Numerical cubature using error-correcting codes

Abstract

We present a construction for improving numerical cubature formulas with equal weights and a convolution structure, in particular equal-weight product formulas, using linear error-correcting codes. The construction is most effective in low degree with extended BCH codes. Using it, we obtain several sequences of explicit, positive, interior cubature formulas with good asymptotics for each fixed degree $t$ as the dimension $n \to \infty$. Using a special quadrature formula for the interval [arXiv:math.PR/0408360], we obtain an equal-weight $t$-cubature formula on the $n$-cube with $O(n^{\floor{t/2}})$ points, which is within a constant of the Stroud lower bound. We also obtain $t$-cubature formulas on the $n$-sphere, $n$-ball, and Gaussian $\R^n$ with $O(n^{t-2})$ points when $t$ is odd. When $\mu$ is spherically symmetric and $t=5$, we obtain $O(n^2)$ points. For each $t \ge 4$, we also obtain explicit, positive, interior formulas for the $n$-simplex with $O(n^{t-1})$ points; for $t=3$, we obtain O(n) points. These constructions asymptotically improve the non-constructive Tchakaloff bound. Some related results were recently found independently by Victoir, who also noted that the basic construction more directly uses orthogonal arrays.