The rate of convergence of sparse grid quadrature on the torus
Hegland, Markus; Leopardi, Paul
Description
We examine sparse grid quadrature on Korobov spaces; that is, weighted tensor product reproducing kernel Hilbert spaces on the torus. We describe a dimension adaptive quadrature algorithm based on an algorithm of Hegland [ANZIAM J., 44(E):C335, 2003], and also formulate a version of Wasilkowski and Wozniakowski's weighted tensor product algorithm [J. Complexity, 15(3):402, 1999]. We claim that our algorithm is generally lower in cost than Wasilkowski and Wozniakowski's algorithm, and therefore...[Show more]
Collections | ANU Research Publications |
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Date published: | 2011 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/21750 |
Source: | ANZIAM Journal |
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01_Hegland_The_rate_of_convergence_of_2011.pdf | 513.7 kB | Adobe PDF | ![]() |
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