Akademie D Wissenschaften Wien, Anzeiger Vol 133-2-0033-0045

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Akademie D Wissenschaften Wien, Anzeiger Vol 133-2-0033-0045

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©Akademie d Wissenschaften Wien; download unter www.biologiezentrum.at A n z eig er Anzeiger Abt II (1996) 133: 33—45 Mathematisch-naturwissenschaftliche Klasse Abt II Mathematische, Physikalische und Technische Wissenschaften © Ưsterreichische Akademie der Wissenschaften 1997 Printed in Austria On Optimal Liftings of Sequences* Von P Zinterhof Edmund Hlawka %um achtzigsten Geburtstag gewidmet (Vorgelegt in der Sitzung der math.-nat Klasse am 12 Dezember 1996 durch das w M August Florian) Setting of the Problem From the early work of Hlawka and Korobow on it became clear that many problems of high dimensional numerics are to be solved using number theoretical methods NTN (Number Theoretical Numerics) provides best possible methods for simulation, numerical integration, approximation and interpolation, integral equations and many other problems in the multivariate domain, where uniform distribution of sequences or multivariate integration plays the key role (approximation of functions e.g is mostly based on convolution) For a review see for example [1], [4], [5], [2], [9] Recently NTN plays a role in image processing too [21] and [23] It is considered as an important problem to construct sequences in the s-dimensional unit cube Gs —[0,iy having good properties from the simulation or numerical integration point of view It means essentially the quality of uniform distribution of the sequences to be used The quality of distribution of sequences can be measured by means of different concepts, of which the most commonly used are the Discrepancy D * and the Diaphony FNof the sequence Xq, *This paper has been presented at the workshop Parallel Numerics 96/Go^d Martuljek, Slovenia/September 11—13, 1996 The results are part of the results of the international PACT-Project, supported by the „Bundesministerium für Wissenschaft, Verkehr und Kunst“ 34 ©Akademie d WissenschaftenP.Wien; download unter www.biologiezentrum.at Zinterhof *15 • • •5i^v-i ^ Gs — [0 , ] D Nand F n are knowingly defined by T V -1 D%(wN) = SUp t; Z 1V k=0 = l , , j is called a Lifting o f the one-dimensional sequences wu ,w s to Gs The Lifting L will be called regular i f b*) pj (L (wx, , ws)) = Pj( wj) , where Pj is a permutation o f Wj (and o f GN) depending on j and L itself We will prove now the following Theorem Let a= (ax, , ss) E U and (aj, N ) = fo r j = 1, , s Let furthermore D%(a) be the Discrepantry o f the sequence ka/N, k = , , N —1 and consider the regular lifting La induced by a LaO i , , ws ) ={ x ( a k ) , k = and (W) (20) By the definition of Discrepancy there is an interval [0, y j 0(e)) = such that (21) Let now Is = T x T x T x Ij0(£) x T x x T, (22) then we have (23) The proof of Theorem is complete There is a vast literature on the estimation of D%(a) if the a are good lattice points or optimal coefficients (e.g [9]) One observes that instead of the cyclic Liftings k ^ a k mod /Vone can use e.g (t,m,s)-nets to lift sequences as well For the definition and properties of (t,m,s)-nets see [9] Some latest results can be found in [6] This observation leads to the definition of Discrepancy of a Lifting: 38 ©Akademie d WissenschaftenP Wien; download unter www.biologiezentrum.at Zinterhof Definition Let L\ GN—>G SN, L(k) = a ( k ) e G SN, be a L ifting We call the Discrepanty o f the sequence a (k) /TV, k = , , N —1, mod 1, the Discrepanty o f the Lifting L: D%( L) = D % ( ^ , k = , , N - A (24) Analogously the Diaphony FN( L) o f the Lifting L is defined by £ £ ( a(k) —a( l ) \ Clearly, D * ( L) and FN(L) describe the mixing properties of the Lifting L The following more general theorems holds: Theorem I f L : GN—>G\v is a regular Lifting, then max D% ( w ) < D * ( L ( w , , w s) ) < D%(L) j = 1, ,s + E (n (i+ ^ ))^ L y=l k*j k~1 (2Q holds We will not carry out the proof which is similar to the proof of the previous theorem Some Com putational Aspects In the case of application of the Lifting method one is interested in easy and fast computation of the quality of the lifted sequences and furthermore in the quality of the lift itself According to Theorem and (7) the problem consists of a fast computation or effective estimation of D %{Wj), j = 1, , jand o iD * r(a) respectively The computation of the Discrepan­ cy of the one-dimensional sequences Wj, j = 1, , s is readily performed by means of the formula [5] 2£ + l (27) ) —— + max JJ 2N ' k = o , , N V N r N —1 = (36) ^I n i mj a j kj N E ®7=—(A?—i) mj Vj N « a-k/N » , |0|< 1, j We have (37) Uj \< + |ln|^2 sin^ ) |

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