On the Wasserstein Distance between Classical Sequences and the Lebesgue Measure

TL;DR

This paper investigates the Wasserstein distance between point distributions and the Lebesgue measure, showing optimal transport properties of Kronecker sequences and improving classical integration error bounds for differentiable functions.

Contribution

It demonstrates that Kronecker sequences achieve optimal transport distances in higher dimensions and refines classical integration error estimates for Lipschitz functions.

Findings

Kronecker sequences satisfy optimal transport distance in dimensions d ≥ 3

Improved bounds for numerical integration with differentiable functions

Refinement of classical integration error for Lipschitz functions

Abstract

We discuss the classical problem of measuring the regularity of distribution of sets of $N$ points in $\mathbb{T}^d$. A recent line of investigation is to study the cost ($=$ mass $\times$ distance) necessary to move Dirac measures placed in these points to the uniform distribution. We show that Kronecker sequences satisfy optimal transport distance in $d \geq 3$ dimensions. This shows that for differentiable $f: \mathbb{T}^d \rightarrow \mathbb{R}$ and badly approximable vectors $\alpha \in \mathbb{R}^d$, we have $$ \ | \int_{\mathbb{T}^d} f(x) dx - \frac{1}{N} \sum_{k=1}^{N} f(k \alpha) \ | \leq c_{\alpha} \frac{ \| \nabla f\|^{(d-1)/d}_{L^{\infty}}\| \nabla f\|^{1/d}_{L^{2}} }{N^{1/d}}.$$ We note that the result is uniformly true for a sequence instead of a set. Simultaneously, it refines the classical integration error for Lipschitz functions, $\| \nabla f\|_{L^{\infty}} N^{-1/d}$. We obtain a similar improvement for numerical integration with respect to the regular grid. The main ingredient is an estimate involving Fourier coefficients of a measure; this allows for existing estimates to be conviently `recycled'. We present several open problems.