The curse of dimensionality for numerical integration of smooth functions

DOI10.1090/S0025-5718-2014-02855-XzbMath1345.65014arXiv1211.0871MaRDI QIDQ3189452

Mario Ullrich, Erich Novak, Aicke Hinrichs, Henryk Woźniakowski

Publication date: 10 September 2014

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0871

zbMATH Keywords

numerical integrationcurse of dimensionalitymultivariate integrationhigh-dimensional numerical problems

Mathematics Subject Classification ID

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

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Cites Work

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• Tractability of multivariate problems. Volume I: Linear information
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• Deterministic and stochastic error bounds in numerical analysis
• Multivariate integration in \(C^{\infty}([0,1^{d})\) is not strongly tractable.]
• Approximation of infinitely differentiable multivariate functions is intractable
• The curse of dimensionality for the class of monotone functions and for the class of convex functions

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