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8.4 Diophantine analysis 415<br />

[Tezuka 1995], [Veach 1997]. These are point clouds that have “minimal fill”<br />

properties. For example, a set of N = b m points in s dimensions is called a<br />

(t, m, s)-net if every justified box of volume b t−m has exactly b t points. Yet<br />

another intriguing connection between primes and discrepancy appears in the<br />

literature (see [Joe 1999] and references therein). This notion of “number-<br />

theoretical rules” involves approximations of the form<br />

<br />

f(x) d D x ≈ 1<br />

<br />

p−1<br />

j<br />

f<br />

p<br />

<br />

K<br />

,<br />

p<br />

[0,1] D<br />

where here {y} denotes the vector composed of the fractional parts of y,and K<br />

is some chosen constant vector having each component coprime to p. Actually,<br />

composite numbers can be used in place of p, but the analysis of what is called<br />

L2 discrepancy, and the associated typical integration error, goes especially<br />

smoothly for p prime. We have mentioned these new approaches to underscore<br />

the notion that qMC is continually undergoing new development. And who<br />

knows when or where number theory or prime numbers in particular will<br />

appear in qMC theories of the future?<br />

In closing this section, we mention a new result that may explain why<br />

qMC experiments sometimes do “so well.” Take the result in [Sloan and<br />

Wozniakowski 1998], in which the authors remark that some errors (such<br />

as those in Traub’s qMC for finance in D = 360 dimensions) appear to have<br />

O(1/N ) behavior, i.e., independent of dimension D. What the authors actually<br />

prove is that there exist classes of integrand functions for which suitable lowdiscrepancy<br />

sequences provide overall integration errors of order O(1/N ρ )for<br />

some real ρ ∈ [1, 2].<br />

8.4 Diophantine analysis<br />

Herein we discuss Diophantine analysis, which loosely speaking is the practice<br />

of discovering integer solutions to various equations. We have mentioned<br />

elsewhere Fermat’s last theorem (FLT), for which one seeks solutions to<br />

j=0<br />

x p + y p = z p ,<br />

and how numerical attacks alone have raised the lower bound on p into the<br />

millions (Section 1.3.3, Exercise 9.68). This is a wonderful computational<br />

problem—speaking independently, of course, of the marvelous FLT proof<br />

by A. Wiles—but there are many other similar explorations. Many such<br />

adventures involve a healthy mix of theory and computation.<br />

For instance, there is the Catalan equation for p, q prime and x, y positive<br />

integers,<br />

x p − y q =1,<br />

of which the only known solution is the trivial yet attractive<br />

3 2 − 2 3 =1.

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