Numerical Cubature from Archimedes' Hat-box Theorem

Abstract

Archimedes' hat-box theorem states that uniform measure on a sphere projects to uniform measure on an interval. This fact can be used to derive Simpson's rule. We present various constructions of, and lower bounds for, numerical cubature formulas using moment maps as a generalization of Archimedes' theorem. We realize some well-known cubature formulas on simplices as projections of spherical designs. We combine cubature formulas on simplices and tori to make new formulas on spheres. In particular, Sn admits a 7-cubature formula (and sometimes a 7-design) with O(n4) points. We establish a local lower bound on the density of a positive interior cubature formula on a simplex using the moment map. Along the way we establish other quadrature and cubature results of independent interest. For each t, we construct a lattice trigonometric (2t+1)-cubature formula in n dimensions with O(nt) points. We derive a variant of the Möller lower bound using vector bundles. And we show that Gaussian quadrature is very sharply locally optimal among positive quadrature formulas.