Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5773854 | Journal of Complexity | 2017 | 18 Pages |
Abstract
We investigate multivariate integration for a space of infinitely times differentiable functions Fs,u:={fâCâ[0,1]sâ£âfâFs,u<â}, where âfâFs,u:=supα=(α1,â¦,αs)âN0sâf(α)âL1/âj=1sujαj, f(α):=ââ£Î±â£âx1α1â¯âxsαsf and u={uj}jâ¥1 is a sequence of positive decreasing weights. Let e(n,s) be the minimal worst-case error of all algorithms that use n function values in the s-variate case. We prove that for any u and s considered e(n,s)â¤C(s)exp(âc(s)(logn)2) holds for all n, where C(s) and c(s) are constants which may depend on s. Further we show that if the weights u decay sufficiently fast then there exist some 1
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Kosuke Suzuki,