Chemistry - Constructions of low-discrepancy sequences

There are some standard constructions of low-discrepancy sequences.

The Van der Corput sequence

Let

$n=\sum_{k=0}^{L-1}d_k(n)b^k$

be the b-ary representation of the positive integer n ≥ 1, i.e. 0 ≤ d_k(n) < b − 1. Set

$g_b(n)=\sum_{k=0}^{L-1}d_k(n)b^{-k-1}.$

Then there is a constant C depending only on b such that (g_b(n))_{n ≥ 1} satisfies

$D^*_N(g_b(1),...,g_b(N))\leq C\frac{\log N}{N}.$

The Halton sequence

See main article Halton sequences

The Halton sequence is a natural generalization of the Van der Corput sequence to higher dimensions. Let s be an arbitrary dimension and b₁, ..., b_s be arbitrary coprime integers greater than 1. Define

$x(n)=(g_{b_1}(n),...,g_{b_s}(n)).$

Then there is a constant C depending only on b₁, ..., b_s, such that (x(n))_n≥1 is a s-dimensional sequence with

$D^*_N(x(1),...,x(N))\leq C'\frac{(\log N)^s}{N}.$

The Hammersley set

Let b₁,...,b_s-1 be coprime positive integers greater that 1. For given s and N, the s-dimensional Hammersley set of size N is defined by

$x(n)=(g_{b_1}(n),...,g_{b_{s-1}}(n),\frac{n}{N})$

for n=1,...,N. Then

$D^*_N(x(1),...,x(N))\leq C\frac{(\log N)^{s-1}}{N}$

where C is a constant depending only on b₁, ..., b_s−1.

Categories: Numerical analysis | Random numbers