Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions

DOI10.1016/J.JCO.2016.10.002zbMath1359.65008arXiv1505.02003OpenAlexW2531036618MaRDI QIDQ511114

Kosuke Suzuki

Publication date: 14 February 2017

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

Full work available at URL: https://arxiv.org/abs/1505.02003

zbMATH Keywords

convergencenumerical integrationdigital netstractabilityquasi-Monte Carlosuper-polynomial convergenceWalsh spaces

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

Related Items (9)

Super-polynomial accuracy of one dimensional randomized nets using the median of means ⋮ A search for extensible low-WAFOM point sets ⋮ Exponential convergence of an approximation problem for infinitely differentiable multivariate functions ⋮ Construction of interlaced polynomial lattice rules for infinitely differentiable functions ⋮ Approximation of quasi-Monte Carlo worst case error in weighted spaces of infinitely times smooth functions ⋮ A Universal Median Quasi-Monte Carlo Integration ⋮ Simple characterizations of exponential tractability for linear multivariate problems ⋮ Exponential tractability of linear weighted tensor product problems in the worst-case setting for arbitrary linear functionals ⋮ EC-tractability of approximation problems in function spaces defined over products of simplices

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Formulas for the Walsh coefficients of smooth functions and their application to bounds on the Walsh coefficients
• Interpolation and approximation in Taylor spaces
• Tractability of multivariate problems. Volume III: Standard information for operators
• WAFOM over abelian groups for quasi-Monte Carlo point sets
• Tractability of multivariate problems. Volume I: Linear information
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM
• Integration in Hermite spaces of analytic functions
• The curse of dimensionality for numerical integration of smooth functions. II
• Existence of Higher Order Convergent Quasi-Monte Carlo Rules via Walsh Figure of Merit
• Exponential convergence and tractability of multivariate integration for Korobov spaces
• Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order
• Multivariate integration of infinitely many times differentiable functions in weighted Korobov spaces
• A computable figure of merit for quasi-Monte Carlo point sets
• A Taylor space for multivariate integration

This page was built for publication: Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions