Embeddings of Weighted Hilbert Spaces and Applications to Multivariate and Infinite-Dimensional Integration
Numerical Analysis
2021-09-21 v1
Abstract
We study embeddings and norm estimates for tensor products of weighted reproducing kernel Hilbert spaces. These results lead to a transfer principle that is directly applicable to tractability studies of multivariate problems as integration and approximation, and to their infinite-dimensional counterparts. In an application we consider weighted tensor product Sobolev spaces of mixed smoothness of any integer order, equipped with the classical, the anchored, or the ANOVA norm. Here we derive new results for multivariate and infinite-dimensional integration.
Keywords
Cite
@article{arxiv.1608.00906,
title = {Embeddings of Weighted Hilbert Spaces and Applications to Multivariate and Infinite-Dimensional Integration},
author = {Michael Gnewuch and Mario Hefter and Aicke Hinrichs and Klaus Ritter},
journal= {arXiv preprint arXiv:1608.00906},
year = {2021}
}