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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 HsH^s of periodic and non-periodic functions with an arbitrary integer s1s\ge1. We find matching lower and upper bounds on the minimal worst case error of algorithms that use nn function or derivative values. We also find sharp bounds on the information complexity which is the minimal nn for which the absolute or normalized error is at most ε\varepsilon. We show surprising relations between the information complexity and the oscillatory weight. We also briefly consider the case of s=s=\infty.

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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}
}

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40 pages