Articles

TRACTABILITY OF MULTIVARIATE INTEGRATION PROBLEM FOR PERIODIC CONTINUOUS FUNCTIONS

  • Fang Gensun ,
  • Long Jingfan
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  • School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China

Received date: 2005-10-19

  Revised date: 2006-03-10

  Online published: 2007-10-20

Abstract

The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted 1-periodic continuous functions spaces of d coordinates with absolutely convergent Fourier series. The authors reduce the initial error by a factor ε for functions from the unit ball of the weighted periodic continuous functions spaces. Tractability is the minimal number of function samples required to solve the problem in polynomial in ε-1 and d, and the strong tractability is the presence of only a polynomial dependence in ε-1. This problem has been recently studied for quasi-Monte Carlo quadrature rules, quadrature rules with non-negative coefficients, and rules for which all quadrature weights are arbitrary for weighted Korobov spaces of smooth periodic functions of d variables. The authors show that the tractability and strong tractability of a multivariate integration problem in worst case setting hold for the weighted periodic
continuous functions spaces with absolutely convergent Fourier series under the same assumptions as in Ref.[14] on the weights of the Korobov space for quasi-Monte Carlo rules and rules for which all quadrature weights are non-negative. The arguments are not constructive.

Cite this article

Fang Gensun , Long Jingfan . TRACTABILITY OF MULTIVARIATE INTEGRATION PROBLEM FOR PERIODIC CONTINUOUS FUNCTIONS[J]. Acta mathematica scientia, Series B, 2007 , 27(4) : 790 -802 . DOI: 10.1016/S0252-9602(07)60076-9

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