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 is strongly polynomially tractable: with being the -th Fourier coefficient of , , and being defined by for non-empty subset and . Strong polynomial tractability is achieved by an explicit quasi-Monte Carlo rule using a multiset union of Korobov's -sets. We also show that, if we replace with 1 for all in the above definition of norm, multivariate integration is polynomially tractable but not strongly polynomially tractable.
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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