[02664] Numerical compression of QMC rules for integration
Session Time & Room : 4C (Aug.24, 13:20-15:00) @E704
Type : Contributed Talk
Abstract : We introduce an algorithm for Tchakaloff-like compression of Quasi-Monte Carlo (QMC) volume or surface integration of bivariate and trivariate compact domains.
The key tools of the algorithm are Davis-Wilhelmsen theorem on the so-called “Tchakaloff sets” for positive linear functionals on polynomial spaces, and Lawson-Hanson algorithm for NNLS.
We provide various examples, focusing, in particular, on the compression of volume and surface integration on union of balls.