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Numerical weighted integration of functions having mixed smoothness
Journal of Complexity ( IF 1.7 ) Pub Date : 2023-05-05 , DOI: 10.1016/j.jco.2023.101757
Dinh Dũng

We investigate the approximation of weighted integrals over Rd 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 integration nodes for functions from these spaces. In the one-dimensional case (d=1), we obtain the right convergence rate of optimal quadratures. For d2, the upper bound is performed by sparse-grid quadratures with integration nodes on step hyperbolic crosses in the function domain Rd.



中文翻译:

具有混合平滑度的函数的数值加权积分

我们研究加权积分的近似值Rd对于来自混合平滑度的加权 Sobolev 空间的被积函数。我们证明了关于来自这些空间的函数的n 个积分节点的最佳正交收敛速度的上限和下限。在一维情况下(d=1个),我们获得了最佳正交的正确收敛速度。为了d2个,上界由稀疏网格正交执行,积分节点位于函数域中的步长双曲交叉上Rd.

更新日期:2023-05-05
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