Tractability of L₂-approximation and integration in weighted Hermite spaces of finite smoothness

DOI10.1016/J.JCO.2023.101768MaRDI QIDQ6168705zbMATH OpenOpenAlexFDO

Authors Gunther Leobacher, Friedrich Pillichshammer, Adrian Ebert

Publication date 11 July 2023

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2212.05780

zbMATH Keywords

high-dimensional approximation and integrationinformation-based complexitytractability

Mathematics Subject Classification ID

Numerical integration (65D30) Numerical approximation of high-dimensional functions; sparse grids (65D40) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

Abstract: In this paper we consider integration and $L_2$-approximation for functions over $R{R}^s$ from weighted Hermite spaces. The first part of the paper is devoted to a comparison of several weighted Hermite spaces that appear in literature, which is interesting on its own. Then we study tractability of the integration and $L_2$-approximation problem for the introduced Hermite spaces, which describes the growth rate of the information complexity when the error threshold $varepsilon$ tends to 0 and the problem dimension $s$ grows to infinity. Our main results are characterizations of tractability in terms of the involved weights, which model the importance of the successive coordinate directions for functions from the weighted Hermite spaces.

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Cited in

(8)

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• High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms
• Integration in Hermite spaces of analytic functions
• Tractability of multivariate approximation defined over Hilbert spaces with exponential weights
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• EC-tractability of multivariate approximation in Hermite spaces for the standard information class
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