Compressed QMC volume and surface integration on union of balls

Published 2 Mar 2023 in math.NA and cs.NA | (2303.01460v1)

Abstract: 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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