Compressed QMC volume and surface integration on union of balls

03/02/2023
by   Giacomo Elefante, et al.
0

We discuss an algorithm for Tchakaloff-like compression of Quasi-MonteCarlo (QMC) volume/surface integration on union of balls (multibubbles). The key tools 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 the corresponding Matlab package together with several examples.

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