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 dimensionalitynumerical integrationintegrationtractabilityworst casesmooth \(d\)-variate function

Mathematics Subject Classification ID

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

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

(23)

• Uniform recovery of high-dimensional \(C^r\)-functions
• On a Kantorovich-Rubinstein inequality
• The role of Frolov's cubature formula for functions with bounded mixed derivative
• Some results on the complexity of numerical integration
• The curse of dimensionality for numerical integration on general domains
• Optimal recovery and volume estimates
• For numerical differentiation, dimensionality can be a blessing!
• Digital inversive vectors can achieve polynomial tractability for the weighted star discrepancy and for multivariate integration
• ABC on IBC
• The radii of sections of origin-symmetric convex bodies and their applications
• Intractability results for integration in tensor product spaces
• On weak tractability of the Smolyak algorithm for approximation problems
• Polynomial tractability for integration in an unweighted function space with absolutely convergent Fourier series
• Points on manifolds with asymptotically optimal covering radius
• On weak tractability of the Clenshaw-Curtis Smolyak algorithm
• Super-polynomial convergence and tractability of multivariate integration for infinitely times differentiable functions
• On the Wasserstein distance between classical sequences and the Lebesgue measure
• scientific article; zbMATH DE number 1126861 (Why is no real title available?)
• Entropy and sampling numbers of classes of ridge functions
• The curse of dimensionality for numerical integration of smooth functions
• Notes on \((s,t)\)-weak tractability: a refined classification of problems with (sub)exponential information complexity
• Algorithms and complexity for functions on general domains
• EC-tractability of approximation problems in function spaces defined over products of simplices

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