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The curse of dimensionality for numerical integration on general domains

Numerical Analysis 2019-08-15 v1 Functional Analysis

Abstract

We prove the curse of dimensionality in the worst case setting for multivariate numerical integration for various classes of smooth functions. We prove the results when the domains are isotropic convex bodies with small diameter satisfying a universal ψ2\psi_2-estimate. In particular, we obtain the result for the important class of volume-normalized pd\ell_p^d-balls in the complete regime 2p2\leq p \leq \infty. This extends a result in a work of A. Hinrichs, E. Novak, M. Ullrich and H. Wo\'zniakowski [J. Complexity, 30(2), 117-143, 2014] to the whole range 2p2\leq p \leq \infty, and additionally provides a unified approach. The key ingredient in the proof is a deep result from the theory of Asymptotic Geometric Analysis, the thin-shell volume concentration estimate due to O. Gu\'edon and E. Milman. The connection of Asymptotic Geometric Analysis and Information-based Complexity revealed in this work seems promising and is of independent interest.

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Cite

@article{arxiv.1804.03957,
  title  = {The curse of dimensionality for numerical integration on general domains},
  author = {Aicke Hinrichs and Joscha Prochno and Mario Ullrich},
  journal= {arXiv preprint arXiv:1804.03957},
  year   = {2019}
}

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19 pages