The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted 1-periodic continuous functions spaces of d coordinates with absolutely convergen...The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted 1-periodic continuous functions spaces of d coordinates with absolutely convergent Fourier series. The authors reduce the initial error by a factor ε for functions from the unit ball of the weighted periodic continuous functions spaces. Tractability is the minimal number of function samples required to solve the problem in polynomial in ε^-1 and d, and the strong tractability is the presence of only a polynomial dependence in ε^-1. This problem has been recently studied for quasi-Monte Carlo quadrature rules, quadrature rules with non-negative coefficients, and rules for which all quadrature weights are arbitrary for weighted Korobov spaces of smooth periodic functions of d variables. The authors show that the tractability and strong tractability of a multivariate integration problem in worst case setting hold for the weighted periodic continuous functions spaces with absolutely convergent Fourier series under the same assumptions as in Ref,[14] on the weights of the Korobov space for quasi-Monte Carlo rules and rules for which all quadrature weights are non-negative. The arguments are not constructive.展开更多
基金Project supported by the National Natural Science Foundation of China(10671019)Research Fund for the Doctoral Program Higher Education(20050027007)Beijing Educational Committee(2002Kj112)
文摘The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted 1-periodic continuous functions spaces of d coordinates with absolutely convergent Fourier series. The authors reduce the initial error by a factor ε for functions from the unit ball of the weighted periodic continuous functions spaces. Tractability is the minimal number of function samples required to solve the problem in polynomial in ε^-1 and d, and the strong tractability is the presence of only a polynomial dependence in ε^-1. This problem has been recently studied for quasi-Monte Carlo quadrature rules, quadrature rules with non-negative coefficients, and rules for which all quadrature weights are arbitrary for weighted Korobov spaces of smooth periodic functions of d variables. The authors show that the tractability and strong tractability of a multivariate integration problem in worst case setting hold for the weighted periodic continuous functions spaces with absolutely convergent Fourier series under the same assumptions as in Ref,[14] on the weights of the Korobov space for quasi-Monte Carlo rules and rules for which all quadrature weights are non-negative. The arguments are not constructive.
