On strong tractability of weighted multivariate integration
نویسندگان
چکیده
We prove that for every dimension s and every number n of points, there exists a point-set Pn,s whose -weighted unanchored L∞ discrepancy is bounded from above by C(b)/n1/2−b independently of s provided that the sequence = {γk} has ∑∞ k=1 γ a k < ∞ for some (even arbitrarily large) a. Here b is a positive number that could be chosen arbitrarily close to zero and C(b) depends on b but not on s or n. This result yields strong tractability of the corresponding integration problems including approximation of weighted integrals ∫ D f(x) ρ(x) dx over unbounded domains such as D = R s. It also supplements the results that provide an upper bound of the form C √ s/n when γk ≡ 1.
منابع مشابه
Tractability of Multivariate Integration for Periodic Functions
We study multivariate integration in the worst case setting for weighted Korobov spaces of smooth periodic functions of d variables. We wish to reduce the initial error by a factor ε for functions from the unit ball of the weighted Korobov space. Tractability means that the minimal number of function samples needed to solve the problem is polynomial in ε−1 and d. Strong tractability means that ...
متن کاملTractability of Integration in Non-periodic and Periodic Weighted Tensor Product Hilbert Spaces
We study strong tractability and tractability of multivariate integration in the worst case setting. This problem is considered in weighted tensor product reproducing kernel Hilbert spaces. We analyze three variants of the classical Sobolev space of non-periodic and periodic functions whose first mixed derivatives are square integrable. We obtain necessary and sufficient conditions on strong tr...
متن کاملStrong tractability of multivariate integration using quasi-Monte Carlo algorithms
We study quasi–Monte Carlo algorithms based on low discrepancy sequences for multivariate integration. We consider the problem of how the minimal number of function evaluations needed to reduce the worst-case error from its initial error by a factor of ε depends on ε−1 and the dimension s. Strong tractability means that it does not depend on s and is bounded by a polynomial in ε−1. The least po...
متن کاملTractability of Approximation and Integration for Weighted Tensor Product Problems over Unbounded Domains
We study tractability and strong tractability of multivariate approximation and integration in the worst case deterministic setting. Tractability means that the number of functional evaluations needed to compute an "-approximation of the multivariate problem with d variables is polynomially bounded in " ?1 and d. Strong tractability means that this minimal number is bounded independently of d b...
متن کاملStrong tractability of integration using scrambled Niederreiter points
We study the randomized worst-case error and the randomized error of scrambled quasi–Monte Carlo (QMC) quadrature as proposed by Owen. The function spaces considered in this article are the weighted Hilbert spaces generated by Haar-like wavelets and the weighted Sobolev-Hilbert spaces. Conditions are found under which multivariate integration is strongly tractable in the randomized worst-case s...
متن کاملIntegration and approximation in arbitrary dimensions
We study multivariate integration in the worst case setting and multivariate approximation in the average case setting for various classes of functions of d variables with arbitrary d. We consider algorithms that use function evaluations as the information about the function. We are mainly interested in checking when integration and approximation are tractable and strongly tractable. Tractabili...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Math. Comput.
دوره 73 شماره
صفحات -
تاریخ انتشار 2004