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The Curse of Dimensionality for Numerical Integration of Smooth Functions II

Numerical Analysis 2014-04-23 v2

Abstract

We prove the curse of dimensionality in the worst case setting for numerical integration for a number of classes of smooth dd-variate functions. Roughly speaking, we consider different bounds for the derivatives of fCk(Dd)f \in C^k(D_d) and ask whether the curse of dimensionality holds for the respective classes of functions. We always assume that DdRdD_d \subset \mathbb{R}^d has volume one and consider various values of kk including the case k=k=\infty which corresponds to infinitely many differentiable functions. We obtain necessary and sufficient conditions, and in some cases a full characterization for the curse of dimensionality. For infinitely many differentiable functions we prove the curse if the bounds on the successive derivatives are appropriately large. The proof technique is based on a volume estimate of a neighborhood of the convex hull of nn points which decays exponentially fast if nn is small relative to dd. For k=k=\infty, we also also study conditions for quasi-polynomial, weak and uniform weak tractability.

Keywords

Cite

@article{arxiv.1304.3372,
  title  = {The Curse of Dimensionality for Numerical Integration of Smooth Functions II},
  author = {Aicke Hinrichs and Erich Novak and Mario Ullrich and Henryk Wozniakowski},
  journal= {arXiv preprint arXiv:1304.3372},
  year   = {2014}
}

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39 pages