English

Product rules are optimal for numerical integration in classical smoothness spaces

Numerical Analysis 2017-06-22 v1

Abstract

We mainly study numerical integration of real valued functions defined on the dd-dimensional unit cube with all partial derivatives up to some finite order r1r\ge1 bounded by one. It is well known that optimal algorithms that use nn function values achieve the error rate nr/dn^{-r/d}, where the hidden constant depends on rr and dd. Here we prove explicit error bounds without hidden constants and, in particular, show that the optimal order of the error is min{1,dnr/d}\min \bigl\{1, d \, n^{-r/d}\bigr\}, where now the hidden constant only depends on rr, not on dd. For n=mdn=m^d, this optimal order can be achieved by (tensor) product rules. We also provide lower bounds for integration defined over an arbitrary open domain of volume one. We briefly discuss how lower bounds for integration may be applied for other problems such as multivariate approximation and optimization.

Keywords

Cite

@article{arxiv.1604.00261,
  title  = {Product rules are optimal for numerical integration in classical smoothness spaces},
  author = {Aicke Hinrichs and Erich Novak and Mario Ullrich and Henryk Wozniakowski},
  journal= {arXiv preprint arXiv:1604.00261},
  year   = {2017}
}

Comments

17 pages

R2 v1 2026-06-22T13:23:19.242Z