Cubature formulas for function spaces with moderate smoothness
The authors construct simple algorithms for \(d\)-dimensional numerical integration of function classes with moderate smoothness. These classes consist of functions \(f\in L^2([0,\,1]^d)\) whose coefficients with respect to certain multiwavelet expansions decay rapidly. These algorithms are based on 1-dimensional quadrature appropriate for the integration of wavelets and on the quadrature rule of \textit{S. A. Smolyak} [Dokl. Akad. Nauk SSSR 148, 1042--1045 (1963; Zbl 0202.39901)]. The authors present upper bounds for the worst-case error of the cubature rule in terms of the number of function calls. Further they prove lower bounds showing that this method is optimal for \(d=1\) and almost optimal (up to logarithmic factors) for \(d>1\). Numerical examples are given for certain test functions in dimensions \(d=5\) and \(d=10\).
- High dimensional integration of smooth functions over cubes
- On an interpolatory method for high dimensional integration
- Simple cubature formulas with high polynomial exactness
- Smolyak cubature of given polynomial degree with few nodes for increasing dimension
- Smolyak's algorithm for integration and L₁-approximation of multivariate functions with bounded mixed derivatives of second order
- A Class of Bases in L² for the Sparse Representation of Integral Operators
- An adaptive algorithm for numerical integration over an \(n\)-dimensional cube
- BestN-term approximation in electronic structure calculations. II. Jastrow factors
- Biorthogonal multiwavelets on the interval: Cubic Hermite splines
- Dimension-adaptive tensor-product quadrature
- Explicit cost bounds of algorithms for multivariate tensor product problems
- High dimensional integration of smooth functions over cubes
- scientific article; zbMATH DE number 44104 (Why is no real title available?)
- scientific article; zbMATH DE number 524163 (Why is no real title available?)
- scientific article; zbMATH DE number 1128775 (Why is no real title available?)
- scientific article; zbMATH DE number 2001584 (Why is no real title available?)
- scientific article; zbMATH DE number 914714 (Why is no real title available?)
- scientific article; zbMATH DE number 3247704 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- Monte Carlo Variance of Scrambled Net Quadrature
- Multiwavelets for Second-Kind Integral Equations
- Numerical integration using sparse grids
- On irregularities of distribution
- Optimal quadrature for Haar wavelet spaces
- Smolyak cubature of given polynomial degree with few nodes for increasing dimension
- Sparse grids
- Cubature formulae which are exact on spaces P, intermediate between \(P_ k\) and \(Q_ k\)
- Numerical integration using sparse grids
- Smolyak cubature of given polynomial degree with few nodes for increasing dimension
- On an interpolatory method for high dimensional integration
- Stable high-order randomized cubature formulae in arbitrary dimension
- Samplets: construction and scattered data compression
- Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
- Computing discrepancies of Smolyak quadrature rules
- High dimensional integration of smooth functions over cubes
- The role of Frolov's cubature formula for functions with bounded mixed derivative
- Incremental greedy algorithm and its applications in numerical integration
- Best cubature formulas for some classes of continuous functions of two variables
- The curse of dimensionality for numerical integration of smooth functions
- Product rules are optimal for numerical integration in classical smoothness spaces
- scientific article; zbMATH DE number 4090095 (Why is no real title available?)
- Quadrature formulae for classes of functions of low smoothness
- Cubature, approximation, and isotropy in the hypercube
- Numerical weighted integration of functions having mixed smoothness
- Smolyak's algorithm for integration and L₁-approximation of multivariate functions with bounded mixed derivatives of second order
- QMC integration based on arbitrary (t, m, s)-nets yields optimal convergence rates on several scales of function spaces
- Exact cubature for a class of functions of maximum effective dimension
This page was built for publication: Cubature formulas for function spaces with moderate smoothness
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2465307)
