On lower bounds for integration of multivariate permutation-invariant functions |
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Authors: | Markus Weimar |
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Affiliation: | Philipps-University Marburg, Faculty of Mathematics and Computer Science, Hans-Meerwein-Straße, Lahnberge, 35032 Marburg, Germany |
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Abstract: | In this note we study multivariate integration for permutation-invariant functions from a certain Banach space Ed,α of Korobov type in the worst case setting. We present a lower error bound which particularly implies that in dimension d every cubature rule which reduces the initial error necessarily uses at least d+1 function values. Since this holds independently of the number of permutation-invariant coordinates, this shows that the integration problem can never be strongly polynomially tractable in this setting. Our assertions generalize results due to Sloan and Wo?niakowski (1997) [3]. Moreover, for large smoothness parameters α our bound cannot be improved. Finally, we extend our results to the case of permutation-invariant functions from Korobov-type spaces equipped with product weights. |
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Keywords: | Permutation-invariance Integration Information complexity Tractability Lower bounds |
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