Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness (Q2274409)
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English | Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness |
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Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness (English)
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19 September 2019
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The authors consider the problems of integration/approximation of functions depending on an infinite number of variables. Clearly, in order to make this non-trivial, weighted spaces must be considered. Focus is on the information complexity of such problems. It is evident that a rigorous treatment of these problems requires a theoretical backbone. This is established in Section~2 (Tensor products and reproducing kernels) and Section~3 (Increasing smoothness and weights), going beyond the classical setup. The main results are established in Section~4 (Infinite-dimensional approximation and integration) by controlling the associated $n$-th minimal errors, i.e., the best possible accuracy by using algorithms of cost at most~$n$. The framework for this analysis is within the theory of information-based complexity, see the recent monographs [\textit{E. Novak} and \textit{H. Woźniakowski}, Tractability of multivariate problems. Volume I: Linear information. Zürich: European Mathematical Society (EMS) (2008; Zbl 1156.65001); Tractability of multivariate problems. Volume II: Standard information for functionals. Zürich: European Mathematical Society (EMS) (2010; Zbl 1241.65025); Tractability of multivariate problems. Volume III: Standard information for operators. Zürich: European Mathematical Society (EMS) (2012; Zbl 1359.65003)]. Within the `standard setting' (made precise in the study), the major result is Theorem~4.5, upper and lower bounding the decay rates of the $n$-th minimal errors (for both the integration and approximation problem) in terms of the considered weights. Several examples and counter-examples accompany the theoretical analysis. Three appendices provide additional information.
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high-dimensional integration
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infinite-dimensional integration
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embedding theorems
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reproducing kernel Hilbert spaces
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tractability
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