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arXiv 1608.07397math.NAcs.NA
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在$\R^s$上多变量积分的指数收敛率

Multivariate integration over $\R^s$ with exponential rate of convergence

KU Leuven(荷语鲁汶大学)

Dong T. P. Nguyen, Dirk Nuyens

AI总结:

本文研究了在欧几里得平面上多变量积分的近似问题,针对解析函数,推导出具有指数收敛率的显式上界,通过不同方向的无限网格采样并截断,平衡截断误差与离散化误差。

摘要:

本文分析了在欧几里得平面上对解析函数的多变量积分的近似问题,推导出具有指数收敛率的显式上界。我们使用在每个方向上具有不同网格尺寸和长度的无限网格来采样函数,然后截断。在我们的分析中,网格尺寸和截断域通过最优平衡截断误差和离散化误差来选择。本文在与最近在单位立方体上由Dick、Larcher、Pillichshammer和Wo{ź}niakowski(2011)获得的相似函数空间设置下,扩展到$\R^s$。他们表明,无论是格点规则还是正则网格,每个方向上具有不同网格尺寸,都能达到指数收敛率,因此促使我们仅分析基于正则网格的求积公式。我们还修正了较早的出版物的分析,例如Sloan和Osborn(1987)和Sugihara(1987),通过在$\R^s$上使用格点规则,并考虑截断误差,并将其扩展到考虑函数空间的各向异性。

英文摘要:

In this paper we analyze the approximation of multivariate integrals over the Euclidean plane for functions which are analytic. We show explicit upper bounds which attain the exponential rate of convergence. We use an infinite grid with different mesh sizes and lengths in each direction to sample the function, and then truncate it. In our analysis, the mesh sizes and the truncated domain are chosen by optimally balancing the truncation error and the discretization error. This paper derives results in comparable function space settings, extended to $\R^s$, as which were recently obtained in the unit cube by Dick, Larcher, Pillichshammer and Wo{ź}niakowski (2011). They showed that both lattice rules and regular grids, with different mesh sizes in each direction, attain exponential rates, hence motivating us to analyze only cubature formula based on regular meshes. We further also amend the analysis of older publications, e.g., Sloan and Osborn (1987) and Sugihara (1987), using lattice rules on $\R^s$ by taking the truncation error into account and extending them to take the anisotropy of the function space into account.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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