Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration (Q2404051)

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Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
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    Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration (English)
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    12 September 2017
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    For the numerical analysis of multivariate problems, specifically integration and approximation problems, several types of (weighted) tensor product spaces have proved relevant which are Sobolev spaces of mixed smoothness, equipped with either the anchored or ANOVA norms. Recent studies in this direction are [\textit{M.~Hefter} et al., J. Complexity 32, No.~1, 1--19 (2016; Zbl 1342.46032)] and [\textit{M.~Gnewuch} et al., J. Complexity 40 (2017), 78--99 (2017; Zbl 1377.46020)]. While previous studies in this direction analysed tensor product reproducing kernel Hilbert spaces, here the authors confine themselves to Sobolev spaces of order~\(1\), equipped, however, with different norms. ``The main goal \dots\ is to to solve open problems of tractability analysis\dots'' The paper unifies and simplifies existing results. The authors begin with a thorough analysis of the univariate case. Several examples are given which highlight the applicability of the main results for this case. Then properties of the weight sequence are used in order to establish corresponding results in the multivariate case, and even the case of infinitely many variables. The remaining part of the study focuses on the application of the previously established results to numerical integration. The analysis is theoretical; no numerical examples are given.
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    Sobolev spaces of mixed smoothness
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    multivariate integration
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