A Tractability Result for the Clenshaw Curtis Smolyak Algorithm
نویسندگان
چکیده
We consider the problem of integration of d-variate analytic functions defined on the unit cube with directional derivatives of all orders bounded by 1. We prove that the Clenshaw Curtis Smolyak algorithm leads to weak tractability of the problem. This seems to be the first positive tractability result for the Smolyak algorithm for a normalized and unweighted problem. The space of integrands is not a tensor product space and therefore we have to develop a different proof technique. We use the polynomial exactness of the algorithm as well as an explicit bound on the operator norm of the algorithm. This author was partially supported by the DFG-Priority Program 1324. This author was partially supported by DFG GRK 1523.
منابع مشابه
On weak tractability of the Clenshaw-Curtis Smolyak algorithm
We consider the problem of integration of d-variate analytic functions defined on the unit cube with directional derivatives of all orders bounded by 1. We prove that the Clenshaw Curtis Smolyak algorithm leads to weak tractability of the problem. This seems to be the first positive tractability result for the Smolyak algorithm for a normalized and unweighted problem. The space of integrands is...
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