Reproducing kernels of Sobolev spaces on R^d and applications to embedding constants and tractability

DOI10.1142/S0219530518500094MaRDI QIDQ5375970zbMATH OpenOpenAlexFDO

Authors Erich Novak, Mario Ullrich, S. Zhang, H. Woźniakowski

Publication date 17 September 2018

Published in Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.02568

zbMATH Keywords

reproducing kernelsSobolev spacetractability

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Analysis of algorithms and problem complexity (68Q25) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

Abstract: The standard Sobolev space $W_2^s(mathbb{R}^d)$, with arbitrary positive integers $s$ and $d$ for which $s>d/2$, has the reproducing kernel ${\displaystyle }$ K_{d,s}(x,t)=int_{mathbb{R}^d}frac{prod_{j=1}^dcosleft(2pi,(x_j-t_j)u_j ight)} {1+sum_{0<|alpha|_1le s}prod_{j=1}^d(2pi,u_j)^{2alpha_j}},{ m d}u ${\displaystyle }$ for all $x,tinmathbb{R}^d$, where $x_j,t_j,u_j,alph{a}_j$ are components of $d$-variate $x,t,u,alpha$, and $|alpha{|}_1=su{m}_{j=1}^{d}alph{a}_j$ with non-negative integers $alph{a}_j$. We obtain a more explicit form for the reproducing kernel $K_{1,s}$ and find a closed form for the kernel $K_{d,infty}$. Knowing the form of $K_{d,s}$, we present applications on the best embedding constants between the Sobolev space $W_2^s(mathbb{R}^d)$ and $L_{i}nfty(mathbb{R}^d)$, and on strong polynomial tractability of integration with an arbitrary probability density. We prove that the best embedding constants are exponentially small in $d$, whereas worst case integration errors of algorithms using $n$ function values are also exponentially small in $d$ and decay at least like $n^{-1/2}$. This yields strong polynomial tractability in the worst case setting for the absolute error criterion.

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Cited in

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• On the scenario-tree optimal-value error for stochastic programming problems
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• On the representation and learning of monotone triangular transport maps
• Lower bounds for the error of quadrature formulas for Hilbert spaces
• Minimax nonparametric multi-sample test under smoothing
• The reproducing Kernel of the Sobolev space on an interval
• Convergence bounds for empirical nonlinear least-squares
• Построение оптимальной интерполяционной формулы методом Соболева точных для тригонометрических функций

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