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

DOI10.1137/16M1087461MaRDI QIDQ4635513FDOQ4635513

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)

Cites Work

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• New bounds on the Hermite polynomials
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Cited In (14)

• 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
• MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM

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