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On strong tractability of weighted multivariate integration

  • Fred J. Hickernell
  • , Ian H. Sloan
  • , Grzegorz W. Wasilkowski

Producción científica: Articlerevisión exhaustiva

10 Citas (Scopus)

Resumen

We prove that for every dimension s and every number n of points, there exists a point-set Pn,s whose γ-weighted unanchored L discrepancy is bounded from above by C(b)/n1/2-b independently of s provided that the sequence γ = {γk} has ∑k=1 γka for some (even arbitrarily large) a. Here 6 is a positive number that could be chosen arbitrarily close to zero and C(b) depends on b but not on s or n. This result yields strong tractability of the corresponding integration problems including approximation of weighted integrals ∫Df(x)ρ(x)dx over unbounded domains such as D = ℝs. It also supplements the results that provide an upper bound of the form C√s/n when γk ≡ 1.

Idioma originalEnglish
Páginas (desde-hasta)1903-1911
Número de páginas9
PublicaciónMathematics of Computation
Volumen73
N.º248
DOI
EstadoPublished - oct 2004

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Computational Mathematics
  • Applied Mathematics

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