Tractability of multivariate integration for periodic functions

DOI10.1006/JCOM.2001.0592zbMath1006.65023OpenAlexW2044248217MaRDI QIDQ1347849

Fred J. Hickernell, Henryk Woźniakowski

Publication date: 16 February 2003

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

Full work available at URL: https://semanticscholar.org/paper/34d973c6e7739dc51d0327be8e6c4084e41eab1c

zbMATH Keywords

Hilbert spacereproducing kernelmultivariate integrationquadrature rulesquadrature errorKorobov spacequasi-Monte Carlo quadratureworst-case quadrature errors

Mathematics Subject Classification ID

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

Related Items (20)

Tractability of multivariate problems for standard and linear information in the worst case setting. I. ⋮ Liberating the weights ⋮ The price of pessimism for multidimensional quadrature ⋮ Tractability of multivariate integration for weighted Korobov classes ⋮ Integration and approximation based on scramble sampling in arbitrary dimensions ⋮ Strong tractability of integration using scrambled Niederreiter points ⋮ Quasi-Monte Carlo tractability of high dimensional integration over products of simplices ⋮ Sparse grid quadrature on products of spheres ⋮ Some Results on the Complexity of Numerical Integration ⋮ My dream quadrature rule ⋮ Numerical integration in log-Korobov and log-cosine spaces ⋮ Uniform weak tractability of multivariate problems with increasing smoothness ⋮ Integration error for multivariate functions from anisotropic classes ⋮ Tractability of approximation in the weighted Korobov space in the worst-case setting -- a complete picture ⋮ Periodization strategy may fail in high dimensions ⋮ Tractability of integration in non-periodic and periodic weighted tensor product Hilbert spaces ⋮ Quasi-polynomial tractability ⋮ Quasi-Monte Carlo methods can be efficient for integration over products of spheres ⋮ The construction of good extensible rank-1 lattices ⋮ Lower bounds for the error of quadrature formulas for Hilbert spaces

Cites Work

• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability of multivariate integration for weighted Korobov classes
• Integration and approximation in arbitrary dimensions
• Intractability results for integration and discrepancy
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