On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness

DOI10.1137/16M1087461MaRDI QIDQ4635513zbMATH OpenFDO

Authors Josef Dick, Christian Irrgeher, Gunther Leobacher, Friedrich Pillichshammer

Publication date 23 April 2018

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.06061

zbMATH Keywords

numerical integrationHermite polynomialsworst-case errorhigher order digital nets

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32)

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• Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
• Explicit Constructions of Quasi-Monte Carlo Rules for the Numerical Integration of High-Dimensional Periodic Functions
• High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms
• Integration in Hermite spaces of analytic functions
• New bounds on the Hermite polynomials
• Optimal order quadrature error bounds for infinite-dimensional higher-order digital sequences
• Tractability of multivariate problems. Volume I: Linear information
• Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order

Cited in

(14)

• MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
• Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs
• Scaled lattice rules for integration on \(\mathbb{R}^d\) achieving higher-order convergence with error analysis in terms of orthogonal projections onto periodic spaces
• Truncation in average and worst case settings for special classes of \(\infty \)-variate functions
• Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness
• An abstract approach to Marcinkiewicz-Zygmund inequalities for approximation and quadrature in modulation spaces
• Integration in reproducing kernel Hilbert spaces of Gaussian kernels
• Countable tensor products of Hermite spaces and spaces of Gaussian kernels
• Tractability of \(L_2\)-approximation and integration in weighted Hermite spaces of finite smoothness
• Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
• How sharp are error bounds? -- Lower bounds on quadrature worst-case errors for analytic functions --
• Sparse-grid sampling recovery and numerical integration of functions having mixed smoothness
• On the optimal order of integration in Hermite spaces with finite smoothness
• Numerical weighted integration of functions having mixed smoothness

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