Complexity of oscillatory integration for univariate Sobolev spaces

DOI10.1016/J.JCO.2014.07.001MaRDI QIDQ478995zbMATHOpenAlexFDO

Authors Erich Novak, Mario Ullrich, H. Woźniakowski

Publication date 5 December 2014

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

Full work available at URL https://arxiv.org/abs/1311.1528

zbMATH Keywords

complexitySobolev spaceoscillatory integration

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30)

Abstract: We analyze univariate oscillatory integrals for the standard Sobolev spaces $H^s$ of periodic and non-periodic functions with an arbitrary integer $sge1$. We find matching lower and upper bounds on the minimal worst case error of algorithms that use $n$ function or derivative values. We also find sharp bounds on the information complexity which is the minimal $n$ for which the absolute or normalized error is at most $varepsilon$. We show surprising relations between the information complexity and the oscillatory weight. We also briefly consider the case of $s=infty$.

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Cited in

(11)

• Optimal quadrature formulas for approximating strongly oscillating integrals in the Hilbert space \(\widetilde{W}_2^{(m, m - 1)}\) of periodic functions
• Optimal quadrature formula for numerical integration of fractional integrals in a Hilbert space
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• OPTIMAL QUADRATURE FORMULAS FOR FOURIER COEFFICIENTS IN <i>W</i>₂^{(<i>m</i>,<i>m</i>-1)} 2 SPACE
• On an optimal quadrature formula for approximation of Fourier integrals in the space \(L_2^{( 1 )}\)
• Application of optimal quadrature formulas for reconstruction of CT images
• Asymptotic computation without derivatives for the multivariate highly oscillatory integral
• Optimal quadrature formulas for the Sobolev space \(H^1\)
• Construction of optimal quadrature formulas for Fourier coefficients in Sobolev space \(L_{2}^{(m)}(0,1)\)
• scientific article; zbMATH DE number 885767 (Why is no real title available?)
• Complexity of oscillatory integrals on the real line

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