Complexity of Oscillatory Integration for Univariate Sobolev Spaces
Numerical Analysis
2014-12-05 v2
Abstract
We analyze univariate oscillatory integrals for the standard Sobolev spaces of periodic and non-periodic functions with an arbitrary integer . We find matching lower and upper bounds on the minimal worst case error of algorithms that use function or derivative values. We also find sharp bounds on the information complexity which is the minimal for which the absolute or normalized error is at most . We show surprising relations between the information complexity and the oscillatory weight. We also briefly consider the case of .
Keywords
Cite
@article{arxiv.1311.1528,
title = {Complexity of Oscillatory Integration for Univariate Sobolev Spaces},
author = {Erich Novak and Mario Ullrich and Henryk Woźniakowski},
journal= {arXiv preprint arXiv:1311.1528},
year = {2014}
}
Comments
40 pages