Tractability of Multivariate Integration for Periodic Functions

Abstract

We study multivariate integration in the worst case setting for weighted Korobov spaces of smooth periodic functions of d variables. We wish to reduce the initial error by a factor ε for functions from the unit ball of the weighted Korobov space. Tractability means that the minimal number of function samples needed to solve the problem is polynomial in ε⁻¹ and d. Strong tractability means that we have only a polynomial dependence in ε⁻¹. This problem has been recently studied for quasi-Monte Carlo quadrature rules and for quadrature rules with non-negative coefficients. In this paper we study arbitrary quadrature rules. We show that tractability and strong tractability in the worst case setting hold under the same assumptions on the weights of the Korobov space as for the restricted classes of quadrature rules. More precisely, let γ_j moderate the behavior of functions with respect to the jth variable in the weighted Korobov space. Then strong tractability holds iff ∑^∞_j=1 γ_j<∞, whereas tractability holds iff lim sup_d→∞ ∑^d_j=1 γ_j/ln d<∞. We obtain necessary conditions on tractability and strong tractability by showing that multivariate integration for the weighted Korobov space is no easier than multivariate integration for the corresponding weighted Sobolev space of smooth functions with boundary conditions. For the weighted Sobolev space we apply general results from E. Novak and H. Woźniakowski (J. Complexity17 (2001), 388–441) concerning decomposable kernels.