Tractability of multivariate integration for periodic functions (Q1347849)
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English | Tractability of multivariate integration for periodic functions |
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Tractability of multivariate integration for periodic functions (English)
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16 February 2003
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The authors study the worst-case quadrature errors \[ e(Q_{n,d}, H(K_d)):= \sup_{f\in H(K_d),\|f\|\leq 1}|I_d(f)-Q_{n,d}(f)| \] in the approximation of the multidimensional integral \[ I(f)=\int_{[0,1]^d} f(x) dx \] for \(f\colon[0,1]^d\to R\) belonging to the Hilbert space \(H(K_d)\) with reproducing kernel \(K_d\) by \textit{arbitrary} quadrature rules \[ Q_{n,d}(f)=\sum_{k=1}^{n}a_{k}f(t_{k}) \] with sample points \(t_{k}\in[0,1]^d\) and complex quadrature weights \(a_k\). Let \(n(\varepsilon, H(K_d))\) denote the minimal number \(n\) such that there exists \(Q_{n,d}\) satisfying \[ e(Q_{n,d}, H(K_d)) \leq \varepsilon e(Q_{0,d}, H(K_d)). \] The multivariate integration is said to be \textit{tractable} in \(H(K_d)\) if, for some nonnegative \(C,p,q\), one has \[ n(\varepsilon, H(K_d))\leq C\varepsilon^{-p}d^q, \quad \forall \varepsilon\in(0,1)\;\text{and} d\geq 1. \] If the latter holds with \(q=0\), then the multivariate integration is said to be \textit{strongly tractable} in \(H(K_d)\). Let \(F_{d,\alpha,\gamma}=H(K_{d,\alpha,\gamma})\) be the Korobov space with the reproducing kernel \[ K_{d,\alpha,\gamma}(x,y)=\sum_{h\in{\mathbb Z}^d} {\exp(2\pi ih(x-y))\over\prod_{j=1}^d\rho_\alpha(\gamma_j,h_j)}, \] where \(\rho(\gamma,0)=1\) if \(h=0\), \(\rho(\gamma,h)=\gamma^{-1}|h|^\alpha\) if \(h\neq 0\), and \(\gamma=\{\gamma_j\}\) is a nonincreasing sequence. The main result of the paper states that the multivariate integration is tractable or strongly tractable in \(F_{d,\alpha,\gamma}\) if and only if \(\sum_{j=1}^\infty\gamma_j<\infty\) or, respectively, \[ \limsup_{d\to\infty}{\sum_{j=1}^\infty\gamma_j\over \ln d}<\infty. \] Note that these conditions are the same as those known before for \textit{restricted} classes of quadrature rules (quasi-Monte Carlo quadrature rules and quadrature rules with nonnegative coefficients).
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multivariate integration
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quadrature error
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quasi-Monte Carlo quadrature
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worst-case quadrature errors
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Hilbert space
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reproducing kernel
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quadrature rules
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Korobov space
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