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arXiv:0803.0441

Multivariate integration in C^\infty([0,1]^d) is not strongly tractable

Jakub Onufry Wojtaszczyk

Published Mar 4, 2008• 0 citations
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Abstract

It has long been known that the multivariate integration problem for the unit ball in $C^r([0,1]^d)$ is intractable for fixed finite $r$. H. Woźniakowski has recently conjectured that this is true even if $r=\infty$. This paper establishes a partial result in this direction. We prove that the multivariate integration problem, for infinitely differential functions all of whose variables are bounded by one, is not strongly tractable.

DOI
10.48550/arxiv.0803.0441

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We study d-variate approximation for a weighted unanchored Sobolev space having smoothness m ≥ 1. Folk wisdom would lead us to believe that this problem should become easier as its smoothness increases. This is true if we are only concerned with asymptotic analysis: the nth minimal error is of order n^-(m-δ) for any δ > 0. However, it is unclear how long we need to wait before this asymptotic behavior kicks in. How does this waiting period depend on d and m? We prove that no matter how the weights are chosen, the waiting period is at least m^d, even if the error demand ε is arbitrarily close to 1. Hence, for m ≥ 2, this waiting period is exponential in d, so that the problem suffers from the curse of dimensionality and is intractable. In other words, the fact that the asymptotic behavior improves with m is irrelevant when d is large. So, we will be unable to vanquish the curse of dimensionality unless m = 1 , i.e., unless the smoothness is minimal. We then show that our problem can be tractable if m = 1. That is, we can find an ε-approximation using polynomially-many (in d and ε^-1) information operations, even if only function values are permitted. When m = 1, it is even possible for the problem to be strongly tractable, i.e., we can find an ε-approximation using polynomially-many (in ε^-1) information operations, independent of d. These positive results hold when the weights of the Sobolev space decay sufficiently quickly or are bounded finite-order weights, i.e., the d-variate functions we wish to approximate can be decomposed as sums of functions depending on at most ω variables, where ω is independent of d.
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