English

Strong tractability for multivariate integration in a subspace of the Wiener algebra

Numerical Analysis 2023-06-05 v1 Numerical Analysis

Abstract

Building upon recent work by the author, we prove that multivariate integration in the following subspace of the Wiener algebra over [0,1)d[0,1)^d is strongly polynomially tractable: Fd:={fC([0,1)d)|f:=kZdf^(k)max(width(supp(k)),minjsupp(k)logkj)<}, F_d:=\left\{ f\in C([0,1)^d)\:\middle| \: \|f\|:=\sum_{\boldsymbol{k}\in \mathbb{Z}^{d}}|\hat{f}(\boldsymbol{k})|\max\left(\mathrm{width}(\mathrm{supp}(\boldsymbol{k})),\min_{j\in \mathrm{supp}(\boldsymbol{k})}\log |k_j|\right)<\infty \right\}, with f^(k)\hat{f}(\boldsymbol{k}) being the k\boldsymbol{k}-th Fourier coefficient of ff, supp(k):={j{1,,d}kj0}\mathrm{supp}(\boldsymbol{k}):=\{j\in \{1,\ldots,d\}\mid k_j\neq 0\}, and width:2{1,,d}{1,,d}\mathrm{width}: 2^{\{1,\ldots,d\}}\to \{1,\ldots,d\} being defined by width(u):=maxjujminjuj+1, \mathrm{width}(u):=\max_{j\in u}j-\min_{j\in u}j+1, for non-empty subset u{1,,d}u\subseteq \{1,\ldots,d\} and width():=1\mathrm{width}(\emptyset):=1. Strong polynomial tractability is achieved by an explicit quasi-Monte Carlo rule using a multiset union of Korobov's pp-sets. We also show that, if we replace width(supp(k))\mathrm{width}(\mathrm{supp}(\boldsymbol{k})) with 1 for all kZd\boldsymbol{k}\in \mathbb{Z}^d in the above definition of norm, multivariate integration is polynomially tractable but not strongly polynomially tractable.

Keywords

Cite

@article{arxiv.2306.01541,
  title  = {Strong tractability for multivariate integration in a subspace of the Wiener algebra},
  author = {Takashi Goda},
  journal= {arXiv preprint arXiv:2306.01541},
  year   = {2023}
}

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8 pages