Tractability of multivariate analytic problems

MaRDI QIDQ3464513zbMATH OpenFDO

Authors Peter Kritzer, Friedrich Pillichshammer, H. Woźniakowski

Publication date 27 January 2016

Full work available at URL https://arxiv.org/abs/1407.1615

zbMATH Keywords

\(L_2\)-approximationexponentially fast decaying Fourier coefficientsKorobov spacemultivariate integrationmultivariate problemsnumerical integrationtractability

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Multidimensional problems (41A63) Monte Carlo methods (65C05) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32)

Abstract: In the theory of tractability of multivariate problems one usually studies problems with finite smoothness. Then we want to know which $s$-variate problems can be approximated to within $varepsilon$ by using, say, polynomially many in $s$ and $varepsilo{n}^{-1}$ function values or arbitrary linear functionals. There is a recent stream of work for multivariate analytic problems for which we want to answer the usual tractability questions with $varepsilo{n}^{-1}$ replaced by $1+logvarepsilo{n}^{-1}$. In this vein of research, multivariate integration and approximation have been studied over Korobov spaces with exponentially fast decaying Fourier coefficients. This is work of J. Dick, G. Larcher, and the authors. There is a natural need to analyze more general analytic problems defined over more general spaces and obtain tractability results in terms of $s$ and $1+logvarepsilo{n}^{-1}$. The goal of this paper is to survey the existing results, present some new results, and propose further questions for the study of tractability of multivariate analytic questions.

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Cited in

(29)

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• Tractability of multivariate approximation defined over Hilbert spaces with exponential weights
• Multivariate integration for analytic functions with Gaussian kernels
• Some results on the complexity of numerical integration
• Tractability of multivariate problems for weighted spaces of functions
• Notes on \((s,t)\)-weak tractability: a refined classification of problems with (sub)exponential information complexity
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• Selected aspects of tractability analysis
• Tractability of multivariate problems. Volume I: Linear information
• Tractability of multivariate problems. Volume II: Standard information for functionals.

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