Product rules are optimal for numerical integration in classical smoothness spaces

DOI10.1016/J.JCO.2016.09.001zbMath1354.65043arXiv1604.00261OpenAlexW3102262919MaRDI QIDQ346296

Aicke Hinrichs, Mario Ullrich, Henryk Woźniakowski, Erich Novak

Publication date: 5 December 2016

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.00261

zbMATH Keywords

optimizationmultivariate approximationerror boundintegrationoptimal error boundsproduct rules

Mathematics Subject Classification ID

Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (9)

Uniform recovery of high-dimensional \(C^r\)-functions ⋮ A Monte Carlo Method for Integration of Multivariate Smooth Functions ⋮ Exponential tractability of \(L_2\)-approximation with function values ⋮ On the Wasserstein distance between classical sequences and the Lebesgue measure ⋮ Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations ⋮ Algorithms and complexity for functions on general domains ⋮ Approximation methods for piecewise deterministic Markov processes and their costs ⋮ Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods ⋮ On a Kantorovich-Rubinstein inequality

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