相关论文: On the optimal order of integration in Hermite spa…
We study integration and $L^2$-approximation of functions of infinitely many variables in the following setting: The underlying function space is the countably infinite tensor product of univariate Hermite spaces and the probability measure…
We study integration in a class of Hilbert spaces of analytic functions defined on the $\mathbb{R}^s$. The functions are characterized by the property that their Hermite coefficients decay exponentially fast. We use Gauss-Hermite…
This paper investigates the numerical approximation of integrals for functions in fractional Gaussian Sobolev spaces $W^s_{p}(\mathbb{R}^d,\gamma)$ with dominating mixed smoothness defined via kernel related to the fractional…
We consider $\mathbb{L}_2$-approximation of elements of a Hermite space of analytic functions over $\mathbb{R}^s$. The Hermite space is a weighted reproducing kernel Hilbert space of real valued functions for which the Hermite coefficients…
It is natural to expect the following loosely stated approximation principle to hold: a numerical approximation solution should be in some sense as smooth as its target exact solution in order to have optimal convergence. For piecewise…
We investigate the numerical approximation of integrals over $\mathbb{R}^d$ equipped with the standard Gaussian measure $\gamma$ for integrands belonging to the Gaussian-weighted Sobolev spaces $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed…
We mainly study numerical integration of real valued functions defined on the $d$-dimensional unit cube with all partial derivatives up to some finite order $r\ge1$ bounded by one. It is well known that optimal algorithms that use $n$…
In a recent paper by the authors, it is shown that there exists a quasi-Monte Carlo (QMC) rule which achieves the best possible rate of convergence for numerical integration in a reproducing kernel Hilbert space consisting of smooth…
Hermite polynomials and functions have extensive applications in scientific and engineering problems. Although it is recognized that employing the scaled Hermite functions rather than the standard ones can remarkably enhance the…
We study integration and $L_2$-approximation on countable tensor products of function spaces of increasing smoothness. We obtain upper and lower bounds for the minimal errors, which are sharp in many cases including, e.g., Korobov, Walsh,…
We present a high-order method that provides numerical integration on volumes, surfaces, and lines defined implicitly by two smooth intersecting level sets. To approximate the integrals, the method maps quadrature rules defined on…
In this paper we consider integration and $L_2$-approximation for functions over $\RR^s$ from weighted Hermite spaces. The first part of the paper is devoted to a comparison of several weighted Hermite spaces that appear in literature,…
Based on the Hilb-type formula and van der Corput-type lemmas, we present optimal asymptotic estimates for the decay of the Laguerre and Hermite coefficients for functions with algebraic and logarithmic singularities, which in turn yield…
We study numerical integration of smooth functions defined over the $s$-dimensional unit cube. A recent work by Dick et al. (2019) has introduced so-called extrapolated polynomial lattice rules, which achieve the almost optimal rate of…
We study integration and $L^2$-approximation in the worst-case setting for deterministic linear algorithms based on function evaluations. The underlying function space is a reproducing kernel Hilbert space with a Gaussian kernel of tensor…
We study numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic linear algorithms and provide matching upper error bounds with the help of suitable multilevel…
We investigate quasi-Monte Carlo rules for the numerical integration of multivariate periodic functions from Besov spaces $S^r_{p,q}B(\mathbb{T}^d)$ with dominating mixed smoothness $1/p<r<2$. We show that order 2 digital nets achieve the…
We investigate the approximation of weighted integrals over $\mathbb{R}^d$ for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the convergence rate of optimal quadratures with respect to $n$…
QMC rules are equal weight quadrature rules for approximating integrals over $[0,1]^s$. One line of research studies the integration error of functions in the unit ball of so-called Korobov spaces, which are Hilbert spaces of periodic…
Recently Ermon et al. (2013) pioneered a way to practically compute approximations to large scale counting or discrete integration problems by using random hashes. The hashes are used to reduce the counting problem into many separate…