English

Lower bounds for the integration error for multivariate functions with mixed smoothness and optimal Fibonacci cubature for functions on the square

Numerical Analysis 2014-01-30 v2

Abstract

We prove lower bounds for the error of optimal cubature formulae for dd-variate functions from Besov spaces of mixed smoothness Bp,θα(Gd)B^{\alpha}_{p,\theta}({\mathbb G}^d) in the case 0<p,θ0 < p, \theta \le \infty and α>1/p\alpha > 1/p, where Gd{\mathbb G}^d is either the dd-dimensional torus Td{\mathbb T}^d or the dd-dimensional unit cube Id{\mathbb I}^d. We prove upper bounds for QMC methods of integration on the Fibonacci lattice for bivariate periodic functions from Bp,θα(T2)B^{\alpha}_{p,\theta}({\mathbb T}^2) in the case 1p1\leq p \leq \infty, 0<θ0 < \theta \leq \infty, α>1/p\alpha>1/p. A non-periodic modification of this classical formula yields upper bounds for Bp,θα(I2)B^{\alpha}_{p,\theta}({\mathbb I}^2) if 1/p<α<1+1/p1/p<\alpha<1+1/p. In combination these results yield the correct asymptotic error of optimal cubature formulae for functions from Bp,θα(G2)B^{\alpha}_{p,\theta}({\mathbb G}^2) and indicate that a corresponding result is most likely also true in case d>2d>2. This is compared to the correct asymptotic of optimal cubature formulae on Smolyak grids which results in the observation that any cubature formula on Smolyak grids is never optimal for the general setting.

Keywords

Cite

@article{arxiv.1311.1563,
  title  = {Lower bounds for the integration error for multivariate functions with mixed smoothness and optimal Fibonacci cubature for functions on the square},
  author = {Dinh Dũng and Tino Ullrich},
  journal= {arXiv preprint arXiv:1311.1563},
  year   = {2014}
}