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A note on Korobov lattice rules for integration of analytic functions

机译:关于积分分析功能的Korobov格子规则

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We study numerical integration for a weighted Korobov space of analytic periodic functions for which the Fourier coefficients decay exponentially fast. In particular, we are interested in how the error depends on the dimension d. Many recent papers deal with this problem or similar problems and provide matching necessary and sufficient conditions for various notions of tractability. In most cases even simple algorithms are known which allow to achieve these notions of tractability. However, there is a gap in the literature: while for the notion of exponential-weak tractability one knows matching necessary and sufficient conditions, so far no explicit algorithm has been known which yields the desired result.In this paper we close this gap and prove that Korobov lattice rules are suitable algorithms in order to achieve exponentialweak tractability for integration in weighted Korobov spaces of analytic periodic functions. (C) 2020 The Author. Published by Elsevier Inc.
机译:我们研究了分析周期函数的加权Korobov空间的数值集成,傅里叶系数衰减呈指数快速衰减。特别是,我们对错误取决于尺寸d感兴趣。许多最近的论文处理了这个问题或类似问题,并为各种概念提供了匹配的必要和充分条件。在大多数情况下,已知甚至是简单的算法,其允许实现这些扫盲概念。然而,文献中存在差距:虽然对于指数弱的途径的概念,但是知道匹配必要和充分的条件,到目前为止没有已知明确的算法产生所需的结果。本文缩短了这种差距和证明Korobov格子规则是合适的算法,以实现分析周期性功能的加权Korobov空间中的exponentialWeak途径。 (c)2020作者。 elsevier公司出版

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