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  and H. Wo'zniakowski 2

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by G. W. Wasilkowski
http://www.cs.uky.edu/~greg/papers/ww-wtp.ps
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Abstract:

Abstract. We study tractability and strong tractability of multivariate approximation and integration in the worst case deterministic setting. Tractability means that the number of functional evaluations needed to compute an "-approximation of the multivariate problem with d variables is polynomially bounded in " \Gamma1 and d. Strong tractability means that this minimal number is bounded independently of d by a polynomial in " \Gamma1. Both problems are considered for certain Sobolev spaces of functions defined over the whole space IR d. These spaces are characterized by a number of parameters: r is the smoothness of functions, fl d;k is a space weight which measures the relative importance of the kth variable for d-variate functions, and a weight function / that monitors the behavior of the functions at infinity. The approximation and integration problems are defined in a weighted sense with respect to a probability density! and variances oe d;k. We find conditions on the weights! and / such that the approximation and integration are well defined. For the approximation problem, we consider two classes of functional evaluations: all consisting of all linear continuous functionals and std consisting of function evaluations. Of course, for integration we only consider std

Citations

146 Information-Based Complexity – Traub, Wasilkowski, et al. - 1988
52 When are quasi-Monte Carlo algorithms efficient for high dimensional integrals – Sloan, Wo´zniakowski - 1998
38 Complexity and Information – Traub, Werschulz - 1998
27 Explicit cost bounds of algorithms for multivariate tensor product problems – Wasilkowski, Wo'zniakowski - 1995
15 Intractability results for integration and discrepancy – Novak, Wo´zniakowski - 2001
14 Weighted tensor product algorithms for linear multivariate problems – Wasilkowski, Wo´zniakowski - 1999
9 On the step-by-step construction of quasi-Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces – Sloan, Kuo, et al. - 2002
9 Efficiciency of quasi-Monte Carlo algorithms for high dimensions, Monte Carlo and Quasi-Monte Carlo Methods – Wo´zniakowski - 1998
7 When are integration and discrepancy tractable – Novak, Wo'zniakowski - 1999
6 Tractability of tensor product linear operators – Novak, Sloan, et al. - 1997
5 Qmc integration { beating intractability by weighting the coordinate directions – Sloan - 2002
5 On the power of standard information for weighted approximation – Wasilkowski, Wo'zniakowski - 2001
2 H.: Complexity of weighted approximation over IR – Wasilkowski, Wozniakowski - 2000