The exact exponent of sparse grid quadratures in the weighted case (Q1347862)
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English | The exact exponent of sparse grid quadratures in the weighted case |
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The exact exponent of sparse grid quadratures in the weighted case (English)
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17 November 2002
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The authors consider the strong tractability problem of multivariate integration of functions from a certain class of weighted tensor product (WTP) spaces. Based also on their previous results, they provide a constructive approach to obtain a sharp lower bound of the exponent of strong tractability for the considered class of WTP algorithms. Actually, the authors study a larger class of algorithms, that of sparse grid quadratures (SGQ) introduced by \textit{L. Plaskota} [Adv. Comput. Math. 12, No. 1, 3-24 (2000; Zbl 0947.65028)], the WTP algorithm class being included into the SGQ algorithms. Along with the obtained sharp lower bound, they prove also that, for slowly decreasing weights, the exponent of strong tractability for the SGQ algorithms is far from being optimal.
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weighted tensor product spaces
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strong tractability problem
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multivariate integration
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exponent of strong tractability
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algorithms
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sparse grid quadratures
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