On weak tractability of the Clenshaw-Curtis Smolyak algorithm (Q2451171)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On weak tractability of the Clenshaw-Curtis Smolyak algorithm |
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On weak tractability of the Clenshaw-Curtis Smolyak algorithm (English)
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3 June 2014
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The authors consider the integration of \(d\)-variable (real) analytic functions \(f:[0,1]^d\to \mathbb{R}\) whose directional derivatives of all orders are bounded by one. They show that the Clenshaw-Curtis Smolyak algorithm is weakly traceable for this class of functions. The proof uses the polynomial exactness of the algorithm and an explicit bound on its operator norm.
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numerical integration
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quadrature rules
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Clenshaw-Curtis Smolyak algorithm
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