a set of points in the unit interval. We will obtain such formulas not only for the classical digital nets, but also for shifted and symmetrized versions thereof. The basic idea of our proofs is to calculate all Haar coefficents of the discrepancy function exactly and insert them into Parseval's identity. We will also discuss reasons why certain (symmetrized) digital nets fail to achieve the optimal order of $L_2$ discrepancy and use the Littlewood-Paley inequality in order to obtain results on the $L_p$ discrepancy for all $p\in (1,\infty)$.

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arXiv2017

A reduced fast construction of polynomial lattice point sets with low weighted star discrepancy

The weighted star discrepancy is a quantitative measure for the performance of point sets in quasi-Monte Carlo algorithms for numerical integration. We consider polynomial lattice point sets, whose generating vectors can be obtained by a component-by-component construction to ensure a small weighted star discre-pancy. Our aim is to significantly reduce the construction cost of such generating vectors by restricting the size of the set of polynomials from which we select the components of the vectors. To gain this reduction we exploit the fact that the weights of the spaces we consider decay very fast.

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arXiv2017

Optimal discrepancy rate of point sets in Besov spaces with negative smoothness

We consider the local discrepancy of a symmetrized version of Hammersley type point sets in the unit square. As a measure for the irregularity of distribution we study the norm of the local discrepancy in Besov spaces with dominating mixed smoothness. It is known that for Hammersley type points this norm has the best possible rate provided that the smoothness parameter of the Besov space is nonnegative. While these point sets fail to achieve the same for negative smoothness, we will prove in this note that the symmetrized versions overcome this defect. We conclude with some consequences on discrepancy in further function spaces with dominating mixed smoothness and on numerical integration based on quasi-Monte Carlo rules.

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arXiv2016

$L_2$ discrepancy of symmetrized generalized Hammersley point sets in base $b$

Two popular and often applied methods to obtain two-dimensional point sets with the optimal order of $L_p$ discrepancy are digit scrambling and symmetrization. In this paper we combine these two techniques and symmetrize $b$-adic Hammersley point sets scrambled with arbitrary permutations. It is already known that these modifications indeed assure that the $L_p$ discrepancy is of optimal order $\mathcal{O}\left(\sqrt{\log{N}}/N\right)$ for $p\in [1,\infty)$ in contrast to the classical Hammersley point set. We prove an exact formula for the $L_2$ discrepancy of these point sets for special permutations. We also present the permutations which lead to the lowest $L_2$ discrepancy for every base $b\in\{2,\dots,27\}$ by employing computer search algorithms.

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arXiv2016

An exact formula for the $L_2$ discrepancy of the symmetrized Hammersley point set

The process of symmetrization is often used to construct point sets with low $L_p$ discrepancy. In the current work we apply this method to the shifted Hammersley point set. It is known that for every shift this symmetrized point set achieves an $L_p$ discrepancy of order $\mathcal{O}\left(\sqrt{\log{N}}/N\right)$ for $p\in [1,\infty)$, which is best possible in the sense of results by Roth, Schmidt and Halász. In this paper we present an exact formula for the $L_2$ discrepancy of the symmetrized Hammersley point set, which shows in particular that it is independent of the choice for the shift.

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arXiv2015

L_p- and S_{p,q}^rB-discrepancy of the symmetrized van der Corput sequence and modified Hammersley point sets in arbitrary bases

We study the local discrepancy of a symmetrized version of the well-known van der Corput sequence and of modified two-dimensional Hammersley point sets in arbitrary base $b$. We give upper bounds on the norm of the local discrepancy in Besov spaces of dominating mixed smoothness $S_{pq}^rB([0,1)^s)$, which will also give us bounds on the $L_p$-discrepancy. Our sequence and point sets will achieve the known optimal order for the $L_p$- and $S_{pq}^rB$-discrepancy. The results in this paper generalize several previous results on $L_p$- and $S_{pq}^rB$-discrepancy estimates and provide a sharp upper bound on the $S_{pq}^rB$-discrepancy of one-dimensional sequences for $r>0$. We will use the $b$-adic Haar function system in the proofs.

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arXiv2015

A reduced fast component-by-component construction of lattice point sets with small weighted star discrepancy

The weighted star discrepancy of point sets appears in the weighted Koksma-Hlawka inequality and thus is a measure for the quality of point sets with respect to their performance in quasi-Monte Carlo algorithms. A special choice of point sets are lattice point sets whose generating vector can be obtained one component at a time such that the resulting lattice point set has a small weighted star discrepancy. In this paper we consider a reduced fast component-by-component algorithm which significantly reduces the construction cost for such generating vectors provided that the weights decrease fast enough.

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arXiv2015

$L_p$-discrepancy of the symmetrized van der Corput sequence

It is well known that the $L_p$-discrepancy for $p \in [1,\infty]$ of the van der Corput sequence is of exact order of magnitude $O((\log N)/N)$. This however is for $p \in (1,\infty)$ not best possible with respect to the lower bounds according to Roth and Proinov. For the case $p=2$ it is well known that the symmetrization trick due to Davenport leads to the optimal $L_2$-discrepancy rate $O(\sqrt{\log N}/N)$ for the symmetrized van der Corput sequence. In this note we show that this result holds for all $p \in (1,\infty)$. The proof is based on an estimate of the Haar coefficients of the corresponding local discrepancy and on the use of the Littlewood-Paley inequality.

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arXiv2014

Optimal order of $L_p$-discrepancy of digit shifted Hammersley point sets in dimension 2

It is well known that the two-dimensional Hammersley point set consisting of $N=2^n$ elements (also known as Roth net) does not have optimal order of $L_p$-discrepancy for $p \in (1,\infty)$ in the sense of the lower bounds according to Roth (for $p \in [2,\infty)$) and Schmidt (for $p \in (1,2)$). On the other hand, it is also known that slight modifications of the Hammersley point set can lead to the optimal order $\sqrt{\log N}/N$ of $L_2$-discrepancy, where $N$ is the number of points. Among these are for example digit shifts or the symmetrization. In this paper we show that these modified Hammersley point sets also achieve optimal order of $L_p$-discrepancy for all $p \in (1,\infty)$.

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