Computational complexity of the integration problem for anisotropic classes

被引:0
|
作者
Ye, PX
机构
[1] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China
[2] Nankai Univ, LPMC, Tianjin 300071, Peoples R China
关键词
integration problem; epsilon-complexity; randomized methods; anisotropic classes;
D O I
10.1007/s10444-004-1830-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We determine the exact order of epsilon-complexity of the numerical integration problem for the anisotropic class W-infinity(r)(I-d) and H-infinity(r)(I-d) with respect to the worst case randomized methods and the average case deterministic methods. We prove this result by developing a decomposition technique of Borel measure on unit cube of d-dimensional Euclidean space. Moreover by the imbedding relationship between function classes we extend our results to the classes of functions W-p(Lambda) (I-d) and H-p(Lambda) (I-d). By the way we highlight some typical results and stress the importance of some open problems related to the complexity of numerical integration.
引用
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页码:375 / 392
页数:18
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