Optimal numerical integration and approximation of functions on R^d equipped with Gaussian measure

DOI10.1093/IMANUM/DRAD051MaRDI QIDQ6629616zbMATH OpenFDO

Authors Dinh Dũng, Van Kien Nguyen

Publication date 30 October 2024

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/IMANUM/DRAD051

zbMATH Keywords

\(n\)-widthsasymptotic order of convergenceGaussian-weighted Sobolev space of mixed smoothnessmultivariate approximationmultivariate numerical integrationquadrature

Mathematics Subject Classification ID

Algorithms for approximation of functions (65D15) Numerical integration (65D30)

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(7)

• Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces
• Sparse-grid sampling recovery and numerical integration of functions having mixed smoothness
• Construction of optimal algorithms for function approximation in Gaussian Sobolev spaces
• Möbius-transformed trapezoidal rule
• Weighted sampling recovery of functions with mixed smoothness
• Pseudo s-numbers of embeddings of Gaussian weighted Sobolev spaces
• Weighted approximate sampling recovery and integration based on B-spline interpolation and quasi-interpolation

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