The curse of dimensionality for numerical integration of smooth functions. II

DOI10.1016/J.JCO.2013.10.007MaRDI QIDQ2442811zbMATH OpenOpenAlexFDO

Authors Aicke Hinrichs, Mario Ullrich, Erich Novak, H. Woźniakowski

Publication date 1 April 2014

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1304.3372

zbMATH Keywords

curse of dimensionalityintegrationnumerical integrationsmooth \(d\)-variate functiontractabilityworst case

Mathematics Subject Classification ID

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

Abstract: We prove the curse of dimensionality in the worst case setting for numerical integration for a number of classes of smooth $d$-variate functions. Roughly speaking, we consider different bounds for the derivatives of $fin{C}^k(D_d)$ and ask whether the curse of dimensionality holds for the respective classes of functions. We always assume that $D_{d}subsetmathbb{R}^d$ has volume one and consider various values of $k$ including the case $k=infty$ which corresponds to infinitely many differentiable functions. We obtain necessary and sufficient conditions, and in some cases a full characterization for the curse of dimensionality. For infinitely many differentiable functions we prove the curse if the bounds on the successive derivatives are appropriately large. The proof technique is based on a volume estimate of a neighborhood of the convex hull of $n$ points which decays exponentially fast if $n$ is small relative to $d$. For $k=infty$, we also also study conditions for quasi-polynomial, weak and uniform weak tractability.

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Cited in

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• Delayed curse of dimension for Gaussian integration
• The curse of dimensionality for numerical integration on general domains
• Uniform recovery of high-dimensional C^r-functions
• Algorithms and complexity for functions on general domains
• The radii of sections of origin-symmetric convex bodies and their applications
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• ABC on IBC
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