Lower bounds for the error of quadrature formulas for Hilbert spaces

被引:12
作者
Hinrichs, Aicke [1 ]
Krieg, David [1 ]
Novak, Erich [2 ]
Vybiral, Jan [3 ]
机构
[1] Johannes Kepler Univ Linz, Inst Anal, Altenbergerstr 69, A-4040 Linz, Austria
[2] FSU Jena, Math Inst, Ernst Abbe Pl 2, D-07740 Jena, Germany
[3] Czech Tech Univ, Dept Math FNSPE, Trojanova 13, Prague 12000, Czech Republic
基金
奥地利科学基金会;
关键词
Numerical integration in high dimensions; Curse of dimensionality; Positive definite matrices; Schur's product theorem; TRACTABILITY; INTEGRATION;
D O I
10.1016/j.jco.2020.101544
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We prove lower bounds for the worst case error of quadrature formulas that use given sample points X-n = {x(1), ..., x(n)}. We are mainly interested in optimal point sets X-n, but also prove lower bounds that hold with high probability for sets of independently and uniformly distributed points. As a tool, we use a recent result (and extensions thereof) of Vybiral on the positive semi-definiteness of certain matrices related to the product theorem of Schur. The new technique also works for spaces of analytic functions where known methods based on decomposable kernels cannot be applied. (C) 2020 Elsevier Inc. All rights reserved.
引用
收藏
页数:20
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