Complexity of oscillatory integration for univariate Sobolev spaces

DOI10.1016/J.JCO.2014.07.001zbMATH Open1318.65088arXiv1311.1528OpenAlexW1983678867MaRDI QIDQ478995FDOQ478995

Authors: Erich Novak, Mario Ullrich, H. Woźniakowski 

Publication date: 5 December 2014

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

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 $s=infty$.

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

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zbMATH Keywords

complexitySobolev spaceoscillatory integration

Mathematics Subject Classification ID

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

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Cited In (11)

• On an optimal quadrature formula for approximation of Fourier integrals in the space \(L_2^{( 1 )}\)
• Optimal quadrature formula for numerical integration of fractional integrals in a Hilbert space
• Optimal quadrature formulas for approximating strongly oscillating integrals in the Hilbert space \(\widetilde{W}_2^{(m, m - 1)}\) of periodic functions
• Complexity of oscillatory integrals on the real line
• Optimal quadrature formulas for the Sobolev space \(H^1\)
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• Application of optimal quadrature formulas for reconstruction of CT images
• Construction of optimal quadrature formulas for Fourier coefficients in Sobolev space \(L_{2}^{(m)}(0,1)\)
• OPTIMAL QUADRATURE FORMULAS FOR FOURIER COEFFICIENTS IN <i>W</i>₂^{(<i>m</i>,<i>m</i>-1)} 2 SPACE
• Some results on the complexity of numerical integration
• Asymptotic computation without derivatives for the multivariate highly oscillatory integral

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