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Mathematics > Complex Variables

Title: Monte Carlo methods on compact complex manifolds using Bergman kernels

Authors: Thibaut Lemoine (CRIStAL), Rémi Bardenet (TAO, CRIStAL)
Abstract: In this paper, we propose a new randomized method for numerical integration on a compact complex manifold with respect to a continuous volume form. Taking for quadrature nodes a suitable determinantal point process, we build an unbiased Monte Carlo estimator of the integral of any Lipschitz function, and show that the estimator satisfies a central limit theorem, with a faster rate than under independent sampling. In particular, seeing a complex manifold of dimension $d$ as a real manifold of dimension $d_{\mathbb{R}}=2d$, the mean squared error for $N$ quadrature nodes decays as $N^{-1-2/d_{\mathbb{R}}}$; this is faster than previous DPP-based quadratures and reaches the optimal worst-case rate investigated by [Bakhvalov 1965] in Euclidean spaces. The determinantal point process we use is characterized by its kernel, which is the Bergman kernel of a holomorphic Hermitian line bundle, and we strongly build upon the work of Berman that led to the central limit theorem in [Berman, 2018].We provide numerical illustrations for the Riemann sphere.
Subjects: Complex Variables (math.CV); Numerical Analysis (math.NA); Probability (math.PR)
Cite as: arXiv:2405.09203 [math.CV]
  (or arXiv:2405.09203v1 [math.CV] for this version)

Submission history

From: Thibaut Lemoine [view email]
[v1] Wed, 15 May 2024 09:22:29 GMT (2309kb,D)

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